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Techniques of Time Series Modeling in Complex Systems

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Proceedings of Sixth International Congress on Information and Communication Technology

Part of the book series: Lecture Notes in Networks and Systems ((LNNS,volume 235))

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Abstract

The autoregressive moving average (ARMA) and the autoregressive integrated moving average (ARIMA) are important techniques for time point analysis. An ARMA is a stationary model and by taking a series of differences, it is necessary to apply it to stationarity. Data can be classified as serially correlated using three basic criteria: mean, variance and covariance. Detrending is a strategy of removing the trending components from the time series. Detrending data may be used to see subtrends when the data shows an overall increase. Differencing, SARIMA, Croston’s intermittent demand forecasting approach and bagging are other statistical methods developed by unstable decision rules to improve the accuracy of forecasts. Time point forecasting is abbreviated as ETS models or exponential smoothing state-space models considering error, trend and seasonality. Here we try to address time point analysis techniques and parameters in complex systems.

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Author information

Authors and Affiliations

  1. School of Medicine, Genetics Department, Yale University, New Haven, CT, USA

    Shrikant Pawar

  2. College of Public Health, The University of Iowa, Iowa City, Iowa, USA

    Aditya Stanam

Authors
  1. Shrikant Pawar
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  2. Aditya Stanam
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Corresponding author

Correspondence to Shrikant Pawar .

Editor information

Editors and Affiliations

  1. Middlesex University, London, UK

    Xin-She Yang

  2. University of Reading, Reading, UK

    Simon Sherratt

  3. JIS University, Kolkata, India

    Nilanjan Dey

  4. Global Knowledge Research Foundation, Ahmedabad, India

    Amit Joshi

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© 2022 The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.

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Pawar, S., Stanam, A. (2022). Techniques of Time Series Modeling in Complex Systems. In: Yang, XS., Sherratt, S., Dey, N., Joshi, A. (eds) Proceedings of Sixth International Congress on Information and Communication Technology. Lecture Notes in Networks and Systems, vol 235. Springer, Singapore. https://doi.org/10.1007/978-981-16-2377-6_1

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