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@inproceedings{1217033,
author = {Slavíček, Karel and Dostál, Otto and Schindler, Vladimír},
address = {Pattaya, Thailand},
booktitle = {International Conference on Software, Electronics & Industrial Engineering},
keywords = {time series; weekly cyccle; calendar dependency},
howpublished = {tištěná verze "print"},
language = {eng},
location = {Pattaya, Thailand},
isbn = {978-93-84468-10-1},
pages = {27-30},
publisher = {Planetary Scientific Research Centre},
title = {DWY Time Series Decomposition Model},
year = {2014}
}
TY - JOUR
ID - 1217033
AU - Slavíček, Karel - Dostál, Otto - Schindler, Vladimír
PY - 2014
TI - DWY Time Series Decomposition Model
PB - Planetary Scientific Research Centre
CY - Pattaya, Thailand
SN - 9789384468101
KW - time series
KW - weekly cyccle
KW - calendar dependency
N2 - This paper describes a novel approach for time series decomposition suitable for time series with strong dependency on weekly cycle. There are many models of time series description. The most popular are trend + seasonal + cyclic component decomposition and the Box-Jenkins methodology. The big advantage of decomposition models is very intuitive mapping of real world into mathematical model. These models are easily understandable even to common users without deep mathematical background. On the other hand, current decomposition models are not so much suitable for modeling of complex time series with more periodic components and asymmetric behavior during the period. The model proposed in this paper better fits more deep structured time series as it respects the asymmetric behavior of the time series during all of its' periods.
ER -
SLAVÍČEK, Karel, Otto DOSTÁL a Vladimír SCHINDLER. DWY Time Series Decomposition Model. In \textit{International Conference on Software, Electronics \&{} Industrial Engineering}. Pattaya, Thailand: Planetary Scientific Research Centre, 2014, s.~27-30. ISBN~978-93-84468-10-1.
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