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Time-series decomposition using the sinusoidal model

✍ Scribed by L.F. Simmons

Book ID: 119138570
Publisher: Elsevier Science
Year: 1990
Tongue: English
Weight: 834 KB
Volume: 6
Category: Article
ISSN: 0169-2070
DOI: 10.1016/0169-2070(90)90025-7

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## Abstract A flexible decomposition of a time series into stochastic cycles under possible non‐stationarity is specified, providing both a useful data analysis tool and a very wide model class. A Bayes procedure using Markov Chain Monte Carlo (MCMC) is introduced with a model averaging approach wh