RT - Journal Article
T1 - How to Choose an Appropriate Model for Time Series Data
JF - irje
YR - 2015
JO - irje
VO - 11
IS - 1
UR - http://irje.tums.ac.ir/article-1-5353-en.html
SP - 94
EP - 102
K1 - Time series
K1 - Identify the model
K1 - Stationary
K1 - Prediction
AB - The time series is a collection of observation data that are arranged according to time. The main purpose of setting up a time series is to predict future values. The first step in time series data is graphed. Using graphs can provide general information such as uptrend or downtrend, seasonal patterns, periodic presence, and outliers in time series graphs. After graphing the data, if a good forecast is required, stationary data can be used. Differencing or decomposition methods can be used to make the data stationary. Then, a correlogram can be used to identify the order moving average and autoregressive model. The parameters of the model are examined using T-test. If the parameters are significant and the residue is independence, the predicted values can be evaluated using the mean absolute percentage error.
LA eng
UL http://irje.tums.ac.ir/article-1-5353-en.html
M3
ER -