An influence of a Seasonal Adjustment on the time-frequency wavelet modelling of a bank loans activities

Kód výsledku v IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26220%2F19%3APU134221" target="_blank" >RIV/00216305:26220/19:PU134221 - isvavai.cz</a>
Výsledek na webu
<a href="https://www.iaeng.org/publication/WCE2019/WCE2019_pp78-83.pdf" target="_blank" >https://www.iaeng.org/publication/WCE2019/WCE2019_pp78-83.pdf</a>
DOI - Digital Object Identifier
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Jazyk výsledku
angličtina
Název v původním jazyce
An influence of a Seasonal Adjustment on the time-frequency wavelet modelling of a bank loans activities
Popis výsledku v původním jazyce
The paper deals with an influence of seasonal adjustment of the time series on its time-frequency spectrogram modeling. Because some economic time series is not available in online sources in the seasonal adjusted form, the researchers have to decide whether he use seasonally adjusted or unadjusted data. If they make a seasonal adjustment as a pre-processing of the data, they can use several adjusting methods. We are going to show, how the seasonal adjustment can influence the wavelet modeling of the time series and how it can influence interpretation of the results.
Název v anglickém jazyce
An influence of a Seasonal Adjustment on the time-frequency wavelet modelling of a bank loans activities
Popis výsledku anglicky
The paper deals with an influence of seasonal adjustment of the time series on its time-frequency spectrogram modeling. Because some economic time series is not available in online sources in the seasonal adjusted form, the researchers have to decide whether he use seasonally adjusted or unadjusted data. If they make a seasonal adjustment as a pre-processing of the data, they can use several adjusting methods. We are going to show, how the seasonal adjustment can influence the wavelet modeling of the time series and how it can influence interpretation of the results.

Projekt
<a href="/cs/project/LO1401" target="_blank" >LO1401: Interdisciplinární výzkum bezdrátových technologií</a><br>
Návaznosti
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění
2019
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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