𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A non-linear dynamic model for multiplicative seasonal-trend decomposition

✍ Scribed by Tohru Ozaki; Peter Thomson

Publisher
John Wiley and Sons
Year
2002
Tongue
English
Weight
177 KB
Volume
21
Category
Article
ISSN
0277-6693

No coin nor oath required. For personal study only.

✦ Synopsis

Abstract

A non‐linear dynamic model is introduced for multiplicative seasonal time series that follows and extends the X‐11 paradigm where the observed time series is a product of trend, seasonal and irregular factors. A selection of standard seasonal and trend component models used in additive dynamic time series models are adapted for the multiplicative framework and a non‐linear filtering procedure is proposed. The results are illustrated and compared to X‐11 and log‐additive models using real data. In particular it is shown that the new procedures do not suffer from the trend bias present in log‐additive models. Copyright © 2002 John Wiley & Sons, Ltd.

📜 SIMILAR VOLUMES

A FREQUENCY DOMAIN METHOD FOR ESTIMATING
A FREQUENCY DOMAIN METHOD FOR ESTIMATING THE PARAMETERS OF A NON-LINEAR STRUCTURAL DYNAMIC MODEL THROUGH FEEDBACK
✍ D.E. ADAMS; R.J. ALLEMANG 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 250 KB

A unifying perspective of non-linear structural dynamic systems as linear in the open loop with non-linear feedback in the closed loop has recently been revisited by the authors. The authors have previously used feedback to derive a new formulation of frequency response function matrices of non-line

On non-linear dynamics of shells: implem
On non-linear dynamics of shells: implementation of energy-momentum conserving algorithm for a finite rotation shell model
✍ Boštjan Brank; Lamberto Briseghella; Nicola Tonello; Frano B. Damjanić 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 759 KB

Continuum and numerical formulations for non-linear dynamics of thin shells are presented in this work. An elastodynamic shell model is developed from the three-dimensional continuum by employing standard assumptions of the ÿrst-order shear-deformation theories. Motion of the shell-director is descr