Chapter 3: Time Series Decomposition
- 3/1 Principles of decomposition
- 3/1/1 Decomposition models
- 3/1/2 Decomposition graphics
- 3/1/3 Seasonal adjustment
- 3/2 Moving averages
- 3/2/1 Simple moving averages
- 3/2/2 Centered moving averages
- 3/2/3 Double moving averages
- 3/2/4 Weighted moving averages
- 3/3 Local regression smoothing
- 3/3/1 Loess
- 3/4 Classical decomposition
- 3/4/1 Additive decomposition
- 3/4/2 Multiplicative decomposition
- 3/4/3 Variations on classical decomposition
- 3/5 Census Bureau methods
- 3/5/1 First iteration
- 3/5/2 Later iterations
- 3/5/3 Extensions to X-12-ARIMA
- 3/6 STL decomposition
- 3/6/1 Inner loop
- 3/6/2 Outer loop
- 3/6/3 Choosing the STL parameters
- 3/6/4 Comparing STL with X-12-ARIMA
- 3/7 Forecasting and decomposition
- References and selected bibliography
- Exercises
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