Abstract
This paper proposes a new method of detecting the gradual changes of time series when the changes in time series are mixed with seasonality. The key of the proposed method is to express the desired time-varying feature while removing the unwanted time-varying feature of seasonal effects through two-stage procedures. Asymptotic properties of the proposed methods are studied, and simulation results are presented. In addition, models with multiple changes have been studied. Furthermore, to demonstrate the usefulness of the proposed method, real data analysis with the number of Korean traveling to Japan is presented.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
