An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method
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- Yuanhua Feng, 2013. "An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(2), pages 266-281, February.
References listed on IDEAS
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- Heiler, Siegfried & Feng, Yuanhua, 1995. "Data-driven optimal decomposition of time series," Discussion Papers, Series II 287, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
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Keywords
Time series decomposition; Berlin Method; local regression; bandwidth selection; iterative plug-in;All these keywords.
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