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http://hdl.handle.net/2445/185430
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DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | Vives i Santa Eulàlia, Josep, 1963- | - |
dc.contributor.author | Martı́nez López, Álvaro | - |
dc.date.accessioned | 2022-05-10T09:02:53Z | - |
dc.date.available | 2022-05-10T09:02:53Z | - |
dc.date.issued | 2021-06-20 | - |
dc.identifier.uri | http://hdl.handle.net/2445/185430 | - |
dc.description | Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2021, Director: Josep Vives i Santa Eulàlia | ca |
dc.description.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. | ca |
dc.format.extent | 79 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | cat | ca |
dc.rights | cc-by-nc-nd (c) Álvaro Martı́nez López, 2021 | - |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | * |
dc.source | Treballs Finals de Grau (TFG) - Matemàtiques | - |
dc.subject.classification | Anàlisi de sèries temporals | ca |
dc.subject.classification | Treballs de fi de grau | - |
dc.subject.classification | Estadística matemàtica | ca |
dc.subject.classification | Economia matemàtica | ca |
dc.subject.other | Time-series analysis | en |
dc.subject.other | Bachelor's theses | - |
dc.subject.other | Mathematical statistics | en |
dc.subject.other | Mathematical economics | en |
dc.title | Anàlisi d'intervenció en sèries temporals: la metodologia de Chen i Liu | ca |
dc.type | info:eu-repo/semantics/bachelorThesis | ca |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca |
Appears in Collections: | Programari - Treballs de l'alumnat Treballs Finals de Grau (TFG) - Matemàtiques |
Files in This Item:
File | Description | Size | Format | |
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tfg_alvaro_martinez_lopez.pdf | Memòria | 982.17 kB | Adobe PDF | View/Open |
scripts.zip | Scripts | 61.04 kB | zip | View/Open |
This item is licensed under a Creative Commons License