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Spurious deterministic seasonality and autocorrelation corrections with quarterly data: Further Monte Carlo results [PDF]

Empirical Economics, 1999
Following recent work of Franses, Hylleberg and Lee (FHL), this paper analyses the consequences of fitting a deterministic seasonal model to a quarterly time series which can be (at least approximately) described by a seasonal unit root(s) model. Besides the distribution of the coefficient of determination, the empirical distributions of two commonly ...
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Prediction of Airport Acoustical Noise by Deterministic Decomposition and Seasonal ARIMA Techniques

2018
In this paper a time series of hourly equivalent noise levels acquired near the international airport of Nice, France, is analysed. Two different techniques are proposed to model and forecast the time series: deterministic decomposition and seasonal autoregressive moving average.
Claudio Guarnaccia, Carmine Tepedino, Nikos E. Mastorakis, Stavros D. Kaminaris, Joseph Quartieri   +4 more
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Investigation of Numerical Solutions for a Fractional Seasonal Influenza Model in Deterministic Environments

Mathematical Methods in the Applied Sciences
ABSTRACTIn this research, we study numerical solutions for a deterministic fractional seasonal influenza model. Using seasonal fluctuations and population dynamics, the model, which was formulated using the definition of Caputo fractional calculus, provides a nuanced view of the dynamics of the influenza transmission.
Shaher Momani, Asad Freihat, Mohammed Alabedalhadi, Mohammed Al‐Smadi, Shrideh Al‐Omari   +4 more
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Testing for unit roots in time series with nearly deterministic seasonal variation

Econometric Reviews, 1997
This paper addresses the problem of testing for the presence of unit autoregressive roots in seasonal time series with negatively correlated moving average components. For such cases, many of the commonly used tests are known to have exact sizes much higher than their nominal significance level.
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Distinguishing deterministic and stochastic seasonal components in Turkish macroeconomic series

2021
80
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Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden. [PDF]

Finnish Economic Papers, 2000
Using daily data for the Swedish stock market for almost the last two decades no distinct and firm deterministic seasonal pattern for the conditional volatility for the Swedish stock market has been found. The daily turnover in the Swedish stock market has an impact on and eliminates to some extent seasonal patterns in conditional volatility. The daily
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The (potential) impact of seasonality and climate change on the physicochemical and microbial properties of dairy waste and its management

Trends in Food Science and Technology, 2021
Sholeem Griffin, Lydia Katsini, Jan Van Impe   +2 more
exaly  

Probabilistic versus deterministic potential seasonal climate predictability under the perfect-model framework

Climate Dynamics, 2023
Dejian Yang, Youmin Tang, Xiu-Qun Yang, Xiangzhou Song, Xiaoxiao Tan, Yanling Wu, Xiaoqin Yan, Ting Liu, Xuguang Sun   +8 more
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Microbial seasonality promotes soil respiratory carbon emission in natural ecosystems: A modeling study

Global Change Biology, 2021
Liyuan He, Chun-Ta Lai, Melanie A Mayes
exaly  

Melatonin Contributes to the Seasonality of Multiple Sclerosis Relapses

Cell, 2015
Santiago P Méndez-Huergo, Lucien P Garo, Maria Celica Ysrraelit   +2 more
exaly