A Generic Procedure for Simultaneous Estimation of Monotone Trends and Seasonal Patterns in Time Series of Environmental Data
Zusammenfassung
Most of the currently used methods for time series analysis have been developed for official statistics and economic forecasting. This article is devoted to new non-parametric procedures that take into account some very widespread features of environmental data. In particular, we propose an algorithm for simultaneous estimation of monotone temporal trends and smooth seasonal patterns. Similar algorithms may also be used to combine the extraction of trend and seasonal components with removal of natural fluctuations that can be attributed to meteorological and other physical forcings of the environmental system under consideration.
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- BibTeX
Hussian, M. & Grimvall, A.,
(2003).
A Generic Procedure for Simultaneous Estimation of Monotone Trends and Seasonal Patterns in Time Series of Environmental Data.
In:
Gnauck, A. & Heinrich, R.
(Hrsg.),
The Information Society and Enlargement of the European Union.
Marburg:
Metropolis.
@inproceedings{mci/Hussian2003,
author = {Hussian, Mohamed AND Grimvall, Anders},
title = {A Generic Procedure for Simultaneous Estimation of Monotone Trends and Seasonal Patterns in Time Series of Environmental Data},
booktitle = {The Information Society and Enlargement of the European Union},
year = {2003},
editor = {Gnauck, Albrecht AND Heinrich, Ralph},
publisher = {Metropolis},
address = {Marburg}
}
author = {Hussian, Mohamed AND Grimvall, Anders},
title = {A Generic Procedure for Simultaneous Estimation of Monotone Trends and Seasonal Patterns in Time Series of Environmental Data},
booktitle = {The Information Society and Enlargement of the European Union},
year = {2003},
editor = {Gnauck, Albrecht AND Heinrich, Ralph},
publisher = {Metropolis},
address = {Marburg}
}
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Mehr Information
Datum: 2003
Typ: Text/Conference Paper