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Open access Oct 2026

A Ridge-Penalised Fourier Autoregressive Framework for High-Dimensional Periodic Time Series Dataset

Time series associated with the seasonal climate are highly persistent with strong periodic behaviour making reliable statistical forecasting a challenge. Integrated autoregressive models on a conventional framework may fail to represent multifrequency seasonality. Fourier Autoregressive (FAR) models offer flexibility...

F. A. Okolie, A. Taiwo, T. Olatayo · 0 citations

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