季节调整算法

Proceedings of the Fourth Workshop on Computer Modelling in Decision Making (CMDM 2019) Pub Date : 2019-12-12 DOI:10.2991/ahcs.k.191206.018

Kirill Spiridonov

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引用次数: 0

摘要

提出了一种具有季节性的时间序列平滑算法。该方法基于中值平滑和Hodrick-Prescott分解。通过R语言软件实现，验证了所开发算法的正确性;并与其他季节平滑方法进行了比较。

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Seasonal Adjustment Algorithm

The paper presents an algorithm for smoothing time series with seasonality. The proposed method is based on median smoothing and the Hodrick–Prescott decomposition. Using a software implementation in the R language, the correctness of the developed algorithm is checked; it is also compared with other seasonal smoothing methods.

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Proceedings of the Fourth Workshop on Computer Modelling in Decision Making (CMDM 2019)

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