Seasonal Adjustment by Optimally Smoothed Time-variable Parameter Estimation
暂无分享,去创建一个
Abstract Recursive methods of time-series analysis developed in recent years provide a natural approach to the estimation of models with time-variable parameters. This paper describes how fixed-interval recursive smoothing can be applied to the seasonal adjustment of time-series
[1] R. E. Kalman,et al. A New Approach to Linear Filtering and Prediction Problems , 2002 .
[2] Peter C. Young,et al. Recursive Estimation, Forecasting, and Adaptive Control , 1989 .
[3] J. Norton. Optimal smoothing in the identification of linear time-varying systems , 1975 .
[4] George E. P. Box,et al. Intervention Analysis with Applications to Economic and Environmental Problems , 1975 .