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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.
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