A Triginometric Seasonal Component Model and its Application to Time Series with Two Types of Seasonality
三角函数季节成分模型及其在双重季节性时间序列中的应用
A finite trigonometric series model for seasonal time series is considered in this paper. This component model is shown to be useful, in particular, for the modeling of time series with two types of seasonality, a long-period and a short period. This component model is also shown to be effective in the case of ordinary seasonal time series with only one seasonal component, if the seasonal pattern is simple and can be well represented by a small number of trigonometric…