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tfg_munoz_martinez_sergio.pdf (1.53 MB)

Document type

Bachelor thesis

Publication date

2023-06-12

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cc-by-nc-nd (c) Sergio Muñoz Martı́nez, 2023
Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/203142

Sèries temporals amb memòria llarga: models ARFIMA

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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.

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Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2023 , Director: Josep Vives i Santa Eulàlia

Subject

Processos estocàstics, Anàlisi de sèries temporals, Models lineals (Estadística), Estadística matemàtica, Treballs de fi de grau

Subject (English)

Stochastic processes, Time-series analysis, Linear models (Statistics), Mathematical statistics, Bachelor's theses

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Treballs Finals de Grau (TFG) - Matemàtiques

Citation

MUÑOZ MARTÍNEZ, Sergio Gabriel. Sèries temporals amb memòria llarga: models ARFIMA. [consulted: 8 of June of 2026]. Available at: https://hdl.handle.net/2445/203142

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