Please use this identifier to cite or link to this item:
http://hdl.handle.net/2445/203142
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | Vives i Santa Eulàlia, Josep, 1963- | - |
dc.contributor.author | Muñoz Martínez, Sergio | - |
dc.date.accessioned | 2023-10-25T09:05:27Z | - |
dc.date.available | 2023-10-25T09:05:27Z | - |
dc.date.issued | 2023-06-12 | - |
dc.identifier.uri | http://hdl.handle.net/2445/203142 | - |
dc.description | Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2023 , Director: Josep Vives i Santa Eulàlia | ca |
dc.description.abstract | [en] Time series analysis plays a vital role in understanding various phenomena in a wide variety of fields. Over the years, more complex statistical models have been developed that allow us to analyze time series in a more accurate way. This project studies in depth one of them: the ARFIMA models. These models are very useful for examining long memory time series. The main purpose of this project is to provide a comprehensive analysis of these models, including their theoretical foundations, estimation methods and a practical implementation. In particular, the $R$ programming language is used to evaluate the possibility of modeling the time series that shows the air quality of Barcelona between 2017 and 2019 using an ARFIMA model. | ca |
dc.format.extent | 59 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | cat | ca |
dc.rights | cc-by-nc-nd (c) Sergio Muñoz Martı́nez, 2023 | - |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ | * |
dc.source | Treballs Finals de Grau (TFG) - Matemàtiques | - |
dc.subject.classification | Processos estocàstics | ca |
dc.subject.classification | Anàlisi de sèries temporals | - |
dc.subject.classification | Models lineals (Estadística) | ca |
dc.subject.classification | Estadística matemàtica | ca |
dc.subject.classification | Treballs de fi de grau | ca |
dc.subject.other | Stochastic processes | en |
dc.subject.other | Time-series analysis | - |
dc.subject.other | Linear models (Statistics) | en |
dc.subject.other | Mathematical statistics | en |
dc.subject.other | Bachelor's theses | en |
dc.title | Sèries temporals amb memòria llarga: models ARFIMA | ca |
dc.type | info:eu-repo/semantics/bachelorThesis | ca |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | ca |
Appears in Collections: | Treballs Finals de Grau (TFG) - Matemàtiques |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
tfg_munoz_martinez_sergio.pdf | Memòria | 1.57 MB | Adobe PDF | View/Open |
This item is licensed under a
Creative Commons License