Publication detail

An influence of a Seasonal Adjustment on the time-frequency wavelet modelling of a bank loans activities

POMĚNKOVÁ, J. KLEJMOVÁ, E.

Original Title

An influence of a Seasonal Adjustment on the time-frequency wavelet modelling of a bank loans activities

Type

conference paper

Language

English

Original Abstract

The paper deals with an influence of seasonal adjustment of the time series on its time-frequency spectrogram modeling. Because some economic time series is not available in online sources in the seasonal adjusted form, the researchers have to decide whether he use seasonally adjusted or unadjusted data. If they make a seasonal adjustment as a pre-processing of the data, they can use several adjusting methods. We are going to show, how the seasonal adjustment can influence the wavelet modeling of the time series and how it can influence interpretation of the results.

Keywords

seasonal adjusting, spectrogram, spectrum, wavelets

Authors

POMĚNKOVÁ, J.; KLEJMOVÁ, E.

Released

18. 12. 2019

Publisher

IEEE

Location

London, UK

ISBN

978-988-14048-6-2

Book

Proceedings of The World Congress on Engineering 2019

ISBN

2078-0958

Periodical

Lecture Notes in Engineering and Computer Science

State

Hong Kong Special Administrative Region of China

Pages from

78

Pages to

83

Pages count

6

URL

https://www.iaeng.org/publication/WCE2019/WCE2019_pp78-83.pdf

BibTex

@inproceedings{BUT160065,
  author="Jitka {Dluhá} and Eva {Klejmová}",
  title="An influence of a Seasonal Adjustment on the time-frequency wavelet modelling of a bank loans activities",
  booktitle="Proceedings of The World Congress on Engineering 2019",
  year="2019",
  journal="Lecture Notes in Engineering and Computer Science",
  pages="78--83",
  publisher="IEEE",
  address="London, UK",
  isbn="978-988-14048-6-2",
  issn="2078-0958",
  url="https://www.iaeng.org/publication/WCE2019/WCE2019_pp78-83.pdf"
}