Description

The primary objective in time series analysis is forecasting. Raw data often exhibits nonstationary behavior: trends, seasonal cycles, and heteroskedasticity. After data is transformed to a weakly stationary process, autoregressive moving average (ARMA) models may capture the remaining temporal dynamics to improve forecasting.

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Date Created
2018
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  • Text
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    Note
    • Partial requirement for: Ph.D., Arizona State University, 2018
      Note type
      thesis
    • Includes bibliographical references (pages 119-131)
      Note type
      bibliography
    • Field of study: Statistics

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    by Mario Giacomazzo

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