Periodic Smoothing of Time Series

DOI10.1137/0907045zbMath0628.65148OpenAlexW2020366185MaRDI QIDQ3765216

John Alan McDonald

Publication date: 1986

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0907045

zbMATH Keywords

harmonic analysisdata analysisprojection pursuitseasonal adjustmentFourier analysis of time seriesLynx seriesperiodic smoothing

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Trigonometric approximation (42A10) Numerical methods for trigonometric approximation and interpolation (65T40) Probabilistic methods, stochastic differential equations (65C99)

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