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Flow

This document discusses techniques for processing time series data including Markov chains, Box-Jenkins modeling, and exponential smoothing. It examines whether the data exhibits long-term correlation or is ergodic to determine the appropriate modeling approach before using the technique to forecast future values and produce a result.

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Rochmat Herdiansyah
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22 views1 page

Flow

This document discusses techniques for processing time series data including Markov chains, Box-Jenkins modeling, and exponential smoothing. It examines whether the data exhibits long-term correlation or is ergodic to determine the appropriate modeling approach before using the technique to forecast future values and produce a result.

Uploaded by

Rochmat Herdiansyah
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Start

Data identification

Processing of
Time Series data

B
A

Markov Chain Box – Jenkins Exponential


Smoothing

Transition Matrix

Long Term
Ergodic ? Resampling
data?

Long term Forecast


Correlation
probability

Forecast

Result

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