Home – Home – Jornals – Scientific journal “Vestnik NSUEM” 2014 number 4

The paper discusses the issues of application of statistical methods of periodization in time series. A review of modern state of studies in this field of statistical science is given. An attempt to define content of periodization of historic series is made, authors classification of existing methods of periodization (accurate and approximate, some can be applied to one-dimensional arrays, while other can be extended to multivariate time series) is presented. Application of each method is illustrated on historic series of social and economic indicators of Russia, in particular, dynamics of profit, annual average fixed assets value, rail freight turnover, import is examined. Analytic table comprising main methods of periodization of time series is formed, positive and negative aspects of the given methods with their possibilities and limitations are discussed.