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Arts & Sciences Electronic Theses and Dissertations
Extreme Value Theory, Higher Order Autocumulants, m out n Bootstrap, Polyspectra, Quadratic Forecast, Social Media Data Analysis
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Contribution To Data Science: Time Series, Uncertainty Quantification And Applications, Dhrubajyoti Ghosh
Contribution To Data Science: Time Series, Uncertainty Quantification And Applications, Dhrubajyoti Ghosh
Arts & Sciences Electronic Theses and Dissertations
Time series analysis is an essential tool in modern world statistical analysis, with a myriad of real data problems having temporal components that need to be studied to gain a better understanding of the temporal dependence structure in the data. For example, in the stock market, it is of significant importance to identify the ups and downs of the stock prices, for which time series analysis is crucial. Most of the existing literature on time series deals with linear time series, or with Gaussianity assumption. However, there are multiple instances where the time series shows nonlinear trends, or when the …
Contribution To Data Science: Time Series, Uncertainty Quantification And Applications, Dhrubajyoti Ghosh
Contribution To Data Science: Time Series, Uncertainty Quantification And Applications, Dhrubajyoti Ghosh
Arts & Sciences Electronic Theses and Dissertations
Time series analysis is an essential tool in modern world statistical analysis, with a myriad of real data problems having temporal components that need to be studied to gain a better understanding of the temporal dependence structure in the data. For example, in the stock market, it is of significant importance to identify the ups and downs of the stock prices, for which time series analysis is crucial. Most of the existing literature on time series deals with linear time series, or with Gaussianity assumption. However, there are multiple instances where the time series shows nonlinear trends, or when the …