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French Equivalent: Décomposition

The act of splitting a time series into its constituent parts by the use of statistical methods. A typical time series is often regarded as composed of four parts:

(a) a long-term movement or trend;
(b) oscillations of more or less regular period and amplitude about this trend;
(c) a seasonal component;
(d) a random, or irregular, component.

Any particular series need not exhibit all of these but those which are present are presumed to act in an additive fashion, i.e. are superimposed; and the process of determining them separately is one of decomposition.

Source Publication:

A Dictionary of Statistical Terms, 5th edition, prepared for the International Statistical Institute by F.H.C. Marriott. Published for the International Statistical Institute by Longman Scientific and Technical.

Statistical Theme: Methodological information (metadata)

Created on Sunday, May 19, 2002

Last updated on Monday, March 3, 2003