Identification of time series components using break for time series components (bftsc) and group for time series components (gftsc) techniques

Commonly in time series modelling, identifying the four time series components which are trend, seasonal, cyclical, and irregular is conducted manually using the time series plot. However, this manual identification approach requires tacit knowledge of the expert forecaster. Thus, an automated ident...

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Détails bibliographiques
Auteur principal: Oloruntoba, Ajare Emmanuel
Format: Thèse
Langue:anglais
Publié: 2022
Sujets:
Accès en ligne:https://etd.uum.edu.my/10211/1/s901903_01.pdf
https://etd.uum.edu.my/10211/
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