SOME NOTES ON APPLICATION OF MAXIMUM ENTROPY SPECTRAL ANALYSIS TO SEASONAL ADJUSTMENT OF TIME SERIES

SOME NOTES ON APPLICATION OF MAXIMUM ENTROPY SPECTRAL ANALYSIS TO SEASONAL ADJUSTMENT OF TIME SERIES

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摘要 The technique of maximum entropy spectral analysis has been widely used for seasonal adjustment of time series. The algorithm consists of the following four stages. Suppose given a group of observations of time series x1, x2, …, xn with mean 0.

作者田承骏吕致君张永光

机构地区 Shanxi University Institute of Systems Science

出处《Chinese Science Bulletin》 SCIE EI CAS 1983年第3期289-293,共5页

关键词 adjustment SEASONAL NOTES 邵锐 ENTROPY hidden eliminate probably imaginary LIKELY

分类号 O6 [理学—化学]

引文网络
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Chinese Science Bulletin

1983年第3期

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SOME NOTES ON APPLICATION OF MAXIMUM ENTROPY SPECTRAL ANALYSIS TO SEASONAL ADJUSTMENT OF TIME SERIES

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