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| Author: | Young, P. C. |
| Title: | Recursive forecasting, smoothing and seasonal adjustment of non-stationary environmental data. |
| Journal: | Journal of Forecasting
1991 : JAN, VOL. 10:1-2, p. 57-89 |
| Index terms: | FORECASTING TECHNIQUES TIME SERIES ENVIRONMENT |
| Language: | eng |
| Abstract: | Environmental data are obtained often by passively monitoring variables over long time periods. Therefore, time series often resemble those obtained in other areas /socio-economic and business studies/ where passive monitoring is the normal approach. A unified, fully recursive approach to modelling, forecasting and seasonal adjustment of non-stationary time series is presented, and used as a flexible tool in the analysis of environmental data. It is based on time-variable parameter /TVP/ versions of various time-series models and exploits recursive filtering and fixed interval smoothing algorithms in the microCAPTAIN computer program. A practical example is presented, for the demonstration of COÜV2ÜV analysis. |
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