December 2018
Intermediate to advanced
394 pages
10h 26m
English
Content preview from Keras 2.x Projects
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Estimation of the trend component
Estimation of the trend component can occur in two different modes, depending on the linear/nonlinear characteristic. If the series trend is linear or linearizable in the parameters through a logarithmic transformation, then these trends can be estimated through the procedures derived from linear regression. We can hypothesize a polynomial trend that can be represented by the following equation:
In this formula, q represents the degree of the polynomial.
Depending on the value assumed by q, the following cases can be represented:
|
q |
Cases |
|
0 |
A constant trend is obtained. |
|
1 |
We obtain ... |
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