Time series modeling and decomposition
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Cites work
- 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
- An ARIMA-Model-Based Approach to Seasonal Adjustment
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Decomposition of Seasonal Time Series: A Model for the Census X-11 Program
- Distortionary effects of the optimal Hodrick--Prescott filter
- Generalized autoregressive conditional heteroscedasticity
- scientific article; zbMATH DE number 3742453 (Why is no real title available?)
- scientific article; zbMATH DE number 3750129 (Why is no real title available?)
- scientific article; zbMATH DE number 48093 (Why is no real title available?)
- scientific article; zbMATH DE number 1250597 (Why is no real title available?)
- scientific article; zbMATH DE number 3395169 (Why is no real title available?)
- scientific article; zbMATH DE number 3031372 (Why is no real title available?)
- scientific article; zbMATH DE number 3054885 (Why is no real title available?)
- Intervention Analysis with Applications to Economic and Environmental Problems
- Low frequency filtering and real business cycles
- Measurement of a wandering signal amid noise
- Prediction of a noise-distorted, multivariate, non-stationary signal
- Predictive performance of some nonparametric linear and nonlinear smoothers for noisy data
- Seasonal Adjustment by Signal Extraction
- Seasonal adjustment with the X-11 method
- Signal extraction from nonstationary time series
- Spectral properties of the concurrent and forecasting seasonal linear filters of the X-11-ARIMA method
- Stochastic and deterministic trend models
- Stochastic linear trends. Models and estimators
- The local structure of turbulence in incompressible viscous fluid for very large Reynolds numbers
- Trading-Day Variations Multiple Regression Models with Random Parameters
Cited in
(17)- Application of wavelet decomposition in time-series forecasting
- Seasonal time-series modeling and forecasting of monthly mean temperature for decision making in the Kurdistan region of Iraq
- Decomposition of seasonality and long-term trend in seismological data: a Bayesian modelling of earthquake detection capability
- Unique decomposition of low-order time series
- Permanent and temporary components of a time series in market analysis and forecasting
- Sobre la interpretacion de modelos ARIMA univariantes
- A modelization of the peridical time series using the Wold decomposition
- scientific article; zbMATH DE number 4005392 (Why is no real title available?)
- Time-series decomposition and forecasting
- scientific article; zbMATH DE number 1222369 (Why is no real title available?)
- Modelling and Analysis of Data that Exhibit Temporal Decay
- Time series model building with Fourier autoregressive model
- Multiple STL decomposition in discovering a multi-seasonality of intraday trading volume
- Spectral density estimation for symmetric stable \(p\)-adic processes
- Framework for choice of models and detection of seasonal effect in time series
- Time Series Models
- A time warping model for seasonal data with application to age estimation from narwhal tusks
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