英文标题：
《Seasonalities and cycles in time series: A fresh look with computer
  experiments》
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作者：
Michel Fliess, C\\\'edric Join
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最新提交年份：
2015
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英文摘要：
  Recent advances in the understanding of time series permit to clarify seasonalities and cycles, which might be rather obscure in today\'s literature. A theorem due to P. Cartier and Y. Perrin, which was published only recently, in 1995, and several time scales yield, perhaps for the first time, a clear-cut definition of seasonalities and cycles. Their detection and their extraction, moreover, become easy to implement. Several computer experiments with concrete data from various fields are presented and discussed. The conclusion suggests the application of this approach to the debatable Kondriatev waves.
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中文摘要：
对时间序列的理解的最新进展允许澄清季节性和周期性，这在今天的文献中可能相当模糊。P.Cartier和Y.Perrin的一个定理直到最近才于1995年发表，几个时间尺度可能首次给出了季节性和周期的明确定义。此外，它们的检测和提取变得很容易实现。本文介绍并讨论了几个用不同领域的具体数据进行的计算机实验。结论表明，这种方法适用于有争议的Kondriatev波。
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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