Forecasting data with long multi-seasonal periods in the arima model using discrete fourier transform regressors

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Forecasting data with long multi-seasonal periods in the arima model using discrete fourier transform regressors

Time series data with multiple seasonalities often appear in data observed at high frequency. For instance, daily observed data may exhibit multiple seasonal patterns due to the combination of weekly, monthly, or annual periodicities. Traditional forecasting methods, such as the Autoregressive Integ...

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Bibliographic Details
Main Author:	Yap, Yi Xian
Format:	Final Year Project / Dissertation / Thesis
Published:	2024
Subjects:	Q Science (General) T Technology (General)
Online Access:	http://eprints.utar.edu.my/6859/ http://eprints.utar.edu.my/6859/1/YAP_YI_XIAN_FYP.pdf

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