Surveys in Mathematics and its Applications
Volume 1 (2006), 1 - 12
MODELING SEASONAL TIME SERIES
Abstract. The paper studies the seasonal time series as elements of a (finite dimensional) Hilbert space and proves that it is always better to consider a trend together with a seasonal component even the time series seams not to has one. We give a formula that determines the seasonal component in function of the considered trend that permits to compare the different kind of trends.2000 Mathematics Subject Classification: 62M10.
Keywords: seasonal time series, model, regressor.
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Acknowledgement. This work is partially supported by CEEX grant PR-D11-PT00-48/2005 and by PICS 3450.Alexandra Colojoară
University of Bucharest,
Bd. Regina Elisabeta, Nr. 4-12, Bucharest,