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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/185430
Anàlisi d'intervenció en sèries temporals: la metodologia de Chen i Liu
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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.
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Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2021, Director: Josep Vives i Santa Eulàlia
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MARTÍNEZ LÓPEZ, Álvaro. Anàlisi d'intervenció en sèries temporals: la metodologia de Chen i Liu. [consulted: 11 of August of 2026]. Available at: https://hdl.handle.net/2445/185430