Proceedings of the Fourth Workshop on Computer Modelling in Decision Making (CMDM 2019)

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Seasonal Adjustment Algorithm

Authors
Kirill Spiridonov
Corresponding Author
Kirill Spiridonov
Available Online 12 December 2019.
DOI
10.2991/ahcs.k.191206.018How to use a DOI?
Keywords
Seasonal adjustment, Median adjustment, Hodrick–Prescott Filter
Abstract

The paper presents an algorithm for smoothing time series with seasonality. The proposed method is based on median smoothing and the Hodrick–Prescott decomposition. Using a software implementation in the R language, the correctness of the developed algorithm is checked; it is also compared with other seasonal smoothing methods.

Copyright
© 2019, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the Fourth Workshop on Computer Modelling in Decision Making (CMDM 2019)
Series
Atlantis Highlights in Computer Sciences
Publication Date
12 December 2019
ISBN
10.2991/ahcs.k.191206.018
ISSN
2589-4900
DOI
10.2991/ahcs.k.191206.018How to use a DOI?
Copyright
© 2019, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

risenwbib
TY  - CONF
AU  - Kirill Spiridonov
PY  - 2019
DA  - 2019/12/12
TI  - Seasonal Adjustment Algorithm
BT  - Proceedings of the Fourth Workshop on Computer Modelling in Decision Making (CMDM 2019)
PB  - Atlantis Press
SP  - 98
EP  - 102
SN  - 2589-4900
UR  - https://doi.org/10.2991/ahcs.k.191206.018
DO  - 10.2991/ahcs.k.191206.018
ID  - Spiridonov2019
ER  -