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 …

Condition-based maintenance, which includes both diagnosis and prognosis of faults, is a
topic of growing interest for improving the reliability of electrical drives. Bearings constitute a …

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 …

This article presents a new exact solution for the initialization of the Kalman filter for state
space models with diffuse initial conditions. For example, the regression model with …

We show how our definition of the likelihood of an autoregressive integrated moving
average (ARIMA) model with missing observations, alternative to that of Kohn and Ansley …

This paper investigates a new approach to diffuse filtering and smoothing for multivariate
state space models. The standard approach treats the observations as vectors, while our …

lengths, that could not be captured with univariate linear filters. Exam ples of research in
both directions can be found in Sims (1977), Lahiri and Moore (1991), Stock and Watson …

A modern and accessible guide to the analysis of introductory time series data Featuring an
organized and self-contained guide, Time Series Analysis provides a broad introduction to …

Electric discharge machining current causes a significant amount of damage to bearings,
producing pits in the rotating elements of the bearing, and ultimately leading to bearing …

The chapter addresses the situation in which an economic variable, for which a time series
of observations is available, can be seen as the combination of several components. Having …