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The general ARMA model was described in the 1951 thesis of Peter Whittle, who used mathematical analysis (Laurent series and Fourier analysis) and statistical inference. [ 12 ] [ 13 ] ARMA models were popularized by a 1970 book by George E. P. Box and Jenkins, who expounded an iterative ( Box–Jenkins ) method for choosing and estimating them.
Time series analysis comprises methods for analyzing time series data in order to extract meaningful statistics and other characteristics of the data. Time series forecasting is the use of a model to predict future values based on previously observed values.
SSA can be used as a model-free technique so that it can be applied to arbitrary time series including non-stationary time series. The basic aim of SSA is to decompose the time series into the sum of interpretable components such as trend, periodic components and noise with no a-priori assumptions about the parametric form of these components.
This is an important technique for all types of time series analysis, especially for seasonal adjustment. [2] It seeks to construct, from an observed time series, a number of component series (that could be used to reconstruct the original by additions or multiplications) where each of these has a certain characteristic or type of behavior.
SlideOnline allows the user to upload PowerPoint presentations and share them as a web page in any device or to embed them in WordPress as part of the posts comments. [13] Another way of sharing slides is by turning them into a video. PowerPoint allows users to export a presentation to video (.mp4 or .wmv). [14]
Ideally, unevenly spaced time series are analyzed in their unaltered form. However, most of the basic theory for time series analysis was developed at a time when limitations in computing resources favored an analysis of equally spaced data, since in this case efficient linear algebra routines can be used and many problems have an explicit ...
Bayesian structural time series (BSTS) model is a statistical technique used for feature selection, time series forecasting, nowcasting, inferring causal impact and other applications. The model is designed to work with time series data. The model has also promising application in the field of analytical marketing. In particular, it can be used ...
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