TIME-SERIES DECOMPOSITION USING THE SINUSOIDAL MODEL

被引：15
|
作者：
SIMMONS, LF
机构：
[1] Department of Information Systems and Decision Sciences, Loyola College in Maryland, Baltimore
来源：
INTERNATIONAL JOURNAL OF FORECASTING | 1990年 / 6卷 / 04期
关键词：
FORECASTING; TIME SERIES; SINUSOIDAL MODEL; SPECTRAL ANALYSIS; DECOMPOSITION; CYCLE REGRESSION ANALYSIS;
D O I：
10.1016/0169-2070(90)90025-7
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper empirically supports the hypothesis that a sinusoidal model can be used successfully to decompose time-series data into its components. Since the length of the seasonal cycle is known, this study documents how one makes use of this known length to infer characteristics of the more general non-seasonal cycle. By examining the ratios of the lengths of the longer to the shorter sine waves in the resulting fit of a sinusoidal model, one is able to determine which sine waves are estimating the same cycle and what the average length of that cycle is. A non-linear trend is estimated by adding a sine wave to the linear trend. © 1991.
引用
收藏
页码：485 / 495
页数：11
相关论文
共 50 条
  • [1] ON THE SINUSOIDAL LIMIT OF STATIONARY TIME-SERIES
    KEDEM, B
    [J]. ANNALS OF STATISTICS, 1984, 12 (02): : 665 - 674
  • [2] TIME-SERIES DECOMPOSITION AND FORECASTING
    TEODORESCU, D
    [J]. INTERNATIONAL JOURNAL OF CONTROL, 1989, 50 (05) : 1577 - 1585
  • [3] A Random Time-Series Decomposition and Its Applications in Time-Series Identification
    Figwer, Jaroslaw
    [J]. 2016 21ST INTERNATIONAL CONFERENCE ON METHODS AND MODELS IN AUTOMATION AND ROBOTICS (MMAR), 2016, : 206 - 211
  • [4] Using empirical mode decomposition to correlate paleoclimatic time-series
    Sole, J.
    Turiel, A.
    Llebot, J. E.
    [J]. NATURAL HAZARDS AND EARTH SYSTEM SCIENCES, 2007, 7 (02) : 299 - 307
  • [5] Decomposition of time-series by level and change
    Tessier, Thomas H.
    Armstrong, J. Scott
    [J]. JOURNAL OF BUSINESS RESEARCH, 2015, 68 (08) : 1755 - 1758
  • [6] SOME CONSIDERATION OF DECOMPOSITION OF A TIME-SERIES
    TIAO, GC
    HILLMER, SC
    [J]. BIOMETRIKA, 1978, 65 (03) : 497 - 502
  • [7] Causal inference in neuronal time-series using adaptive decomposition
    Rodrigues, Joao
    Andrade, Alexandre
    [J]. JOURNAL OF NEUROSCIENCE METHODS, 2015, 245 : 73 - 90
  • [8] Neural Decomposition of Time-Series Data
    Godfrey, Luke B.
    Gashler, Michael S.
    [J]. 2017 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN, AND CYBERNETICS (SMC), 2017, : 2796 - 2801
  • [9] DFNet: Decomposition fusion model for long sequence time-series forecasting
    Zhang, Fan
    Guo, Tiantian
    Wang, Hua
    [J]. KNOWLEDGE-BASED SYSTEMS, 2023, 277
  • [10] AIRLINE TRAFFIC FORECASTING USING DETERMINISTIC AND STOCHASTIC TIME-SERIES DECOMPOSITION
    HUTH, WL
    ERIKSEN, SE
    [J]. LOGISTICS AND TRANSPORTATION REVIEW, 1987, 23 (04): : 401 - 409
12345