Periodic Smoothing of Time Series

DOI10.1137/0907045MaRDI QIDQ3765216zbMATH OpenOpenAlexFDO

Authors John McDonald

Publication date 1986

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0907045

zbMATH Keywords

data analysisFourier analysis of time seriesharmonic analysisLynx seriesperiodic smoothingprojection pursuitseasonal adjustment

Mathematics Subject Classification ID

Trigonometric approximation (42A10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Probabilistic methods, stochastic differential equations (65C99) Numerical smoothing, curve fitting (65D10) Numerical methods for trigonometric approximation and interpolation (65T40)

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(18)

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• Morphological and other research techniques for almost cyclic time series as applied to \(\mathrm{CO}_2\) concentration series
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• Estimation of scale transformation for approximate periodic time series with long-term trend
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• scientific article; zbMATH DE number 3990725 (Why is no real title available?)
• Approximations of time series
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• Miscellanea. A simple span selector for periodogram smoothing
• A Robbins-Monro procedure for estimation in semiparametric regression models
• Periodicity detection in irregularly sampled light curves by robust regression and outlier detection
• Гравитационное сглаживание временных рядов (спектральные свойства)
• Periodic time-series modeling of environmental proxy records with guaranteed positive growth rate estimation
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