Timely and accurate detection of turning points is an important issue in analysing time series data. Different time series estimates, such as the original estimates and the derived seasonally adjusted and trend-cycle estimates, are available to help assess turning points. This paper focuses on detection of turning points from time series estimates derived using a univariate approach. We investigate the difference between using seasonally adjusted and trend estimates for timely detection of time points
Time series represent sequences of data points where usually their order is defined by the time when...
Seasonal adjustment is important in for example economic time series where the variation can be due ...
This chapter reviews the principal methods used by researchers when forecasting seasonal time series...
Statistical and practical aspects on methods for on-line turning point detection in business cycles ...
Turning point detection is important in many areas. One application is forecasting the time of the n...
Methods for on-line turning point detection in business cycles are discussed. The statistical proper...
The detection and estimation of business cycles in economic time series is an important activity of ...
Methods for timely detection of turning-points in business cycles are discussed from a statistical p...
This thesis suggests a general approach for estimating the trend of a univariate time series. It beg...
This book explores widely used seasonal adjustment methods and recent developments in real time tren...
The traditional literature on seasonality has mainly focused attention on various statistical proced...
In this report a method for monitoring time series with cycles is presented. It is a nonparametric a...
This book explores widely used seasonal adjustment methods and recent developments in real time tren...
Linear trend analysis of time series is standard procedure in many scientific disciplines. If the n...
In many areas, it is important to detect turning points in time series early and without faults. Tur...
Time series represent sequences of data points where usually their order is defined by the time when...
Seasonal adjustment is important in for example economic time series where the variation can be due ...
This chapter reviews the principal methods used by researchers when forecasting seasonal time series...
Statistical and practical aspects on methods for on-line turning point detection in business cycles ...
Turning point detection is important in many areas. One application is forecasting the time of the n...
Methods for on-line turning point detection in business cycles are discussed. The statistical proper...
The detection and estimation of business cycles in economic time series is an important activity of ...
Methods for timely detection of turning-points in business cycles are discussed from a statistical p...
This thesis suggests a general approach for estimating the trend of a univariate time series. It beg...
This book explores widely used seasonal adjustment methods and recent developments in real time tren...
The traditional literature on seasonality has mainly focused attention on various statistical proced...
In this report a method for monitoring time series with cycles is presented. It is a nonparametric a...
This book explores widely used seasonal adjustment methods and recent developments in real time tren...
Linear trend analysis of time series is standard procedure in many scientific disciplines. If the n...
In many areas, it is important to detect turning points in time series early and without faults. Tur...
Time series represent sequences of data points where usually their order is defined by the time when...
Seasonal adjustment is important in for example economic time series where the variation can be due ...
This chapter reviews the principal methods used by researchers when forecasting seasonal time series...