Obiective ale analizei trendurilor seriilor de timp discrete

Stefanescu, Răzvan and Dumitriu, Ramona (2019): Obiective ale analizei trendurilor seriilor de timp discrete.

Abstract

This paper approaches some main objectives of the analysis of trends in discrete time series. A major aspect of this analysis is to identify a mathematical model that describes the persistent long-term movement of the studied variable. The model could reveal some important characteristics of the long-term time series pattern. It may also be useful for predicting the time series future values. Another important aspect of a trend analysis is to detect the significant changes that occurred (or that could occur in the future) in the long-term pattern of a variable.

• Item Type: MPRA Paper
• English Title: Objectives of the analysis of trends in discrete time series
• Language: Romanian
• Keywords: Discrete Time Series, Types of Trends, Prediction
• Subjects: C - Mathematical and Quantitative Methods > C0 - General > C00 - General; C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C20 - General; C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C22 - Time-Series Models ; Dynamic Quantile Regressions ; Dynamic Treatment Effect Models ; Diffusion Processes

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