Glossaria.net

Glossary Time-Series / Term

Classical Decomposition

An approach to forecasting that breaks down the underlying pattern of a time series into cyclical, seasonal, trend, and random subpatterns. The subpatterns can then be analyzed individually and recombined to obtain forecasts of the original series.

Permanent link Classical Decomposition - Modification date 2019-12-22 - Creation date 2019-12-22


< Brown's Linear Exponential Smoothing Glossary / Time-Series Crosscorrelation >