TIME SERIES AND FORECASTING McGrawHill/Irwin Copyright © 2010 by The McGrawHill Companies‚ Inc. All rights reserved. Time Series and its Components TIME SERIES is a collection of data recorded over a period of time (weekly‚ monthly‚ quarterly)‚ an analysis of history‚ that can be used by management to make current decisions and plans based on long-term forecasting. It usually assumes past pattern to continue into the future Components of a Time Series 1. 2. 3. 4. Secular Trend – the smooth
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Time Series behaviour of BOT in India: Evidence from Co integration Analysis and Error Correction Model xxxxxxxxxxxxxxxx Assistant Professor‚ Department of Business Administration‚ Xxxxxxxxxx West Bengal University of technology Kolkata‚ India Tel: +91-9231058348 E-mail: partha.s.sarkar@gmail.com Abstract India‚ a developing economy contains trade deficit from its very inception. The main objective of the study is to portray some characteristics of India’s trade in pre liberalization
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Analysis of Financial Time Series Third Edition RUEY S. TSAY The University of Chicago Booth School of Business Chicago‚ IL A JOHN WILEY & SONS‚ INC.‚ PUBLICATION Analysis of Financial Time Series WILEY SERIES IN PROBABILITY AND STATISTICS Established by WALTER A. SHEWHART and SAMUEL S. WILKS Editors: David J. Balding‚ Noel A. C. Cressie‚ Garrett M. Fitzmaurice‚ Iain M. Johnstone‚ Geert Molenberghs‚ David W. Scott‚ Adrian F. M. Smith‚ Ruey S. Tsay‚ Sanford Weisberg Editors Emeriti:
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Fourier Series Fourier series started life as a method to solve problems about the flow of heat through ordinary materials. It has grown so far that if you search our library’s data base for the keyword “Fourier” you will find 425 entries as of this date. It is a tool in abstract analysis and electromagnetism and statistics and radio communication and . . . . People have even tried to use it to analyze the stock market. (It didn’t help.) The representation of musical sounds as sums of waves of various
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The way I would punish a child for bad behavior would have to be the time-out method. The reason why I picked this method is because it was used on me when I was a kid whenever I acted out‚ and I learned from it. I’m willing to punish a child this way because when you want a certain behavior to stop immediately‚ just use the time-out method. The outcomes of my method would be used like this‚ when the child is acting out choose a time-out place that looks uninteresting for the child‚ such as a chair
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Neurocomputing 55 (2003) 307 – 319 www.elsevier.com/locate/neucom Financial time series forecasting using support vector machines Kyoung-jae Kim∗ Department of Information Systems‚ College of Business Administration‚ Dongguk University‚ 3-26‚ Pil-dong‚ Chung-gu‚ Seoul 100715‚ South Korea Received 28 February 2002; accepted 13 March 2003 Abstract Support vector machines (SVMs) are promising methods for the prediction of ÿnancial timeseries because they use a risk function consisting of the
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Forecast of Remittance in Bangladesh A Time Series Forecast 8/11/2012 North South University Prepared by: Athena Rahmetullah Leonora Adhikari Nudrat Faria Shreya Sumaita Maisha Tajkia Mahmud I. INTRODUCTION Remittances are funds transferred from migrants to their home country. They are the private savings of workers and families that are spent in the home country for food‚ clothing and other expenditures‚ and which drive the home economy. Remittance inflows in the economy of Bangladesh
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All sociological researchers make use of the data collected to test their hypotheses‚ but the way and methods used differ from one sociological study to another. There are four general techniques‚ the case study‚ the experiment‚ the observational study and the survey. An experiment is a scientific method in which data are collected to be tested to prove a hypothesis using either independent variables in a closed environment or dependent variables in an opened environment. There are two types of
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Just In Time (JIT) Introduction JIT is system whether company starts manufacturing/purchasing once the customer orders the good effectively making zero inventories. In other words‚ in a JIT environment materials are purchased and produced as and when it is needed. The whole idea is based on the phrase provide the goods just in time as promised when the order is placed by the customer. The opposite of the JIT production is known as JIC (Just in case) system where it produces goods for inventory
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Forecasting Models: Associative and Time Series Forecasting involves using past data to generate a number‚ set of numbers‚ or scenario that corresponds to a future occurrence. It is absolutely essential to short-range and long-range planning. Time Series and Associative models are both quantitative forecast techniques are more objective than qualitative techniques such as the Delphi Technique and market research. Time Series Models Based on the assumption that history will repeat itself‚
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