Analysis of Simulated Data on the Base of ARIMA Methodology with the Help of MATLAB Programming Software

Yazarlar

  • Davit DATUASHVILI PhD Faculty of Computer Technologies and Engineering
  • Zurab DARAKHVELIDZE International Black Sea University

DOI:

https://doi.org/10.31578/jtst.v5i2.102

Anahtar Kelimeler:

ARIMA ( )- Autocorrelation Function (ACF)- Partial Autocorrelation Function (PACF)- Residual Plot.

Özet

Present study gives analysis of real time series concerning the simulated data with the help of ARIMA methodology. Using special mathematical tools, autocorrelation and partial autocorrelation functions, relevant model of ARIMA with the corresponding parameters has been chosen and estimated using special programming language MATLAB. All corresponding analysis and results have been presented in the study.

Yazar Biyografileri

Davit DATUASHVILI, PhD Faculty of Computer Technologies and Engineering

International Black Sea University

Zurab DARAKHVELIDZE, International Black Sea University

Faculty of Business Management

İndir

Yayınlanmış

03-02-2017

Sayı

Cilt 5 Sayı 2 (2016)

Bölüm

Articles