scholarly journals Cowles commission structural equation approach in light of nonstationary time series analysis

2006 ◽  
pp. 173-192 ◽  
Author(s):  
Cheng Hsiao
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Structural Equation ◽  
Nonstationary Time Series ◽  
Equation Approach ◽  
Series Analysis ◽  
Cowles Commission

scholarly journals From time series analysis to a modified ordinary differential equation

2018 ◽  
Vol 12 (2) ◽  
pp. 85-90
Author(s):  
Meiyu Xue ◽  
Choi-Hong Lai
Keyword(s):  
Differential Equation ◽  
Ordinary Differential Equation ◽  
Time Series ◽  
Time Series Analysis ◽  
Stock Prices ◽  
Time Frame ◽  
Equation Approach ◽  
Advantages And Disadvantages ◽  
Series Analysis ◽  
Bank Stock

In understanding Big Data, people are interested to obtain the trend and dynamics of a given set of temporal data, which in turn can be used to predict possible futures. This paper examines a time series analysis method and an ordinary differential equation approach in modeling the price movements of petroleum price and of three different bank stock prices over a time frame of three years. Computational tests consist of a range of data fitting models in order to understand the advantages and disadvantages of these two approaches. A modified ordinary differential equation model, with different forms of polynomials and periodic functions, is proposed. Numerical tests demonstrated the advantage of the modified ordinary differential equation approach. Computational properties of the modified ordinary differential equation are studied.

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