A review of some modern approaches to the problem of trend extraction

T Alexandrov, S Bianconcini, EB Dagum… - Econometric …, 2012 - Taylor & Francis
This article presents a review of some modern approaches to trend extraction for one-
dimensional time series, which is one of the major tasks of time series analysis. The trend of …

Time series analysis

WWS Wei - 2013 - academic.oup.com
Time Series Analysis | The Oxford Handbook of Quantitative Methods in Psychology: Vol.
2Statistical Analysis | Oxford Academic Skip to Main Content Advertisement Oxford Academic …

Time series analysis for psychological research: examining and forecasting change

AT Jebb, L Tay, W Wang, Q Huang - Frontiers in psychology, 2015 - frontiersin.org
Psychological research has increasingly recognized the importance of integrating temporal
dynamics into its theories, and innovations in longitudinal designs and analyses have …

RobustSTL: A robust seasonal-trend decomposition algorithm for long time series

Q Wen, J Gao, X Song, L Sun, H Xu, S Zhu - Proceedings of the AAAI …, 2019 - aaai.org
Decomposing complex time series into trend, seasonality, and remainder components is an
important task to facilitate time series anomaly detection and forecasting. Although …

Seasonal integration and cointegration

S Hylleberg, RF Engle, CWJ Granger, BS Yoo - Journal of econometrics, 1990 - Elsevier
This paper develops tests for roots in linear time series which have a modulus of one but
which correspond to seasonal frequencies. Critical values for the tests are generated by …

Neural network forecasting for seasonal and trend time series

GP Zhang, M Qi - European journal of operational research, 2005 - Elsevier
Neural networks have been widely used as a promising method for time series forecasting.
However, limited empirical studies on seasonal time series forecasting with neural networks …

New capabilities and methods of the X-12-ARIMA seasonal-adjustment program

DF Findley, BC Monsell, WR Bell, MC Otto… - Journal of Business & …, 1998 - Taylor & Francis
X-12-ARIMA is the Census Bureau's new seasonal-adjustment program. It provides four
types of enhancements to X-ll-ARIMA—(1) alternative seasonal, trading-day, and holiday …

MSTL: A seasonal-trend decomposition algorithm for time series with multiple seasonal patterns

K Bandara, RJ Hyndman, C Bergmeir - arXiv preprint arXiv:2107.13462, 2021 - arxiv.org
The decomposition of time series into components is an important task that helps to
understand time series and can enable better forecasting. Nowadays, with high sampling …

Modeling and forecasting tourism demand for arrivals with stochastic nonstationary seasonality and intervention

C Goh, R Law - Tourism management, 2002 - Elsevier
This paper presents the use of time series SARIMA and MARIMA with interventions in
forecasting tourism demand using ten arrival series for Hong Kong. Augmented Dickey …

A distance measure for classifying ARIMA models

D Piccolo - Journal of time series analysis, 1990 - Wiley Online Library
In a number of practical problems where clustering or choosing from a set of dynamic
structures is needed, the introduction of a distance between the data is an early step in the …