Seasonal Modelling of Fourier Series with Linear Trend

Iberedem Iwok

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Seasonal Modelling of Fourier Series with Linear Trend

机译：傅立叶系列具有线性趋势的季节性建模

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This work was motivated by the need to model a periodic time series function with linear trend. A Fourier series representation with detrended linear function was proposed. In this representation, the time series ?is expressed as a combination of the linear trend component and a linear combination of ?orthogonal trigonometric functions; where ?is the number of seasons. The method was applied to a rainfall data and the proposed model was found to give a good fit. Comparative study was carried out with the complete Fourier representation. Diagnostic checks revealed that the proposed method performs better the pure Fourier approach.

机译：这项工作是有必要使用线性趋势模拟定期时间序列功能的动机。提出了一种傅里叶系列表示，具有下线性函数。在该表示中，时间序列？表示为线性趋势分量的组合和Δ正交三角函数的线性组合; 在哪里？是季节。该方法应用于降雨数据，并发现所提出的模型良好。比较研究与完整的傅里叶代表性进行。诊断检查显示，所提出的方法更好地执行纯傅立叶方法。

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《International Journal of Statistics and Probability》 |2016年第6期|共8页
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Iberedem Iwok;
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中图分类概率论与数理统计;
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Seasonal Modelling of Fourier Series with Linear Trend

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