Trend Component Analysis of Time Series

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F17%3A43933041" target="_blank" >RIV/49777513:23520/17:43933041 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Trend Component Analysis of Time Series
Original language description
This paper deals with the problem of trend component estimation particularly for economic time series. The proposed approach could be used in many applications e.g. GDP, unemployment, stock markets etc. There will be presented one method using orthonormal system generated by Gram-Schmidt orthonormalization process from some available linearly independent sequence of time series or functions in an inner product space. Obtained results are then applied to the real data sets of the foreign trade and consumer price index.
Czech name
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Czech description
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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