Abstract
An automated method designed to handle outliers, missing observations and structural changes in smoothing time series is presented. Smoothing of trend, adjusted for seasonality is done using Akaike’s Information Criterion (AIC) in the L1 (least absolute deviation) context. AIC selects approximations to trend among polynomials of up to degree three or cubic cardinal B-splines with a varying number of knots. A short time series is analyzed to demonstrate the method.
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© 1990 Physica-Verlag Heidelberg
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Atilgan, T. (1990). An Automated Method for Trend Analysis. In: Momirović, K., Mildner, V. (eds) Compstat. Physica-Verlag HD. https://doi.org/10.1007/978-3-642-50096-1_41
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DOI: https://doi.org/10.1007/978-3-642-50096-1_41
Publisher Name: Physica-Verlag HD
Print ISBN: 978-3-7908-0475-1
Online ISBN: 978-3-642-50096-1
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