Modeling Seasonal Time Series
The paper studies the seasonal time series as elements of a (finite dimensional) Hilbert space and proves that it is always better to consider a trend together with a seasonal component even the time series seams not to has one. We give a formula that determines the seasonal component in function of...
Main Author: | |
---|---|
Format: | Article |
Language: | English |
Published: |
University Constantin Brancusi of Targu-Jiu
2006-12-01
|
Series: | Surveys in Mathematics and its Applications |
Subjects: | |
Online Access: | http://www.utgjiu.ro/math/sma/v01/p01.pdf |