Seasonalities and cycles in time series: A fresh look with computer experiments

Abstract : Recent advances in the understanding of time series permit to clarify seasonalities and cycles, which might be rather obscure in today's literature. A theorem due to P. Cartier and Y. Perrin, which was published only recently, in 1995, and several time scales yield, perhaps for the first time, a clear-cut definition of seasonalities and cycles. Their detection and their extraction, moreover, become easy to implement. Several computer experiments with concrete data from various fields are presented and discussed. The conclusion suggests the application of this approach to the debatable Kondriatev waves.
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Dernière modification le : samedi 18 février 2017 - 01:13:49
Document(s) archivé(s) le : dimanche 3 janvier 2016 - 10:30:32

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Season_PFMC15.pdf
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  • HAL Id : hal-01208171, version 1
  • ARXIV : 1510.00237

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Michel Fliess, Cédric Join. Seasonalities and cycles in time series: A fresh look with computer experiments. 2015 Paris Financial Management Conference (PFMC 2015), Dec 2015, Paris, France. 2015 Paris Financial Management Conference, 2015. <hal-01208171>

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