OPTIMAL FILTERS THAT PRESERVE EVERY TREND ORDER / FILTROS ÓTIMOS QUE CONSERVAM QUALQUER ORDEM DE TENDÊNCIA
AUTOR(ES)
SHEILA CRISTINA ZANI
DATA DE PUBLICAÇÃO
2008
RESUMO
The thesis Filtros ótimos que conservam qualquer ordem de tendência (Optimal Filters that Preserve Trend of Any Order), investigates the principles of the Henderson symmetric filters, which are inserted in the context of seasonal adjustment, specifically in the methods of the X11 family; it also develops optimal filters, based on techniques in the Frequency domain, using more general hypothesis than the ones for the Henderson filters; and compares the performance of the both filters and suggests a method of seasonal adjustment based on the optimal filter.
ASSUNTO(S)
seasonal adjustement filtros de henderson filtros simetricos henderson filters ajuste sazonal symmetric filters
