scientific article; zbMATH DE number 5485242

MaRDI QIDQ3549481zbMATH OpenFDO

Authors Olaf Michel

Publication date 29 December 2008

Full work available at URL http://d-nb.info/1001497570/34, http://nbn-resolving.de/urn:nbn:de:gbv:46-diss000110385

zbMATH Keywords

time series analysisgeneralized cross-validationdifferential-splinesgeneralized Berlin method

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Spline approximation (41A15)

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Cited in

(2)

• An Adaptive Orthogonal SSA Decomposition Algorithm for a Time Series
• An iterative plug-in algorithm for decomposing seasonal time series using the Berlin method

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