Constructing an Informative Prior Distribution of Noises in Seasonal Adjustment

Time series data is very common in our daily life. Since they are related to time, most of them show a periodicity. The existence of this periodic in uence leads to our research problem, seasonal adjustment. Seasonal adjustment is generally applied around us, especially in areas of economy and...

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Bibliographic Details
Main Author: Guo, Linyi
Other Authors: Smith, Aaron
Format: Others
Language:en
Published: Université d'Ottawa / University of Ottawa 2020
Subjects:
Online Access:http://hdl.handle.net/10393/41069
http://dx.doi.org/10.20381/ruor-25293