Alternative methods of trend extraction and of seasonal adjustment are described that operate in the time domain and in the frequency domain. The time-domain methods that are implemented in the TRAMO–SEATS and the STAMP programs are compared. An abbreviated time-domain method of seasonal adjustment that is implemented in the IDEOLOG program is also presented. Finite-sample versions of the Wiene...

In the present age of globalization, technology-revolution and sustainable development, the presence of seasonality in tourist arrivals is considered as a key policy issue that affects the global tourism industry by creating instability in the demand and revenues. The seasonal component in a time-series distorts the prediction attempts for policy-making. In this context, it is quintessential to...

The seasonal analysis of vegetation can be considered as looking for fundamental redundant information and detecting, at the same time, the natural changes of the vegetative cover undergone by the observed scene. From the statistical point of view, the redundant information can be quantified by the correlation coefficients between the multi-temporal images while the natural changes can be consi...

[1] The dynamics of the seasonal cycle in the upper equatorial Atlantic ocean are studied using observations and a hierarchy of ocean models. Distinctive features of the seasonal cycle are strong annual and semiannual components: eastward (westward) propagating sea surface height (SSH) and thermocline depth at the equator (off the equator) and westward propagating surface zonal currents at the ...

BACKGROUND Antihistamines are first-line therapy for the treatment of seasonal allergic rhinitis (AR); however, an oral decongestant is often added to improve control of nasal congestion. OBJECTIVE To examine whether a tablet combining the nonsedating antihistamine desloratadine and the decongestant pseudoephedrine was more effective than either drug administered alone in reducing the symptom...

SUMMARY After discussing the role of prior information in statistical inference, historically and in current problems, we analyze the problem of seasonal adjustment i n economics. Litterman 1980 has shown how informative priors for autoregressive coeecients can improve economic forecasts. We nd that in seasonal adjustment informative priors can have a m uch greater eeect on our conclusions. In ...

We make use in this article of a testing procedure suggested by Robinson (1994) for testing deterministic seasonality versus seasonal fractional integration. A new test statistic is developed to simultaneously test both, the order of integration of the seasonal component and the need of seasonal dummy variables. Finite-sample critical values of the tests are computed and, an empirical applicati...

We propose a new model-based, nonlinear method for seasonally adjusting time series in a multiplicative components model. The method seeks to reduce the bias inherent in linear modelbased approaches, while at the same time preserving the flexibility of parametric methods. We discuss the problem of bias and the concept of recovery, and demonstrate the favorable properties of the proposed algorit...

This paper presents a comparative analysis of linear and mixed models for short-term forecasting of a real data series with a high percentage of missing data. Data are the series of signi®cant wave heights registered at regular periods of three hours by a buoy placed in the Bay of Biscay. The series is interpolated with a linear predictor which minimizes the forecast mean square error. The line...