Dynamic Time Series Analysis Using Logistic Function
| dc.contributor.advisor | David A.Dickey, Committee Chair | en_US |
| dc.contributor.advisor | Sastry G. Pantula, Committee Member | en_US |
| dc.contributor.advisor | Bibhuti B. Bhattacharyya, Committee Member | en_US |
| dc.contributor.advisor | Matt Holt, Committee Member | en_US |
| dc.contributor.author | Hwang, SangPil | en_US |
| dc.date.accessioned | 2010-04-02T18:35:44Z | |
| dc.date.available | 2010-04-02T18:35:44Z | |
| dc.date.issued | 2004-08-08 | en_US |
| dc.degree.discipline | Statistics | en_US |
| dc.degree.level | dissertation | en_US |
| dc.degree.name | PhD | en_US |
| dc.description | North Carolina State University Theses Statistics.;North Carolina State University Statistics Theses. | |
| dc.description.abstract | This paper investigates a set of autoregressive time series models whose coefficients have the form of a logistic function. The transfer function type models give additional flexibility over the fixed coefficients models and include them as a special case. NLAR models with the AR(1) coefficient being a hyperbolic tangent function work well for modeling series which have asymmetric stochastic volatility or changing amplitude around 0 with a persistent autocorrelation and locally nonstationary behavior. | en_US |
| dc.format | Thesis (Ph.D.)--North Carolina State University. | |
| dc.identifier.other | etd-04272004-161352 | en_US |
| dc.identifier.uri | http://www.lib.ncsu.edu/resolver/1840.16/3753 | |
| dc.rights | I hereby certify that, if appropriate, I have obtained and attached hereto a written permission statement from the owner(s) of each third party copyrighted matter to be included in my thesis, dissertation, or project report, allowing distribution as specified below. I certify that the version I submitted is the same as that approved by my advisory committee. I hereby grant to NC State University or its agents the non-exclusive license to archive and make accessible, under the conditions specified below, my thesis, dissertation, or project report in whole or in part in all forms of media, now or hereafter known. I retain all other ownership rights to the copyright of the thesis, dissertation or project report. I also retain the right to use in future works (such as articles or books) all or part of this thesis, dissertation, or project report. | en_US |
| dc.subject | hyperbolic tangent function | en_US |
| dc.subject | nonlinear autoregressive model | en_US |
| dc.subject | logistic function | en_US |
| dc.title | Dynamic Time Series Analysis Using Logistic Function | en_US |
| dcterms.abstract | Keywords: hyperbolic tangent function, nonlinear autoregressive model, logistic function. | |
| dcterms.extent | ix, 213 pages : illustrations |
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