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IJSTR >> Volume 6 - Issue 2, February 2017 Edition



International Journal of Scientific & Technology Research  
International Journal of Scientific & Technology Research

Website: http://www.ijstr.org

ISSN 2277-8616



Probabilistic Framework For A Time Series

[Full Text]

 

AUTHOR(S)

Siddamsetty Upendra

 

KEYWORDS

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

 

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.

 

REFERENCES

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