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Seasonalities and cycles in time series: A fresh look with computer experiments

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  • Michel Fliess
  • C'edric Join

Abstract

Recent advances in the understanding of time series permit to clarify seasonalities and cycles, which might be rather obscure in today's literature. A theorem due to P. Cartier and Y. Perrin, which was published only recently, in 1995, and several time scales yield, perhaps for the first time, a clear-cut definition of seasonalities and cycles. Their detection and their extraction, moreover, become easy to implement. Several computer experiments with concrete data from various fields are presented and discussed. The conclusion suggests the application of this approach to the debatable Kondriatev waves.

Suggested Citation

  • Michel Fliess & C'edric Join, 2015. "Seasonalities and cycles in time series: A fresh look with computer experiments," Papers 1510.00237, arXiv.org.
  • Handle: RePEc:arx:papers:1510.00237
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    References listed on IDEAS

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    1. Svetlana Borovkova & Helyette Geman, 2006. "Seasonal and stochastic effects in commodity forward curves," Review of Derivatives Research, Springer, vol. 9(2), pages 167-186, September.
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