Time Series Decomposition and Seasonal Adjustment

Time Series Decomposition and Seasonal Adjustment

Maskurul Alam

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Matiur Rahman

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Sharmin Akter Sumy

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Yasin Ali Parh

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Islamic University

Time Series Decomposition and Seasonal Adjustment

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Abstract

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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Funding

No external funding was declared for this work.

Conflict of Interest

The authors declare no conflict of interest.

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No ethics committee approval was required for this article type.

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Not applicable for this article.

How to Cite 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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Journal Specifications

Crossref Journal DOI 10.17406/GJSFR

Print ISSN 0975-5896

e-ISSN 2249-4626

Keywords

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Classification

GJSFR-F Classification: MSC 2010: 49M27

Submission ReceivedOctober 20, 2015
Peer Review Double Blind
Handling Editor
Accepted November 13, 2015
Published November 28, 2015

Version of record

v1.2

Issue date

December 12, 2015

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Article Matrices

Total Score: 104

Country: Bangladesh

Subject: Global Journal of Science Frontier Research - F: Mathematics & Decision

Authors: Maskurul Alam, Matiur Rahman, Sharmin Akter Sumy, Yasin Ali Parh (PhD/Dr. count: 0)

View Count (all-time): 179

Total Views (Real + Logic): 4018

Total Downloads (simulated): 2000

Publish Date: 2015 12, Sat

Monthly Totals (Real + Logic):

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Total Views: 4018

Total Downloads: 2000

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