Frequency domain characteristics of linear operator to decompose a time series into the multi-components
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DOI: 10.1007/BF00053367
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- Gersch, Will & Kitagawa, Genshiro, 1983. "The Prediction of Time Series with Trends and Seasonalities," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(3), pages 253-264, July.
- Makio Ishiguro, 1984. "Computationally Efficient Implementation Of A Bayesian Seasonal Adjustment Procedure," Journal of Time Series Analysis, Wiley Blackwell, vol. 5(4), pages 245-253, July.
- Genshiro Kitagawa, 1981. "A Nonstationary Time Series Model And Its Fitting By A Recursive Filter," Journal of Time Series Analysis, Wiley Blackwell, vol. 2(2), pages 103-116, March.
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Cited by:
- Higuchi, Tomoyuki, 1999. "Applications of quasi-periodic oscillation models to seasonal small count time series," Computational Statistics & Data Analysis, Elsevier, vol. 30(3), pages 281-301, May.
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Keywords
Time series; Bayesian approach; signal decomposition; linear filter; variable kernel; curve smoothing; smoothness prior; seasonal component model; quasi-sinusoidal wave extraction;All these keywords.
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