Seasonal Adjustment Algorithm

DOI

10.2991/ahcs.k.191206.018How to use a DOI?

Keywords

Seasonal adjustment, Median adjustment, Hodrick–Prescott Filter

Abstract

The paper presents an algorithm for smoothing time series with seasonality. The proposed method is based on median smoothing and the Hodrick–Prescott decomposition. Using a software implementation in the R language, the correctness of the developed algorithm is checked; it is also compared with other seasonal smoothing methods.

Copyright

© 2019, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Kirill Spiridonov
PY  - 2019
DA  - 2019/12/12
TI  - Seasonal Adjustment Algorithm
BT  - Proceedings of the Fourth Workshop on Computer Modelling in Decision Making (CMDM 2019)
PB  - Atlantis Press
SP  - 98
EP  - 102
SN  - 2589-4900
UR  - https://doi.org/10.2991/ahcs.k.191206.018
DO  - 10.2991/ahcs.k.191206.018
ID  - Spiridonov2019
ER  -