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<bibitem type="C">   <ARLID>0410462</ARLID> <utime>20240103182215.8</utime><mtime>20060210235959.9</mtime>    <ISBN>80-227-1391-0</ISBN>         <title language="eng" primary="1">Modeling of economic time series</title>  <publisher> <place>Bratislava</place> <name>STU</name> <pub_time>2000</pub_time> </publisher> <specification> <page_count>16 s.</page_count> </specification>   <serial><title>ALGORITMY 2000. Proceedings</title><part_num/><part_title/><page_num>341-356</page_num></serial>   <author primary="1"> <ARLID>cav_un_auth*0015560</ARLID> <name1>Komorník</name1> <name2>J.</name2> <country>SK</country>  </author> <author primary="0"> <ARLID>cav_un_auth*0101134</ARLID> <name1>Komorníková</name1> <name2>Magda</name2> <institution>UTIA-B</institution>  <fullinstit>Ústav teorie informace a automatizace AV ČR, v. v. i.</fullinstit> </author>     <COSATI>12A</COSATI>    <cas_special> <project> <project_id>GA402/99/0032</project_id> <agency>GA ČR</agency> <ARLID>cav_un_auth*0009169</ARLID> </project> <project> <project_id>1714620</project_id> <agency>VEGA</agency> <country>SK</country> </project> <research> <research_id>AV0Z1075907</research_id> </research>  <abstract language="eng" primary="1">Time series models designed for displaying trends, seasonality, aberrant observations, conditionaly varying variance, and/or non-linearity are introduced.</abstract>  <action target=""> <ARLID>cav_un_auth*0212712</ARLID> <name>ALGORITMY 2000. Conference on Scientific Computing /15./</name> <place>Podbanské</place> <country>SK</country> <dates>10.09.2000-15.09.2000</dates> </action>     <RIV>BA</RIV>      <department>E</department>   <permalink>http://hdl.handle.net/11104/0130551</permalink>   <ID_orig>UTIA-B 20000178</ID_orig>     <arlyear>2000</arlyear>       <unknown tag="mrcbU10"> 2000 </unknown> <unknown tag="mrcbU10"> Bratislava STU </unknown> <unknown tag="mrcbU12"> 80-227-1391-0 </unknown> <unknown tag="mrcbU63"> ALGORITMY 2000. Proceedings 341 356 </unknown> </cas_special> </bibitem>