MÉTODO DE AMORTECIMENTO DIRETO COM TRATAMENTO DA SAZONALIDADE ATRAVÉS DO MÉTODO HARMÔNICO DE HARRISON / DIRECT EXPONENTIAL SMOOTHING METHOD INCORPORATING SEASONAL COMPONENT MODELLED BY HARRISON HARMONIC APPROACH

AUTOR(ES)

JOSE MUNIZ DA COSTA VARGENS

DATA DE PUBLICAÇÃO

1985

RESUMO

The method of exponential smoothing, although originally propesed during the 60´s, still continues in use up to today. In this thesis we present a new forecasting method for time series / with and/or without seasonality, applying the theory of exponential smoothing and harmonic analysis. It is assume that the series is composed of secular trend (constant, linear or quadratic) and a seasonal part. The trend parameters are sequentially using direct smoothing procedure. The seasonal part of the process is treated / separately through the technic of harmonica analysis according to Harrison´s suggestion, (1964). In this way, the proposed method can be viewed as an alternative to that of Souza &Epprecht, (1983), which has, as the most important advantage, the routine of initial estimation of the parameters, which in Souza &Epprecht method produces, in some cases, biased estimators.

ASSUNTO(S)

codificacao de video motion estimation harrison harmonic approach video coding direct smoothing amortecimento direto estimacao de movimento metodo harmonico de harrison

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