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| Phân tách STL: Phân tách xu hướng-mùa vụ sử dụng Loess× | Điều chỉnh mùa vụ X-13ARIMA-SEATS× | |
|---|---|---|
| Lĩnh vực | Kinh tế lượng | Kinh tế lượng |
| Họ | Process / pipeline | Process / pipeline |
| Năm ra đời≠ | 1990 | 1998 |
| Người khởi xướng≠ | Cleveland, Cleveland, McRae & Terpenning | U.S. Census Bureau; Findley et al. |
| Loại≠ | nonparametric iterative smoother | Non-parametric / model-based hybrid |
| Công trình gốc≠ | Cleveland, R. B., Cleveland, W. S., McRae, J. E., & Terpenning, I. (1990). STL: A seasonal-trend decomposition procedure based on loess. Journal of Official Statistics, 6(1), 3–73. link ↗ | Findley, D. F., Monsell, B. C., Bell, W. R., Otto, M. C., & Chen, B.-C. (1998). New capabilities and methods of the X-12-ARIMA seasonal adjustment program. Journal of Business & Economic Statistics, 16(2), 127–152. DOI ↗ |
| Tên gọi khác | Seasonal-Trend Decomposition using Loess, STL filtering, Loess-based seasonal decomposition, Mevsimsel-Trend Ayrıştırma (STL) | X-13ARIMA-SEATS, X-12-ARIMA, Census X-13, Mevsimsel Düzeltme X-13 |
| Liên quan | 3 | 3 |
| Tóm tắt≠ | STL Decomposition, introduced by Cleveland, Cleveland, McRae, and Terpenning (1990), is a nonparametric procedure that separates a time series into three additive components — trend, seasonal, and remainder — using iterative locally weighted regression (loess). Widely used in economics, meteorology, and data science, it handles time series of any periodicity and is robust to the presence of outliers, making it a highly flexible alternative to classical decomposition methods. | X-13ARIMA-SEATS is the standard seasonal adjustment program produced by the U.S. Census Bureau, combining RegARIMA pre-adjustment with either the classical X-11 filter or the model-based SEATS signal-extraction algorithm. It is the official tool used by national statistical agencies worldwide — including Eurostat and the U.S. Bureau of Labor Statistics — to remove recurring calendar and seasonal patterns from monthly or quarterly economic time series such as GDP, employment, and retail sales. |
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