New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program

Findley, David F.; Monsell, Brian C.; Bell, William R.; Otto, Mark C.; Chen, Bor-Chung

doi:10.2307/1392565

Cited by 156 publications

(120 citation statements)

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“…Over the past 25 years, the X-11 method and its variants (including the most recent version, X-12-ARIMA, Findley et al, 1998) have been studied extensively.…”

Section: Seasonalitymentioning

confidence: 99%

25 years of time series forecasting

Gooijer

Hyndman

2006

International Journal of Forecasting

1,255

632

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During this period, over one third of all papers published in these journals concerned time series forecasting. We also review highly influential works on time series forecasting that have been published elsewhere during this period. Enormous progress has been made in many areas, but we find that there are a large number of topics in need of further development. We conclude with comments on possible future research directions in this field.

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“…Over the past 25 years, the X-11 method and its variants (including the most recent version, X-12-ARIMA, Findley et al, 1998) have been studied extensively.…”

Section: Seasonalitymentioning

confidence: 99%

25 years of time series forecasting

Gooijer

Hyndman

2006

International Journal of Forecasting

1,255

632

View full text Add to dashboard Cite

show abstract

“…These techniques are by no means exhaustive of those available that have this property. For example, Bell and Martin (2004) provide a method for estimating the trend when the underlying unobserved components follow ARIMA processes, while Gray and Thomson (2002) and Quenneville et al (2003) extend the Henderson-Musgrave-type trend filters used in seasonal adjustment procedures such as X-12-ARIMA (Findlay et al, 1998) to enable them to be used right up to the end of the sample.…”

Section: Discussion and Summarymentioning

confidence: 99%

Modelling current trends in Northern Hemisphere temperatures

Mills

2006

Intl Journal of Climatology

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Fitting a trend is of interest in many disciplines, but it is of particular importance in climatology, where estimating the current and recent trend in temperature is thought to provide a major indication of the presence of global warming. A range of ad hoc methods of trend fitting have been proposed, with little consensus as to the most appropriate techniques to use. The aim of this paper is to consider a range of trend extraction techniques, none of which require 'padding' out the series beyond the end of the available observations, and to use these to estimate the trend of annual mean Northern Hemisphere (NH) temperatures. A comparison of the trends estimated by these methods thus provides a robust indication of the likely range of current trend temperature increases and hence inform, in a timely quantitative fashion, arguments based on global temperature data concerning the nature and extent of global warming and climate change. For the complete sample 1856-2003, the trend is characterised as having long waves about an underlying increasing level. Since around 1970, all techniques display a pronounced warming trend. However, they also provide a range of trend functions so that extrapolation far into the future would be a hazardous exercise.

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“…Other examples of methods of decomposing time series into seasonal and trend components can be found in Findley et al (1998) and Makridakis et al (1998), among many others. Within the context of GAM, Wood (2006) gives an example of how to identify daily variation and longterm trends, which we will follow here.…”

Section: Methodsmentioning

confidence: 99%

Using mobile phone telemetry to investigate the haul-out behaviour of harbour seals Phoca vitulina vitulina

Cronin¹,

Zuur²,

Rogan³

et al. 2009

Endang. Species. Res.

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Information on the haul-out behaviour of pinnipeds is essential for increasing the accuracy of population estimates necessary for the effective conservation of protected species, as well as improving survey design. The haul-out behaviour of 10 harbour seals Phoca vitulina L. in southwest Ireland was examined using a novel telemetry system based on global systems for mobile communications technology. The data on the haul-out patterns of tagged individuals were examined using generalised additive modelling to determine potential factors of influence, such as the tide, the time of day and the time of year. The behaviour varied among seals, with time ashore reaching a maximum during post-moult in October and decreasing to a minimum in February. A strong tidal influence on haul-out behaviour was evident. Tagged seals hauled out more frequently at low tide. There was variation between individuals in the influence of time of day on haul-out behaviour. A cyclic pattern with lunar periodicity was evident in seals tagged in October, and the pattern varied between tidal periods. There was an overall large variation in patterns of behaviour over the tagging period, both between individuals and between tidal periods for each individual. This cautions against making inferences on the haul-out behaviour of the 'population' based on the behaviour of a small number of tagged individuals. The present study provides detailed information, heretofore unavailable, on the haul-out behaviour of individual harbour seals and on the behaviour of the species in Ireland, and it has important implications for population assessment for conservation purposes across the species' entire geographical range. KEY WORDS: Generalised additive modelling · Haul-out behaviour · Lunar influence · Telemetry Resale or republication not permitted without written consent of the publisher Contribution to the Theme Section 'Biologging technologies: new tools for conservation'

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New Capabilities and Methods of the X-12-ARIMA Seasonal-Adjustment Program

Cited by 156 publications

References 0 publications

25 years of time series forecasting

25 years of time series forecasting

Modelling current trends in Northern Hemisphere temperatures

Using mobile phone telemetry to investigate the haul-out behaviour of harbour seals Phoca vitulina vitulina

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