Module 8 : The Analysis Of Time Series

Conclusions II
  • Time series decomposition
    - Components (Trend, seasonal, cycle & random)
    - Deseasonalization
    - Re-construction of the time series

  • Three illustrative examples of decomposition

  • Use of Auto-correlations to identify the kind of time series
    - Random
    - Trend
    - Seasonality
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Prof.S.G.Deshmukh & Prof.Arun Kanda