Arbeitspapier

Data-driven optimal decomposition of time series

A data-driven optimal decomposition of time series with trend-cyclical and seasonal components as well as the estimation of derivatives of the trend-cyclical is considered. The time series is smoothed by locally weighted regression with polynomials and trigonometric functions as local regressors. Two variates for the selection of the optimal bandwidths and the order of the polynomials are proposed with a particular approach for the estimation in the boundary areas of the time series. The second of these procedures can also be used for the selection of optimal bandwidths if only one component is considered. The smoothing of a time series without seasonal variations is just a special case for these procedures. The rate of convergence in the second procedure for this special case is discussed. A by-product of this work is the development of a seasonal-difference-based method to estimate the variance in a seasonal time series.

Language: Englisch

Bibliographic citation: Series: Diskussionsbeiträge - Serie II ; No. 287

Classification: Wirtschaft

Subject: Time Series Decomposition
Bandwidth Selection
Locally Weighted Regression
Zeitreihenanalyse
Theorie

Event: Geistige Schöpfung

(who): Heiler, Siegfried
Feng, Yuanhua

Event: Veröffentlichung

(who): Universität Konstanz, Sonderforschungsbereich 178 - Internationalisierung der Wirtschaft

(where): Konstanz

(when): 1995

Handle: http://hdl.handle.net/10419/101578

Last update: 10.03.1970, 12:31 AM CET

Data provider

This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.

Show original at data provider

Object type

Arbeitspapier

Associated

Heiler, Siegfried
Feng, Yuanhua
Universität Konstanz, Sonderforschungsbereich 178 - Internationalisierung der Wirtschaft

Time of origin

1995

Other Objects (12)

Data-driven nonstationary signal decomposition approaches: a comparative analysis

Data-Driven Methods for Managing Anomalies in Energy Time Series

Data-Driven Feature Learning with Discriminative Models for Satellite Time Series

Data-driven Ensemble Visualization

Data-driven Disease Surveillance

Data-driven inventory optimization

Data-driven Structured Realization

Arbeitspapier

Optimal bandwidth selection for conditional efficiency measures: A data-driven approach

Optimal trajectory planning combining model-based and data-driven hybrid approaches

Optimal Cooperative Control of UAVs for Dynamic Data-Driven Monitoring Tasks

Data-driven goal setting: Searching optimal badges in the decision forest

Optimal process operation under uncertainty using transient data-driven probability distributions

Data-driven nonstationary signal decomposition approaches: a comparative analysis

Data-Driven Methods for Managing Anomalies in Energy Time Series

Data-Driven Feature Learning with Discriminative Models for Satellite Time Series

Data-driven Ensemble Visualization

Data-driven Disease Surveillance

Data-driven inventory optimization

Data-driven Structured Realization

Arbeitspapier

Optimal bandwidth selection for conditional efficiency measures: A data-driven approach

Optimal trajectory planning combining model-based and data-driven hybrid approaches

Optimal Cooperative Control of UAVs for Dynamic Data-Driven Monitoring Tasks

Data-driven goal setting: Searching optimal badges in the decision forest

Optimal process operation under uncertainty using transient data-driven probability distributions

Data-driven nonstationary signal decomposition approaches: a comparative analysis

Data-Driven Methods for Managing Anomalies in Energy Time Series

Data-Driven Feature Learning with Discriminative Models for Satellite Time Series

Data-driven Ensemble Visualization

Data-driven Disease Surveillance

Data-driven inventory optimization

Data-driven Structured Realization

Arbeitspapier

Optimal bandwidth selection for conditional efficiency measures: A data-driven approach

Optimal trajectory planning combining model-based and data-driven hybrid approaches

Optimal Cooperative Control of UAVs for Dynamic Data-Driven Monitoring Tasks

Data-driven goal setting: Searching optimal badges in the decision forest

Optimal process operation under uncertainty using transient data-driven probability distributions

Cultural heritage institutions wishing to register will find more information here.

Fields marked * need to be filled in.

Username*

Please enter your username

Email*

Please enter your email address

Please do not fill this field

First name

Last name

Password*

Please enter your password

Confirm password*

Please enter the same password

I have read the terms of use and the privacy policy for the collection of personal data and accept them. *

This field is required.

I would like to subscribe to the newsletter of the Deutsche Digitale Bibliothek. See newsletter subscription info.

Account created

Your "My DDB" account has been successfully created. Before you can log in to your account, you must click the confirmation link in the message we just sent to the email address you provided.

Data-driven optimal decomposition of time series

Object Details

References and Relationships

Classification and Topics

Contributors, Places and Time

Further information

Data provider

Object type

Associated

Time of origin

Other Objects (12)

Data-driven nonstationary signal decomposition approaches: a comparative analysis

Data-Driven Methods for Managing Anomalies in Energy Time Series

Data-Driven Feature Learning with Discriminative Models for Satellite Time Series

Data-driven Ensemble Visualization

Data-driven Disease Surveillance

Data-driven inventory optimization

Data-driven Structured Realization

Optimal bandwidth selection for conditional efficiency measures: A data-driven approach

Optimal trajectory planning combining model-based and data-driven hybrid approaches

Optimal Cooperative Control of UAVs for Dynamic Data-Driven Monitoring Tasks

Data-driven goal setting: Searching optimal badges in the decision forest

Optimal process operation under uncertainty using transient data-driven probability distributions

Data-driven nonstationary signal decomposition approaches: a comparative analysis

Data-Driven Methods for Managing Anomalies in Energy Time Series

Data-Driven Feature Learning with Discriminative Models for Satellite Time Series

Data-driven Ensemble Visualization

Data-driven Disease Surveillance

Data-driven inventory optimization

Data-driven Structured Realization

Optimal bandwidth selection for conditional efficiency measures: A data-driven approach

Optimal trajectory planning combining model-based and data-driven hybrid approaches

Optimal Cooperative Control of UAVs for Dynamic Data-Driven Monitoring Tasks

Data-driven goal setting: Searching optimal badges in the decision forest

Optimal process operation under uncertainty using transient data-driven probability distributions

Data-driven nonstationary signal decomposition approaches: a comparative analysis

Data-Driven Methods for Managing Anomalies in Energy Time Series

Data-Driven Feature Learning with Discriminative Models for Satellite Time Series

Data-driven Ensemble Visualization

Data-driven Disease Surveillance

Data-driven inventory optimization

Data-driven Structured Realization

Optimal bandwidth selection for conditional efficiency measures: A data-driven approach

Optimal trajectory planning combining model-based and data-driven hybrid approaches

Optimal Cooperative Control of UAVs for Dynamic Data-Driven Monitoring Tasks

Data-driven goal setting: Searching optimal badges in the decision forest

Optimal process operation under uncertainty using transient data-driven probability distributions

Related objects

Reset password