Constant vs. Changing Seasonality

Philip Hans Franses

Foresight: The International Journal of Applied Forecasting, 2007, issue 6, pages 24-25

Abstract: Philip Franses discusses the problem of allowing seasonal patterns to change over time. He notes that most standard models presume a constant seasonal pattern; however, his preference is to use models that allow the seasonal pattern to evolve over time, such as periodic models and time-dependent parameter models. Such models, however, can substantially increase sample size requirements. Copyright International Institute of Forecasters, 2007

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