Time series modeling and decomposition

DOI10.6092/ISSN.1973-2201/3597zbMATH Open1453.62760OpenAlexW2119559266MaRDI QIDQ5148504FDOQ5148504

Authors: Estela Bee Dagum 

Publication date: 4 February 2021

Full work available at URL: https://doaj.org/article/bf812e1bc09146d9bba225a3d7c5ae16

Recommendations

• scientific article; zbMATH DE number 4005392
• scientific article; zbMATH DE number 3996944
• Multiple seasonal STL decomposition with discrete-interval moving seasonalities
• Time-series analysis: components, models, and forecasting
• Miscellanea. Time series decomposition

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cites Work

• Seasonal Adjustment by Signal Extraction
• Generalized autoregressive conditional heteroscedasticity
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Low frequency filtering and real business cycles
• Signal extraction from nonstationary time series
• Distortionary effects of the optimal Hodrick--Prescott filter
• Title not available (Why is that?)
• The local structure of turbulence in incompressible viscous fluid for very large Reynolds numbers
• An ARIMA-Model-Based Approach to Seasonal Adjustment
• Title not available (Why is that?)
• Intervention Analysis with Applications to Economic and Environmental Problems
• Seasonal adjustment with the X-11 method
• Prediction of a noise-distorted, multivariate, non-stationary signal
• Title not available (Why is that?)
• Decomposition of Seasonal Time Series: A Model for the Census X-11 Program
• Stochastic linear trends. Models and estimators
• A Cascade Linear Filter to Reduce Revisions and False Turning Points for Real Time Trend-Cycle Estimation
• A new set of asymmetric filters for tracking the short-term trend in real-time
• Measurement of a wandering signal amid noise
• Spectral properties of the concurrent and forecasting seasonal linear filters of the X-11-ARIMA method
• Predictive performance of some nonparametric linear and nonlinear smoothers for noisy data
• Stochastic and deterministic trend models
• Trading-Day Variations Multiple Regression Models with Random Parameters

Cited In (14)

• Framework for choice of models and detection of seasonal effect in time series
• Seasonal time-series modeling and forecasting of monthly mean temperature for decision making in the Kurdistan region of Iraq
• Modelling and Analysis of Data that Exhibit Temporal Decay
• Spectral density estimation for symmetric stable \(p\)-adic processes
• Title not available (Why is that?)
• Multiple STL decomposition in discovering a multi-seasonality of intraday trading volume
• Time Series Models
• A modelization of the peridical time series using the Wold decomposition
• Time series model building with Fourier autoregressive model
• Decomposition of seasonality and long-term trend in seismological data: a Bayesian modelling of earthquake detection capability
• Application of wavelet decomposition in time-series forecasting
• Title not available (Why is that?)
• Unique decomposition of low-order time series
• Time-series decomposition and forecasting

This page was built for publication: Time series modeling and decomposition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5148504)