Trend, Growth Rate, and Change Point Analysis—A Data Driven Approach

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dc.contributor.authorJose, C.T.
dc.contributor.authorIsmail, B.
dc.contributor.authorJayasekhar, S.
dc.date.accessioned2015-03-03T08:55:51Z
dc.date.available2015-03-03T08:55:51Z
dc.date.issued2008
dc.description.abstractA data-driven technique is proposed to estimate the trend and relative growth rate of time series data. The method is based on the local linear regression smoother and the only assumption about the form of the trend and growth rate function is that they are smooth functions of time. We also extended the method for handling sudden shifts or changes in the trend or growth rate functions by adding dummy variables for the jumps. Simulation studies are carried out to see the performance of the proposed procedure. The method is applied to study the trend and growth rate of wheat production in India from 1951–2005.en_US
dc.identifier.citationCommunications in Statistics—Simulation and Computation, 37: 498–506, 2008en_US
dc.identifier.urihttp://hdl.handle.net/123456789/6239
dc.language.isoenen_US
dc.subjectChange pointsen_US
dc.subjectGrowth analysisen_US
dc.subjectNonparametric regressionen_US
dc.subjectTrend analysisen_US
dc.titleTrend, Growth Rate, and Change Point Analysis—A Data Driven Approachen_US
dc.typeArticleen_US

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