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...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.展开更多
文摘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.