Thesis (Ph. D.)--York University, 2001. Graduate Programme in Statistics. / Typescript. Includes bibliographical references (leaves 96-103). Also available on the Internet. MODE OF ACCESS via web browser by entering the following URL: http://wwwlib.umi.com/cr/yorku/fullcit?pNQ66371.

Thesis (Ph. D.)--Ohio State University, 2005. / Title from first page of PDF file. Includes bibliographical references (p. 263-266).

The quality and the defectiveness of production are important factors in all sectors of engineering industry. On their improve there are a lot of effective tools, descriptive statistics is one of them. Descriptive statistic has many applicable tools but this work primarily focuses on desription of production using time series plot, testing of statistical hypothesis, testing of mutual dependencies of particular defects and control diagrams drawing. It is about a project that connects practice with theory.

In thesis within Industrial Economics and Applied Mathematics in cooperation with Svenska Handelsbanken given transformations was examined in order to assess their ability to make a given time series stationary. In addition, a parameter α belonging to each of the transformation formulas was to be decided. To do this an extensive study of previous research was conducted and two different tests of hypothesis where obtained to confirm output. A result was concluded where a value or interval for α was chosen for each transformation. Moreover, the first difference transformation is proven to have a positive effect on stationarity of financial data. / Det här kandidatexamensarbetet inom Industriell Ekonomi och tillämpad matematik i samarbete med Handelsbanken undersöker givna transformationer för att bedöma deras förmåga att göra givna tidsserier stationära. Dessutom skulle en parameter α tillhörande varje transformations formel bestämmas. För att göra detta utfördes en omfattande studie av tidigare forskning och två olika hypotestester gjordes för att bekräfta output. Ett resultat sammanställdes där ett värde eller ett intervall för α valdes till varje transformation. Dessutom visade det sig att "first difference" transformationen är bra för stationäritet av finansiell data.