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Packet 10 Concept Map

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Olivia Barnard Kaleigh Brauns Carolyn Davin Sarah Herber
Kaleigh Brauns
Mapa Mental por Kaleigh Brauns, actualizado hace más de 1 año
Kaleigh Brauns
Creado por Kaleigh Brauns hace casi 7 años
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Packet 10 Concept Map
  1. Time Series
    1. Goal: Generalize the linear regression model to account for dependence of observation
      1. ex: consumer price index, temperatures, product consumption
        1. Secular trend, cyclical fluctuation, seasonal variation, residual effect
        2. Construction of time series
          1. 1. E(Yt). 2. Rt 3. Yt = E(Yt) + Rt
            1. If evidence of autocorrelation, use a model with...
          2. Forecasting
            1. Smoothing Techniques
              1. Goal: Identify secular trends apart from random fluctuations
                1. Moving Averages
                  1. Exponential Smoothing
                  2. Accuracy
                    1. MAPE (mean absolute percentage error)
                      1. MAD (mean absolute deviation
                        1. RMSE (root mean squared error)
                        2. Regression Approach
                          1. Multilinear regression model with no cyclical component
                          2. Forecasting with time series autoregressive models
                            1. Forecasting limits
                              1. One step
                                1. Two Step
                                  1. M step
                                2. Autocorrelation
                                  1. Goal: to correlate time series residuals at different points in time
                                    1. Properties
                                      1. Tends to be positive
                                        1. Diminishes over time
                                          1. First order autoregressive error model
                                        2. Autoregressive error

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