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Bagadi, R. (2017). An Important Note For Achieving Improved Time Series Analysis. PHILICA.COM Observation number 164.

ISSN 1751-3030  
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An Important Note For Achieving Improved Time Series Analysis

Ramesh Chandra Bagadiunconfirmed user (Physics, Engineering Mechanics, Civil & Environmental Engineering, University of Wisconsin)

Published in matho.philica.com

Observation
If we take the Inner Product of the Normalized Deviates (with respect to the mean) of the X(k) and X(t-k) , (for all k or k of concern) and use this {as the Normalized Covariance [1] of the Normalized Deviates of the X(k) and X(t-k) } in place of the Correlation Coefficient for computing the ACF and PACF etc., in the Time Series Analysis, the results would be better.

References
References

1. Bagadi, R. (2017). Normalized Covariance. ISSN 1751-3030. PHILICA.COM Article number 977.
http://www.philica.com/display_article.php?article_id=977

Information about this Observation
This Observation has not yet been peer-reviewed
This Observation was published on 20th April, 2017 at 10:03:27 and has been viewed 586 times.

Creative Commons License
This work is licensed under a Creative Commons Attribution 2.5 License.
The full citation for this Observation is:
Bagadi, R. (2017). An Important Note For Achieving Improved Time Series Analysis. PHILICA.COM Observation number 164.


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