Quick Help for "Web Decomp"

(This page is in preparation now!)


In this system, you can analyze your time series data by using popular methods such as AR model, ARMA model, Seasonal Adjustment Method (by Decomp) and etc. All computation will be done in our server machine. You do not need any installations or registeration.

The main method of this system is "Decomp" which was proposed by Kitagawa and Gersch (1984). Decomp is the seasonal adjustment method using State-Space-Modeling. You can obtain not only the adjusted series but also the very smooth trend series.

Any suggestions, comments or questions are welcome! Please contact me(sato@ism.ac.jp).


  1. Input your data
  1. Run
  1. Result


Reference

Kitagawa, G., and Gersch, W. (1984), "A smoothness priors - state space modeling of time series with trend and seasonality", JASA, Vol.79, No.386, 378-389.

(This page will be revised as soon as possible. This is not complete yet.)

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