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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

[en] OPTIMAL FILTERS THAT PRESERVE EVERY TREND ORDER / [pt] FILTROS ÓTIMOS QUE CONSERVAM QUALQUER ORDEM DE TENDÊNCIA

SHEILA CRISTINA ZANI 08 September 2008 (has links)
[pt] A tese Filtros ótimos que conservam qualquer ordem de tendência aborda os fundamentos dos filtros simétricos de Henderson que estão inseridos no contexto de ajuste sazonal, mais especificamente nos métodos da família X11; desenvolve um filtro ótimo, baseado em técnicas do domínio da freqüência, utilizando hipóteses mais amplas que os filtros de Henderson; compara a performance dos dois filtros e propõe um método de ajuste sazonal baseado no filtro ótimo. / [en] The thesis Filtros ótimos que conservam qualquer ordem de tendência (Optimal Filters that Preserve Trend of Any Order), investigates the principles of the Henderson symmetric filters, which are inserted in the context of seasonal adjustment, specifically in the methods of the X11 family; it also develops optimal filters, based on techniques in the Frequency domain, using more general hypothesis than the ones for the Henderson filters; and compares the performance of the both filters and suggests a method of seasonal adjustment based on the optimal filter.

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