The estimates are based on the structural time series approach, which is also known as unobserved component modeling, as advocated by Harvey (1989, 1997) and as implemented, among others, by Koopman et al.
What does STS stand for?
STS stands for Structural Time Series (Sprint)
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- Information technology (IT) and computers
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- Steps To Success
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- Stockpile-to-Target Sequence
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- Storage Systems Specialists (UK)
- Strategic Test Solutions
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- Streets (US Postal service standard street suffix)
- Strength Through Science
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- Structural Transition Section (US NASA)
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Samples in periodicals archive:
9780955707629 STAMP 8; Structural time series analyser and modeller and predictor.
The investigated hedonic approaches are: 1) ordinary least squares estimation, 2) robust MM-estimation, 3) structural time series estimation and 4) robust local regression.
Also the traditional linear modeling approach is extended to nonlinear modeling by applying fractional order tests to spot and futures prices and structural time series models in the frequency domain and wavelet models in the time-frequency domain are employed as superior to previous time series and regression methods.
Forecasting, Structural Time Series Models and the Kalman Filter.