A Summary for Master Thesis

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A Study about the Extraction of Variable Seasonal Index
from Time-series Data



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The Purpose

CHAPTER 1 The history and method of the Time-series analysis

 1.1 The history of the Time-series analysis

 1.2 Data retrieval and analysis method
  1.2.1 Retrieval of deficit data
  1.2.2 Analysis of variance (two-way layout) on Time-series data
  1.2.3 The analysis method of Time-series data

CHAPTER 2 Study and development of seasonal-index extract method

 2.1 Extract of fixed type seasonal-index

 2.2 Variable type seasonal-index by Economic Planning Agency (EPA) method

 2.3 Development the new Link Relative Moving(LRM) method on variable type seasonal-index
  2.3.1 The Link Relative Moving(LRM) method
  2.3.2 Analysis of variance on the variable type seasonal-index of LRM method
  2.3.3 The contrast of analysis of covariance on the variable type seasonal-index by EPA method
      with that by LRM method

 2.4 Seasonal-index analysis on vegetables in Tottori Prefecture,Japan

CHAPTER 3 Study on the secular trend by the data of vegetables market

 3.1 Study and consideration on the secular trend
  3.1.1 The trend curve by moving average method
  3.1.2 Regression curve by least square method
  3.1.3 Study on the Correction Index Curve, Gompertz Curve and Logistic Curve

 3.2 The character of secular trend on the quantity and price in wholesale store and retail price

CHAPTER 4 Study on the cyclical fluctuation and irregular fluctuation

 4.1 Decision the cycle
  4.1.1 Stationary process of Time-series data
  4.1.2 Decision the cycle by correlogram and periodogram
  4.1.3 Approach on decision the cycle by Power-spectrum

 4.2 Extract the cyclical fluctuation

 4.3 Study irregular fluctuation by the stationary process in seasonal-index of fixed or variable type
  4.3.1 Decision and character the irregular fluctuation
  4.3.2 Irregular fluctuation distinction by variable type seasonal-index of LRM method or EPA method
      and fixed type seasonal-index of link relative method

CHAPTER 5 Conclusion



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