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Abstract

For many time series, trends and cyclical fluctuations dominate the stationary part. The main cyclical components can be identified by spectral analysis. Trends and seasonals can either be incorporated explicitly in the model or they can be removed by filtering the data.

Keywords

White Noise Gaussian White Noise Discrete Fourier Transform Cyclical Process Cyclical Component 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Birkhäuser Verlag 2007

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