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Multiple STL decomposition in discovering a multi-seasonality of intraday trading volume - MaRDI portal

Multiple STL decomposition in discovering a multi-seasonality of intraday trading volume (Q5021966)

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scientific article; zbMATH DE number 7457837
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English
Multiple STL decomposition in discovering a multi-seasonality of intraday trading volume
scientific article; zbMATH DE number 7457837

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    Multiple STL decomposition in discovering a multi-seasonality of intraday trading volume (English)
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    17 January 2022
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    hourly seasonality
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    intraday volume
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    Loess
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    multiple seasonal patterns
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    STL decomposition
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