Time Series. Prediction

JÄNTSCHI, Dr. Lorentz (1995) Time Series. Prediction. [Thesis]

Full text available as:



The Thesis is the dissertation for Licensed in Informatics Degree. The thesis threat the subject of time series from point of view of decomposing the knowledge from a time series into trend, ciclicity, and periodicity. All this components are modeled separately and a software application embeds all thee in a compact ensamble. The application is useful in prediction. A set of applications were taken into consideration and analyzed using this methodology. Applications are from meteorology, demographics, chemical and physical properties measurements. The software application was writen in Turbo Pascal and contain a statistical kernel, a graphical kernel and a user interface which allows specifying of the choused model. Trends implemented are linear, polynomial, hyperbolic, logarithmic and exponential. The periodicity module contains a autocorrelation procedure and a Fourier analysis procedure.

Item Type:Thesis
Keywords:Time series; Prediction; Cyclicity; Periodicity; Trend; Correlation; Ranks correlation; Self correlation; Harmonic series; Fast Fourier transformation
Subjects:Computer Science > Statistical Models
ID Code:5625
Deposited By: JÄNTSCHI, Dr. Lorentz
Deposited On:28 Jul 2007
Last Modified:11 Mar 2011 08:56

References in Article

Select the SEEK icon to attempt to find the referenced article. If it does not appear to be in cogprints you will be forwarded to the paracite service. Poorly formated references will probably not work.

1 Bloomfield P: Fourier analysis of time series:an introduction, New York, J.Wiley,1976.

2 Brigham EO: The fast fourier transform, New Jersey, Englewood Cliffs, Prentice-Haal, 1972.

3 Koopmans LH: The spectral analysis of time series, New York, Academic Press, 1974.

4 Lighthill MJ: Fourier analysis and generalized functions, Cambridge, Univ.Press, 1964.

5 Box GEP, Hunter WG, Hunter JI: Statistics for Experimenters to introduction to design, Data Analysis and Model Building

6 Teodorescu D: Modele stohastice de optimizare, EA Bucuresti, 1982.

7 Giurgiu N, Dascalescu M: Culegere de Programe pentru rezolvarea problemelor de regresie, corelaþie si tendinta Seriilor Dinamice, ISE Cluj, uzul studentilor,1983.

8 Urseanu V: Elemente de statistica matematica si aplicatiile ei, ES Bucuresti, 1966.

9 Mihoc G, Urseanu V: Modele de analiza statistica, ESP Bucuresti, 1982.

10 Krilov AN: Lectii de calcule prin aproximare, editia a 6-a, Moscova, 1954.

11 Frentiu M: Geologie Matematica, UBB, Fac de MF, pentru uzul studentilor, Cluj, 1987.

12 Cristea AL, Postelnicu T, Ursianu Emiliana: Asupra relatiei doza-efect cu aplicatii în virusologie, Revue de Virusologie, Bucuresti, 1980.

13 Tiron M: Analiza preciziei de estimare a functiilor aleatoare, ET Bucuresti, 1981.

14 Reismann G: Die Kolokation, Vermessungstehnik, No 1, 1979.

15 Moritz H: Advanced physical geodesy, Herbert Wichman Verlag, 1980.

16 Gârlasu St: Prelucrarea in timp real a semnalelor fizice, Craiova, Scrisul Românesc, 1978.

17 Bury KV: Statistical Models in Applied Science, John Wiley, New York, 1975.

18 Voda GhV: Gândirea Statistica - un mod de gândire al viitorului, E Albatros, 1977.

19 Mihoc Gh, Bergthaller C, Urseanu V: Procese stohastice, Bucuresti, ESP, 1978.

20 Yule GU, Kendall MG: Introducere în teoria statisticii, Bucuresti, ES, 1969.

21 Frentiu M, Pârv B: Elaborarea Programelor: Metode si tehnici moderne, Editura Promedia, Cluj 1994.

22 Frentiu M, Boian F: Bazele informaticii. Limbajul Pascal, Litografia Univ. "Babes-Bolyai", Cluj Napoca, 1992.

23 Knuth D: Tratat de programarea calculatoarelor. Algoritmi fundamentali, Editura Tehnica, Bucuresti, 1974.

24 Pârv B, Vancea A: Fundamentele limbajelor de programare, Litografia Univ. " Babes-Bolyai", Cluj-Napoca, 1992.

25 *******: Dictionar de informatica, Editura Stintifica si enciclopedica, Bucuresti, 1981.

26 Bjerhammar Arne: Theory of errors on generalized matrix inverses, Amsterdam-London-New York, Elvister, 1973.

27 Brandin NV, s.a.: Osnovî eksperimentalnoi kosmiceskoi balistiki, Moscova, Masinostroenie, 1974.

28 Lapa GV: Matematiceskie osnovî kibernetiki, Kiev, Vissaia Skola, 1977.

29 Tiron M: Teoria erorior si metoda celor mai mici patrate, Bucuresti, Editura Tehnica, 1972.

30 Tertisco M, Stoica P, Popescu T: Modelarea si predictia seriilor de timp, Editura Academiei RSR, Bucuresti, 1985.

31 Tertisco M, Stoica P: Identificarea si estimarea parametrilor sistemelor, Editura Academiei RSR, Bucuresti, 1980.

32 Stoica P, Söderström T: A metod for the identification of linear systems using the generalized least-squares principle, IEEE Tans. Automat. Contr., AC-22, 631-634 (1977).

33 Markel JD, Gray AH: Linear prediction of speech, Springer Verlag, Berlin, 1976.

34 Anderson TW: The statistical Analysis of Time Series, John Wiley & Sons, New York, 1976.

35 Miller RB: Intermediate Business Statistics, Analysis of variance. Regresion and Time Series, Holt, Rinhart and Winston, 1977.

36 Institutul de statistica: Anuarul de statistica al României, anul 1993, Editura Academiei, 1994.


Repository Staff Only: item control page