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Displaying similar documents to “The smoothness criterion as a trend diagnostic.”

The analysis of seasonality in economic statistics: a survey of recent developments.

Christophe Planas (1998)

Qüestiió

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This article describes the EUROSTAT activities in the field of seasonal adjustment and trend extraction in economic time series. They follow a working program which has been set up during 1995. The attention focuses on X12-REGARIMA (X12 in short), a last update of the X11-family from the Bureau of the Census (see Findley and al., 1996), and on SEATS-TRAMO (see Gomez and Maravall, 1996) which implements the ARIMA-model-based approach to decompose time series. Three main directions are...

On improving sensitivity of the Kalman filter

Petr Franěk (2002)

Kybernetika

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The impact of additive outliers on a performance of the Kalman filter is discussed and less outlier-sensitive modification of the Kalman filter is proposed. The improved filter is then used to obtain an improved smoothing algorithm and an improved state-space model parameters estimation.