Publication detail

An influence of a Seasonal Adjustment on the time-frequency wavelet modelling of a bank loans activities

POMĚNKOVÁ, J. KLEJMOVÁ, E.

Original Title

An influence of a Seasonal Adjustment on the time-frequency wavelet modelling of a bank loans activities

Type

article in a collection out of WoS and Scopus

Language

English

Original Abstract

The paper deals with an influence of seasonal adjustment of the time series on its time-frequency spectrogram modeling. Because some economic time series is not available in online sources in the seasonal adjusted form, the researchers have to decide whether he use seasonally adjusted or unadjusted data. If they make a seasonal adjustment as a pre-processing of the data, they can use several adjusting methods. We are going to show, how the seasonal adjustment can influence the wavelet modeling of the time series and how it can influence interpretation of the results.

Keywords

seasonal adjusting, spectrogram, spectrum, wavelets

Authors

POMĚNKOVÁ, J.; KLEJMOVÁ, E.

Released

18. 12. 2019

ISBN

978-988-14048-6-2

Pages from

1

Pages to

6

Pages count

6

BibTex

@inproceedings{BUT160065,
  author="Jitka {Poměnková} and Eva {Klejmová}",
  title="An influence of a Seasonal Adjustment on the time-frequency wavelet modelling of a bank loans activities",
  year="2019",
  pages="1--6",
  isbn="978-988-14048-6-2"
}