F-transform in view of trend extraction
Irina Perfilieva, Владик Крейнович, Vilém Novák · scholarworks - UTEP (The University of Texas at El Paso) · 2012
In the analysis of time series, it is important to decompose the original values into trend, cycle, seasonal component, and noise. In this paper, we provide a theoretical justification of the fact that the F-transform can be used for this purpose. We formulate "natural" requirements on the trend extraction procedure and then show that the inverse F-transform fulfils all of them.