Publikation:

An iterative plug-in algorithm for nonparametric modelling of seasonal time series

Lade...
Vorschaubild

Dateien

dp0204.pdf
dp0204.pdfGröße: 323.73 KBDownloads: 86

Datum

2002

Autor:innen

Herausgeber:innen

Kontakt

ISSN der Zeitschrift

Electronic ISSN

ISBN

Bibliografische Daten

Verlag

Auflagebezeichnung

DOI (zitierfähiger Link)
ArXiv-ID

Internationale Patentnummer

Angaben zur Forschungsförderung

Projekt

Open Access-Veröffentlichung
Open Access Green
Core Facility der Universität Konstanz

Gesperrt bis

Titel in einer weiteren Sprache

Publikationstyp
Working Paper/Technical Report
Publikationsstatus
Published

Erschienen in

Zusammenfassung

This paper focuses on developing a new data-driven procedure for decomposing seasonal time series based on local regression. Formula of the asymptotic optimal bandwidth hA in the current context is given. Methods for estimating the unknowns in hA are investigated. A data-driven algorithm for decomposing seasonal time series is proposed based on the iterative plug-in idea introduced by Gasser et al. (1991). Asymptotic behaviour of this algorithm is investigated. Some computational aspects are discussed in detail. Practical performance of the proposed algorithm is illustrated by simulated and data examples. The results here also provide some insights into the iterative plug-in idea.

Zusammenfassung in einer weiteren Sprache

Fachgebiet (DDC)
510 Mathematik

Schlagwörter

Time series decomposition, Local regression, Iterative plug-in, Band-width selection

Konferenz

Rezension
undefined / . - undefined, undefined

Forschungsvorhaben

Organisationseinheiten

Zeitschriftenheft

Zugehörige Datensätze in KOPS

Zitieren

ISO 690FENG, Yuanhua, 2002. An iterative plug-in algorithm for nonparametric modelling of seasonal time series
BibTex
@techreport{Feng2002itera-519,
  year={2002},
  series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie},
  title={An iterative plug-in algorithm for nonparametric modelling of seasonal time series},
  number={2002/04},
  author={Feng, Yuanhua}
}
RDF
<rdf:RDF
    xmlns:dcterms="http://purl.org/dc/terms/"
    xmlns:dc="http://purl.org/dc/elements/1.1/"
    xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#"
    xmlns:bibo="http://purl.org/ontology/bibo/"
    xmlns:dspace="http://digital-repositories.org/ontologies/dspace/0.1.0#"
    xmlns:foaf="http://xmlns.com/foaf/0.1/"
    xmlns:void="http://rdfs.org/ns/void#"
    xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > 
  <rdf:Description rdf:about="https://kops.uni-konstanz.de/server/rdf/resource/123456789/519">
    <dcterms:rights rdf:resource="https://rightsstatements.org/page/InC/1.0/"/>
    <dcterms:abstract xml:lang="eng">This paper focuses on developing a new data-driven procedure for decomposing seasonal time series based on local regression. Formula of the asymptotic optimal bandwidth hA in the current context is given. Methods for estimating the unknowns in hA are investigated. A data-driven algorithm for decomposing seasonal time series is proposed based on the iterative plug-in idea introduced by Gasser et al. (1991). Asymptotic behaviour of this algorithm is investigated. Some computational aspects are discussed in detail. Practical performance of the proposed algorithm is illustrated by simulated and data examples. The results here also provide some insights into the iterative plug-in idea.</dcterms:abstract>
    <dcterms:isPartOf rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
    <bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/519"/>
    <dc:format>application/pdf</dc:format>
    <foaf:homepage rdf:resource="http://localhost:8080/"/>
    <dcterms:hasPart rdf:resource="https://kops.uni-konstanz.de/bitstream/123456789/519/1/dp0204.pdf"/>
    <dspace:isPartOfCollection rdf:resource="https://kops.uni-konstanz.de/server/rdf/resource/123456789/39"/>
    <dc:contributor>Feng, Yuanhua</dc:contributor>
    <dcterms:title>An iterative plug-in algorithm for nonparametric modelling of seasonal time series</dcterms:title>
    <dc:creator>Feng, Yuanhua</dc:creator>
    <dc:rights>terms-of-use</dc:rights>
    <dspace:hasBitstream rdf:resource="https://kops.uni-konstanz.de/bitstream/123456789/519/1/dp0204.pdf"/>
    <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-22T17:44:53Z</dcterms:available>
    <dc:language>eng</dc:language>
    <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-22T17:44:53Z</dc:date>
    <dcterms:issued>2002</dcterms:issued>
    <void:sparqlEndpoint rdf:resource="http://localhost/fuseki/dspace/sparql"/>
  </rdf:Description>
</rdf:RDF>

Interner Vermerk

xmlui.Submission.submit.DescribeStep.inputForms.label.kops_note_fromSubmitter

Kontakt
URL der Originalveröffentl.

Prüfdatum der URL

Prüfungsdatum der Dissertation

Finanzierungsart

Kommentar zur Publikation

Allianzlizenz
Corresponding Authors der Uni Konstanz vorhanden
Internationale Co-Autor:innen
Universitätsbibliographie
Begutachtet
Diese Publikation teilen