Analytics Made Easy

Spider Financial Assets Management System

Home / Content / 2016

Intl-Passenger-TESMTH-PROBLEM-STATEMENT.png

Setup the minimization problem with the sum of squared errors as the utility function
Intl-Passenger-TESMTH-PLOT.png

International passengers' airline data with winter's triple exponential smoothing function (season length=12)
SALES-LESMTH-OPTIMAL-ALPHA-PLOT.png

Sum of squared errors plot for changing values of the smoothing factor, in an attempt t find optimal value
Intl-Passenger-LESMTH.png

International passengers' airline data with brown's linear exponential smoothing function
SALES-DESMTH-OPTIMAL-ALPHA-PLOT.png

Sum of squared errors plot for changing the smoothing and trend smooth factors, in an attempt t find optimal values
Intl-Passenger-DESMTH.png

International passenger's airline monthly data with Holt-winter's double exponential smoothing function
SALES-SESMTH-OPTIMAL-ALPHA-PLOT.png

plotting the sum of squared error for simple exponential fit using different smoothing factor value to find the optimal value
SALES-SESMTH-PLOT.png

sales monthly data with Brown's simple exponential smoothing (alpha=0.8)
Intl-Passenger-WMA-12.png

international passenger's airline monthly data with 12-month weighted moving average
SALES-WMA-4-PLOT.png

monthly sales data with 4-month moving average (more weights to recent observations)
SALES-MA-PLOT.png

monthly sales data with 4-month moving average (equal-weighted)
MA-1-PACF.png

PACF Plot for Simulated MA(1) Process
ARMA-1-1-ACF.png

ACF Plot for Simulated ARMA(1,1) Process
AR-2-ACF.png

ACF Plot For Simulated AR(2) Process
AR-1-ACF.png

ACF Plot For a Simulated AR(1) Process
MA-2-ACF.png

Autocorrelation Function Plot for Simulated MA(2) Process
MA-1-ACF.png

Autocorrelation Function Plot for Simulated MA(1) Process
ARIMA-Machine.png

A graphical representation of an ARIMA Excel process
System-view.png
IBM-RET-SQ-CORRELOGRAM-PLOT.png

IBM Squared Time Series ACF and PACF Plots
IBM-RET-SQ-CORRELOGRAM-TBL.png

IBM Returns Correlogram Analysis Table