Prediction Model of Time Series By Smoothing Spline

Nonparametric regression is combined with the method of time series to establish the prediction model of time series with seasonal fluctuations.Seasonal index is first established by the moving average method.The long-time trend and cyclic fluctuation are estimated by nonparametric regression based on smooth spline of the B form.In addition,ARMA mode is established with the random term.The order of a product is finally analysed showing that the method is effective.