Module 8 : Time Series Analysis Using Decomposition

De-seasonalizing the Time Series

  • If the time series represents a seasonal pattern of L periods, then by taking a moving average Mt of L periods, we would get the mean value for the year.

  • This would be free of seasonality and contain little randomness (owing to averaging)

  • Thus Mt = Tt * Ct
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Prof.S.G.Deshmukh & Prof.Arun Kanda