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A Poincaré plot, named after Henri Poincaré, is a graphical representation used to visualize the relationship between consecutive data points in time series to detect patterns and irregularities in the time series, revealing information about the stability of dynamical systems, providing insights into periodic orbits, chaotic motions, and bifurcations.
A First Course on Time Series Analysis – an open source book on time series analysis with SAS (Chapter 7) Box–Jenkins models in the Engineering Statistics Handbook of NIST; Box–Jenkins modelling by Rob J Hyndman; The Box–Jenkins methodology for time series models by Theresa Hoang Diem Ngo
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.
In time series analysis, the moving-average model (MA model), also known as moving-average process, is a common approach for modeling univariate time series. [1] [2] The moving-average model specifies that the output variable is cross-correlated with a non-identical to itself random-variable.
Print/export Download as PDF; Printable version; In other projects ... Pages in category "Time series models" The following 15 pages are in this category, out of 15 ...
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.
Download as PDF; Printable version ... move to sidebar hide. Help. Time series is included in the JEL classification codes as ... Journal of Time Series Analysis; K ...
Print/export Download as PDF; Printable version; In other projects ... Pages in category "Nonlinear time series analysis" The following 13 pages are in this category ...