scientific article; zbMATH DE number 4005392

zbMATH Open0619.62080MaRDI QIDQ3756361FDOQ3756361

Authors: Adi Raveh 

Publication date: 1986

Title of this publication is not available (Why is that?)

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zbMATH Keywords

trendseasonalitytime seriesmixed modelirregularitiesclosest polytone curvemeasures of goodness-of-fitnonmetric approachpurely additive modelpurely multiplicative model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

Cited In (11)

• Data-driven decomposition of seasonal time series
• Smoothing time-series data by nonmetric polytone curves
• Decomposition of dynamical signals into jumps, oscillatory patterns, and possible outliers
• Improving the components independence of decomposition in time series data
• Automatic decomposition of time series into step, ramp, and impulse primitives
• An iterative plug-in algorithm for decomposing seasonal time series using the Berlin method
• Decomposition of seasonality and long-term trend in seismological data: a Bayesian modelling of earthquake detection capability
• Time series modeling and decomposition
• Unique decomposition of low-order time series
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