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
Suppose that a funetion x_k(t) is generated by superposition of k periodie funetions f_i(t), i=1, 2,…,k, while τ_i is the length of the period of function f_i(t), i.e.
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.
文摘Suppose that a funetion x_k(t) is generated by superposition of k periodie funetions f_i(t), i=1, 2,…,k, while τ_i is the length of the period of function f_i(t), i.e.
