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http://hdl.handle.net/2445/185430| Title: | Anàlisi d'intervenció en sèries temporals: la metodologia de Chen i Liu |
| Author: | Martı́nez López, Álvaro |
| Director/Tutor: | Vives i Santa Eulàlia, Josep, 1963- |
| Keywords: | Anàlisi de sèries temporals Treballs de fi de grau Estadística matemàtica Economia matemàtica Time-series analysis Bachelor's theses Mathematical statistics Mathematical economics |
| Issue Date: | 20-Jun-2021 |
| Abstract: | [en] Explanation of the methodology of C. Chen and L.M. Liu for the detection of outliers in time series and application of intervention analysis. Additionally, it includes a prior description of the G.E.P. Box and G. Jenkins methodology for time series analysis with the definition of the four stages it consists of: identification, estimation, validation and prediction. Finally, two examples of the application of these procedures in real time series carried out with the R program are presented. |
| Note: | Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2021, Director: Josep Vives i Santa Eulàlia |
| URI: | http://hdl.handle.net/2445/185430 |
| Appears in Collections: | Programari - Treballs de l'alumnat Treballs Finals de Grau (TFG) - Matemàtiques |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| tfg_alvaro_martinez_lopez.pdf | Memòria | 982.17 kB | Adobe PDF | View/Open |
| scripts.zip | Scripts | 61.04 kB | zip | View/Open |
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