by Moon-Tong Chan. / Thesis submitted in: December 1997. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1998. / Includes bibliographical references (leaves 123-124). / Abstract also in Chinese. / Chapter Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- The Data Set --- p.8 / Chapter Chapter 2 --- The Box-Jenkins Time Series Models --- p.15 / Chapter 2.1 --- The White-noise Process --- p.16 / Chapter 2.2 --- Stationarity of Time Series --- p.17 / Chapter 2.3 --- Differencing --- p.19 / Chapter 2.4 --- Seasonal ARIMA Models - SARIMA Models --- p.20 / Chapter 2.5 --- Intervention Models --- p.22 / Chapter 2.6 --- The Three Phases of ARMA Procedure --- p.24 / Chapter Chapter 3 --- Seasonal ARMA Models with Several Mean Levels --- p.38 / Chapter 3.1 --- Review of Linear Models --- p.40 / Chapter 3.1.1 --- Method of Weighted Least Squares --- p.41 / Chapter 3.2 --- The Proposed Model --- p.41 / Chapter 3.2.1 --- The Weightings --- p.43 / Chapter 3.2.2 --- Selection of Submodels --- p.45 / Chapter 3.2.3 --- Estimation of Model (3.4) --- p.46 / Chapter 3.3 --- Model Adequacy Checking --- p.55 / Chapter 3.3.1 --- Checking of Independence of Residuals --- p.56 / Chapter 3.3.2 --- Checking of Normality of Residuals --- p.58 / Chapter 3.4 --- Forecasting --- p.62 / Chapter Chapter 4 --- Comparison --- p.77 / Chapter 4.1 --- Similarities and Differences Between the Two Models --- p.78 / Chapter 4.2 --- Model Comparative Criterion --- p.81 / Chapter 4.2.1 --- Model Fitting Comparison --- p.82 / Chapter 4.2.2 --- Model Forecasting Comparison --- p.83 / Chapter 4.3 --- Conclusion --- p.90 / Chapter 4.4 --- Generation of Predicted Hourly Calls --- p.91 / Chapter 4.5 --- Extension --- p.92 / Appendix A --- p.97 / Appendix B --- p.105 / Appendix C --- p.122 / References --- p.123
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_322196 |
| Date | January 1998 |
| Contributors | Chan, Moon-Tong., Chinese University of Hong Kong Graduate School. Division of Statistics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, 124 leaves : ill. ; 30 cm. |
| Coverage | China, Hong Kong |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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