| Author | Chandrabalan, Kanagasabai |
| Call Number | AIT SSPR no.CA-81-1 |
| Subject(s) | Time-series analysis--Computer programs
|
| Note | A special study submitted in partial fulfillment of the requirements of the degree of Master of Engineering |
| Publisher | Asian Institute of Technology |
| Abstract | This study is concerned with tuilding a suitable autoregresSive— moving average model, which posseSSes the maximum singlicity and the minimum number cf parameters consonant With representational adequacy, rcr discrete time series. An attempt is made in this study to consider the order or an autoregreSSive—moving average model selected to reprESent ; set of data, determined by some important methods. USing simulated data from several useful models, it is found that the modified portmanteau statistic is least sensitive with regard to model misspecification while the Akaike Internaticn Criterion (AIC) and mcoifieo Akaike information Criterion (51C) give nearly the same results in most cases. Ozaki,s minimum criteria (01C) always gives the same result as AIC. Annual streamflow SEQUence can be modeled by low order autoregressive processes. |
| Year | 1981 |
| Type | Special Study Project Report (SSPR) |
| School | School of Engineering and Technology (SET) |
| Department | Department of Information and Communications Technologies (DICT) |
| Academic Program/FoS | Computer Application (CA) |
| Chairperson(s) | Huynh Ngoc Phien; |
| Examination Committee(s) | Hosking, Roger J. ;Boonserm Weesakul; |
| Scholarship Donor(s) | Government of Norway; |
| Degree | Special Studies Project Report (M. Eng.) - Asian Institute of Technology, 1981 |