1. Adelaide Research & Scholarship
  2. Theses
  3. Research Theses
Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/114245
Full metadata record
DC FieldValueLanguage
dc.contributor.advisorMetcalfe, Andrew Viggo-
dc.contributor.advisorGreen, David Anthony-
dc.contributor.authorMansor, Mohd Mahayaudin bin-
dc.date.issued2017-
dc.identifier.urihttp://hdl.handle.net/2440/114245-
dc.description.abstractA suite of seven statistics to detect directionality in time series is presented. Applications from various disciplines including business, environmental science, finance and medicine are considered. Models that allow for directionality are proposed, and methods of fitting these models are investigated. Time series models that incorporate directionality provide more precise prediction limits and more realistic simulations than the models that do not. Potential practical applications include: providing evidence to support physical interpretations; directionality trading rules for investment portfolio; prediction of unstable financial periods; and possible early warning of epileptic seizures.en
dc.subjectResearch by publicationen
dc.subjecttime seriesen
dc.subjectdirectionalityen
dc.subjectreversibilityen
dc.subjectthreshold autoregressiveen
dc.subjectpenalized least squaresen
dc.subjectpredictionen
dc.subjectforecastingen
dc.titleDirectionality in time series and its applicationsen
dc.typeThesesen
dc.contributor.schoolSchool of Mathematical Sciencesen
dc.provenanceThis electronic version is made publicly available by the University of Adelaide in accordance with its open access policy for student theses. Copyright in this thesis remains with the author. This thesis may incorporate third party material which has been used by the author pursuant to Fair Dealing exceptions. If you are the owner of any included third party copyright material you wish to be removed from this electronic version, please complete the take down form located at: http://www.adelaide.edu.au/legalsen
dc.description.dissertationThesis (Ph.D.) (Research by Publication) -- University of Adelaide, School of Mathematical Sciences, 2018en
Appears in Collections:Research Theses

Files in This Item:
File Description SizeFormat 
Mansor2018_PhD.pdf11.03 MBAdobe PDFView/Open
Show simple item record


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.