About: A cyclic component estimation using the AR process and its error an application to economic time series

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	This paper deals with a method for the estimation of the signal cyclic components period using an autoregressive model. The application to economic time series is presented on the example of the index of industrial production data for EU countries. As the economic time series are usually relatively short, the properties of the method are explored and quantified in the case of its application to short sample size signals. A number of computer experiments has been performed using the harmonic signal corrupted by noise and the autoregressive model of the second order. The results of the experiments are represented in the graphical form. It could be noticed that the mean value of the errors could result to significant values while the variance of the error is generally almost negligible. The difference between the spectrum estimation from the whole data differs from the case of using the sliding window spectrum estimation. This paper deals with a method for the estimation of the signal cyclic components period using an autoregressive model. The application to economic time series is presented on the example of the index of industrial production data for EU countries. As the economic time series are usually relatively short, the properties of the method are explored and quantified in the case of its application to short sample size signals. A number of computer experiments has been performed using the harmonic signal corrupted by noise and the autoregressive model of the second order. The results of the experiments are represented in the graphical form. It could be noticed that the mean value of the errors could result to significant values while the variance of the error is generally almost negligible. The difference between the spectrum estimation from the whole data differs from the case of using the sliding window spectrum estimation. (en)
Title	A cyclic component estimation using the AR process and its error an application to economic time series A cyclic component estimation using the AR process and its error an application to economic time series (en)
skos:prefLabel	A cyclic component estimation using the AR process and its error an application to economic time series A cyclic component estimation using the AR process and its error an application to economic time series (en)
skos:notation	RIV/00216305:26220/11:PU94760!RIV12-MSM-26220___
http://linked.open...avai/predkladatel	Fakulta elektrotechniky a komunikačních technologií
http://linked.open...avai/riv/aktivita	P S Z
http://linked.open...avai/riv/aktivity	P(GAP402/11/0570), S, Z(MSM0021630513)
http://linked.open...vai/riv/dodaniDat	2012
http://linked.open...aciTvurceVysledku	Maršálek, Roman
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Vysoké učení technické v Brně / Fakulta elektrotechniky a komunikačních technologií
http://linked.open...dnocenehoVysledku	183754
http://linked.open...ai/riv/idVysledku	RIV/00216305:26220/11:PU94760
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	economic systems, cyclic component estimation, AR process (en)
http://linked.open.../riv/klicoveSlovo	AR process cyclic component estimation economic systems
http://linked.open...ontrolniKodProRIV	[1FE6DE4D3051]
http://linked.open...v/mistoKonaniAkce	Puerto De La Cruz, Tenerife
http://linked.open...i/riv/mistoVydani	Neuveden
http://linked.open...i/riv/nazevZdroje	Recent Researches in Circuits, Systems, Communications & Computers - Proceedings of 2nd European Conference of Systems (ECS'11)
http://linked.open...in/vavai/riv/obor	JA
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Time-frequency approach for the Czech Republic business cycle dating
http://linked.open...UplatneniVysledku	2011
http://linked.open...iv/tvurceVysledku	Maršálek, Roman Šebesta, Vladimír
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open.../riv/zahajeniAkce	2011-12-10 (xsd:date)
http://linked.open...n/vavai/riv/zamer	Advanced Electronic Communication Systems and Technologies (ELCOM)
number of pages	6 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Neuveden
https://schema.org/isbn	978-1-61804-056-5
http://localhost/t...ganizacniJednotka	26220
is http://linked.open...avai/riv/vysledek of	A cyclic component estimation using the AR process and its error an application to economic time series A cyclic component estimation using the AR process and its error an application to economic time series

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