A Seasonal Adjustment Principle and a Seasonal Adjustment Method Derived from this Principle
将时间序列分解为趋势、季节和不规则成分的问题表述为一个最小化问题，通过同时优化趋势的平滑性、季节模式的稳定性以及拟合优度来求解。
Abstract The decomposition of a given time series into trend, seasonal component, and irregular component is formulated as a minimization problem. The trend is chosen such that it is as smooth as possible; the seasonal component is chosen such that it exhibits a seasonal pattern as stable as possible; and the trend and seasonal components are jointly chosen such that the given time series is explained as well as possible by these two components; that is, the irregular component is minimized.