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Time series data analysis, if these four variaton are independent…
Time series data analysis
factors
time
values
analyais methods
traditional time series analysis(time series decomposition)
Decompose into four pattern(4 types of variation)
seasonal variation
cyclical variation
trend variation
error
model analysis method
AR model
MA model
ARiMA model
ARMA model
if these four variaton are independent ralationships
additive model - Y=T+S+C+E
if these four variaton are dependent ralationships
multiplicatiive model - Y=T x S x C x E