Multiple seasonal STL decomposition with discrete-interval moving seasonalities

DOI10.1016/j.amc.2022.127398OpenAlexW4285725426MaRDI QIDQ2161890

J. Carlos García-Díaz, Oscar Trull, A. Peiró-Signes

Publication date: 5 August 2022

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2022.127398

zbMATH Keywords

decompositionloessDIMSMSTLmultiple seasonal

Mathematics Subject Classification ID

Mathematical economics (91Bxx) Applications of statistics (62Pxx) Inference from stochastic processes (62Mxx)

Uses Software

• forecast
• Forecast
• TRAMO

Cites Work

• Seasonal adjustment methods and real time trend-cycle estimation
• Compositional segmentation of time series in the financial markets
• Wavelet decomposition and autoregressive model for time series prediction
• Seasonal adjustment of daily time series
• Periodically correlated models for short-term electricity load forecasting
• Seasonal adjustment in the eighties: Some problems and solutions
• Multiple STL decomposition in discovering a multi-seasonality of intraday trading volume

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