Investigation of time series forecasting when series occur outliers
2007
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Danışman: Prof. Dr. Reşat Kasap
Özet (EN)
Forecasting is one of the most important concepts in time series. To forecast truly the model should be determined that identifies the data set best. However one or more outliers in the model affect the parameters of the model and forecasting. In the scope of this study, firstly, time series and the outliers in time series concepts are identified. The effect of outliers is investigated on the ARMA model parameters and forecasting. For this reason, data of TUIK are used to research outliers and forecasting.
Yazar
Dr. Ayşe Gül Tekin
Bu Yayına Nasıl Atıf Yapılır
Ayşe Gül Tekin (Master Thesis). Investigation of time series forecasting when series occur outliers, 2007, Gazi University.
Anahtar Kelimeler
Lisans
Tüm Hakları Saklıdır
Bu eser belirtilen lisans koşulları altında paylaşılmaktadır.
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