A Bayesian semiparametric approach for trend–seasonal interaction: an application to migration forecasts

@article{Milivinti2018ABS,
  title={A Bayesian semiparametric approach for trend–seasonal interaction: an application to migration forecasts},
  author={Alice Milivinti and Giacomo Benini},
  journal={Journal of the Royal Statistical Society: Series A (Statistics in Society)},
  year={2018},
  volume={182}
}
We model complex trend–seasonal interactions within a Bayesian framework. The contribution divides into two parts. First, it proves, via a set of simulations, that a semiparametric specification of the interplay between the seasonal cycle and the global time trend outperforms parametric and non‐parametric alternatives when the seasonal behaviour is represented by Fourier series of order bigger than 1. Second, the paper uses a Bayesian framework to forecast Swiss immigration, merging the… 
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