DWY Time Series Decomposition Model

Investor logo

Warning

This publication doesn't include Faculty of Sports Studies. It includes Institute of Computer Science. Official publication website can be found on muni.cz.
Authors

SLAVÍČEK Karel DOSTÁL Otto SCHINDLER Vladimír

Year of publication 2014
Type Article in Proceedings
Conference International Conference on Software, Electronics & Industrial Engineering
MU Faculty or unit

Institute of Computer Science

Citation
Field Informatics
Keywords time series; weekly cyccle; calendar dependency
Description This paper describes a novel approach for time series decomposition suitable for time series with strong dependency on weekly cycle. There are many models of time series description. The most popular are trend + seasonal + cyclic component decomposition and the Box-Jenkins methodology. The big advantage of decomposition models is very intuitive mapping of real world into mathematical model. These models are easily understandable even to common users without deep mathematical background. On the other hand, current decomposition models are not so much suitable for modeling of complex time series with more periodic components and asymmetric behavior during the period. The model proposed in this paper better fits more deep structured time series as it respects the asymmetric behavior of the time series during all of its' periods.
Related projects:

You are running an old browser version. We recommend updating your browser to its latest version.

More info