Detail publikace

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

POMĚNKOVÁ, J. KLEJMOVÁ, E.

Originální název

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

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

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.

Klíčová slova

seasonal adjusting, spectrogram, spectrum, wavelets

Autoři

POMĚNKOVÁ, J.; KLEJMOVÁ, E.

Vydáno

18. 12. 2019

Nakladatel

IEEE

Místo

London, UK

ISBN

978-988-14048-6-2

Kniha

Proceedings of The World Congress on Engineering 2019

ISSN

2078-0958

Periodikum

Lecture Notes in Engineering and Computer Science

Stát

Zvláštní administrativní oblast Čínské lidové republiky Hongkong

Strany od

78

Strany do

83

Strany počet

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"
}