This paper focuses on developing a new data-driven procedure for decomposing seasonal time series based on local regression. Formula of the asymptotic optimal bandwidth hA in the current context is given. Methods for estimating the unknowns in hA are investigated. A data-driven algorithm for...

This paper focuses on developing a new data-driven procedure for decomposing seasonal time series based on local regression. Formula of the asymptotic optimal bandwidth hA in the current context is given. Methods for estimating the unknowns in hA are investigated. A data-driven algorithm for...

Seven different Japanese Yen interest rates recorded on a daily basis for the period from 1986 to 1992 are simultaneously analyzed. By introducing a new concept of ‘short term trend’, we decompose each interest rate series into three components, ‘long termtrend’, ‘short term trend’...

Many countries measure the heights and weights of children in primary and secondary school. Individual children are usually monitored at school against growth charts, with appropriate referrals. Schoolchild data aggregated to the community, state or nation, and validated against population...

Shuttleworth I. G. and Lloyd C. D. (2005) Analysing average travel-to-work distances in Northern Ireland using the 1991 Census of Population: the effects of locality, social composition, and religion, Regional Studies 39 , 909-921. Travel-to-work patterns have important implications for national...