Trend-Cycle-Seasonal Interactions: Identification and Estimation

TREND-CYCLE ESTIMATION USING FUZZY TRANSFORM OF HIGHER DEGREE

In this paper, we provide theoretical justification for the application of higher degree fuzzy transform in time series analysis. Under the assumption that a time series can be additively decomposed into a trend-cycle, a seasonal component and a random noise, we demonstrate that the higher degree fuzzy transform technique can be used for the estimation of the trend-cycle, which is one of the ba...

Seasonality with Trend and Cycle Interactions in Unobserved Components Models

Mediterranean precipitation climatology, seasonal cycle, and trend as simulated by CMIP5

[1] Winter and summer Mediterranean precipitation climatology and trends since 1950 as simulated by the newest generation of global climate models, the Coupled Model Intercomparison Project phase 5 (CMIP5), are evaluated with respect to observations and the previous generation of models (CMIP3) used in the Intergovernmental Panel on Climate Change Fourth Assessment Report. Observed precipitatio...

Trend-Cycle Decompositions

Trend Estimation and De-trending

An account is given of a variety of linear filters which can be used for extracting trends from economic time series and for generating de-trended series. A family of rational square-wave filters is described which enable designated frequency ranges to be selected or rejected. Their use is advocated in preference to other filters which are commonly used in quantitative economic analysis.