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Estimation of models and cycles in time series applying fractal geometry
dc.contributor.author | Rojas Suárez, Jhan Piero | |
dc.contributor.author | GALLARDO PÉREZ, HENRY DE JESÚS | |
dc.contributor.author | Gallardo Pérez, Oscar Alberto | |
dc.date.accessioned | 2021-11-20T17:05:35Z | |
dc.date.available | 2021-11-20T17:05:35Z | |
dc.date.issued | 2019-09-30 | |
dc.identifier.uri | http://repositorio.ufps.edu.co/handle/ufps/1176 | |
dc.description.abstract | A time series, also called a time series or chronological series, consists of a set of data, coming from realizations of a random variable that are observed successively in time. Its analysis involves the use of statistical methods to adjust models to explain their behavior and make reliable forecasts. In this article integrated autoregressive models of moving average are adjusted to the studied series, complemented with specific methods of fractal geometry as support for the detection of the existence of random cycles in the series. The present investigation implies the realization of simulations, in a first phase and, later, the analysis of temporal series of economic and social variables of the country and the region. | eng |
dc.format.mimetype | application/pdf | spa |
dc.language.iso | eng | spa |
dc.publisher | Journal of Physics: Conference Series | spa |
dc.relation.ispartof | Journal of Physics: Conference Series | |
dc.rights | Content from this work may be used under the terms of the Creative Commons Attribution 3.0 licence. Any further distribution of this work must maintain attribution to the author(s) and the title of the work, journal citation and DOI. Published under licence by IOP Publishing Ltd | eng |
dc.source | https://iopscience.iop.org/article/10.1088/1742-6596/1329/1/012018/meta | spa |
dc.title | Estimation of models and cycles in time series applying fractal geometry | eng |
dc.type | Artículo de revista | spa |
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dc.identifier.doi | 10.1088/1742-6596/1329/1/012018 | |
dc.publisher.place | Londres, Inglaterra | spa |
dc.relation.citationedition | Vol.1329 No.1.(2019) | spa |
dc.relation.citationendpage | 7 | spa |
dc.relation.citationissue | 1 (2019) | spa |
dc.relation.citationstartpage | 1 | spa |
dc.relation.citationvolume | 1329 | spa |
dc.relation.cites | Pérez, H. G., Pérez, O. G., & Suárez, J. R. (2019, September). Estimation of models and cycles in time series applying fractal geometry. In Journal of Physics: Conference Series (Vol. 1329, No. 1, p. 012018). IOP Publishing. | |
dc.relation.ispartofjournal | Journal of Physics: Conference Series | spa |
dc.rights.accessrights | info:eu-repo/semantics/openAccess | spa |
dc.rights.creativecommons | Atribución 4.0 Internacional (CC BY 4.0) | spa |
dc.type.coar | http://purl.org/coar/resource_type/c_6501 | spa |
dc.type.content | Text | spa |
dc.type.driver | info:eu-repo/semantics/article | spa |
dc.type.redcol | http://purl.org/redcol/resource_type/ART | spa |
oaire.accessrights | http://purl.org/coar/access_right/c_abf2 | spa |
oaire.version | http://purl.org/coar/version/c_970fb48d4fbd8a85 | spa |
dc.type.version | info:eu-repo/semantics/publishedVersion | spa |
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