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.

• 利用滑动平均估计季节项，再利用B样条函数非参数回归估计长期项和周期波动，对于随机项建立ARMA模型，最后对某产品需求量进行了实例分析。