TESS: system for automatic seasonal adjustment and forecasting of time series

TESS, SysTEm for Automatic Seasonal Adjustment and Forecasting of Time Series, is an ESPRIT IV project (Number 29.741) that started on January 1999 and finished on June 2000. More information can be found in http://www.esl.jrc.it/tessThe principal objective of the project was the production of a system for automatic seasonal adjustment and forecasting of time series, with special attention to the problem of aggregation. In order to achieve this goal, we enhanced the preexisting software FORCE4/R (1997), based on SEATS and TRAMO (Maravall and Gomez (1992), Gomez and Maravall (1992), with the methods required to perform the above stated functions in an optimal way. Furthermore, the system offers a homogenous interactive environment employing visualisation techniques.