Time Series Decomposition and Seasonal Adjustment

1
Maskurul Alam
Maskurul Alam
2
Matiur Rahman
Matiur Rahman
3
Sharmin Akter Sumy
Sharmin Akter Sumy
4
Yasin Ali Parh
Yasin Ali Parh
1 Islamic University, Kushtia, Bangladesh

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GJSFR Volume 15 Issue F9

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Many forecasting method are based on some notion that when an underlying pattern exists in a data series. That data can be distinguished from randomness by smoothing (averaging) past values. The effect of this smoothing is to eliminate randomness so the pattern can be projected into the future. It goes without saying that when a data is good enough and have nice pattern then forecast could be done more precisely. One of the main objectives for decomposition is to estimate seasonal effects that can be used to create and present seasonally adjusted values. A seasonally adjusted value removes the seasonal effect from a value so that trends can be seen more clearly. My main aim is to choose a best decomposition method and forecast the data more precisely.

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  9. R Brown (1963). Smoothing, forecasting and prediction of discrete time series.
  10. W Cleveland,Terpenning (1992). Graphical methods for seasonal adjustment.
  11. E Dagum (1982). Revisions of time varying seasonal filters.
  12. E Dagum (1988). X-11 ARIMA/88 seasonal adjustment method: foundations and users manual.
  13. F Den Butter,M Fase (1991). Seasonal adjustment as a practical problem.
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Funding

No external funding was declared for this work.

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The authors declare no conflict of interest.

Ethical Approval

No ethics committee approval was required for this article type.

Data Availability

Not applicable for this article.

Maskurul Alam. 2015. \u201cTime Series Decomposition and Seasonal Adjustment\u201d. Global Journal of Science Frontier Research - F: Mathematics & Decision GJSFR-F Volume 15 (GJSFR Volume 15 Issue F9): .

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GJSFR Volume 15 Issue F9
Pg. 11- 19
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Crossref Journal DOI 10.17406/GJSFR

Print ISSN 0975-5896

e-ISSN 2249-4626

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GJSFR-F Classification: MSC 2010: 49M27
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December 12, 2015

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Many forecasting method are based on some notion that when an underlying pattern exists in a data series. That data can be distinguished from randomness by smoothing (averaging) past values. The effect of this smoothing is to eliminate randomness so the pattern can be projected into the future. It goes without saying that when a data is good enough and have nice pattern then forecast could be done more precisely. One of the main objectives for decomposition is to estimate seasonal effects that can be used to create and present seasonally adjusted values. A seasonally adjusted value removes the seasonal effect from a value so that trends can be seen more clearly. My main aim is to choose a best decomposition method and forecast the data more precisely.

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Time Series Decomposition and Seasonal Adjustment

Maskurul Alam
Maskurul Alam Islamic University, Kushtia, Bangladesh
Matiur Rahman
Matiur Rahman
Sharmin Akter Sumy
Sharmin Akter Sumy
Yasin Ali Parh
Yasin Ali Parh

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