Identification of time series components using break for time series components (bftsc) and group for time series components (gftsc) techniques

Commonly in time series modelling, identifying the four time series components which are trend, seasonal, cyclical, and irregular is conducted manually using the time series plot. However, this manual identification approach requires tacit knowledge of the expert forecaster. Thus, an automated ident...

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Bibliographic Details
Main Author: Oloruntoba, Ajare Emmanuel
Format: Thesis
Language:eng
eng
Published: 2022
Subjects:
Online Access:https://etd.uum.edu.my/10211/1/s901903_01.pdf
https://etd.uum.edu.my/10211/2/s901903_02.pdf
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