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Probabilistic Framework For A Time Series

Journal: International Journal of Scientific & Technology Research (Vol.6, No. 2)

Publication Date:

Authors : ;

Page : 128-133

Keywords : Stationary process; non-stationary process; assumptions of stationarity; stochastic models for time series; Review of related Literature; Equations; Basic definitions and notations.;

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Abstract

This paper proposes probabilistic models of time series data in time series analysis. This accommodates models with a fitted drift and as time trend by defining the stationarity assumptions on time series to discriminate between stationarity and non-stationarity about a deterministic trend also defining the stochastic models for time series.

Last modified: 2017-06-11 22:59:11