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Steps-like Time Series Analysis Of Time Domain And Application

Posted on:2012-01-22Degree:MasterType:Thesis
Country:ChinaCandidate:X MaoFull Text:PDF
GTID:2210330368483835Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
In the definition of steps-like time series before, have done a lot of preparation work, introducing the basic information of the time series, definition, classification and analysis, method, then in the stationary time series, being with examples the core of the time domain analysis method----one of the ARMA model we analysis of the specific method steps, for the following steps-like time series analysis of time domain provides templates ;And then in the non-stationary time series, through the difference operation non-stationary time series lead time domain method: ARIMA model and season product model method.Double the top line, the bottom line and rail line---he stock have special characteristics taking into the time series ,from the timing diagram form the steps-like definition time series,then use X-11-season product model method of non-stationary time domain analysis from the two aspects: certainty analysis and random timing analysis method and combining with the example analysis modeling prediction ,finally, the paper discusses the exponential and seasonal cycle composite time series.
Keywords/Search Tags:Stationary time series, The time domain analysis method, Steps-like time series, Certainty factors, X-11-season product model method, SAS
PDF Full Text Request
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