Abstract
For many time series, trends and cyclical fluctuations dominate the stationary part. The main cyclical components can be identified by spectral analysis. Trends and seasonals can either be incorporated explicitly in the model or they can be removed by filtering the data.
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© 2007 Birkhäuser Verlag
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(2007). Cycles and Trends. In: Introduction to Mathematical Systems Theory. Birkhäuser Basel. https://doi.org/10.1007/978-3-7643-7549-2_10
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DOI: https://doi.org/10.1007/978-3-7643-7549-2_10
Publisher Name: Birkhäuser Basel
Print ISBN: 978-3-7643-7548-5
Online ISBN: 978-3-7643-7549-2
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