Page No.
Date.
MODULE-05
BesIs OE IIME SERIES ANAYSTs
ANDFORECASTING
>A TPne series Anolysis s a fmportort one -o onalyize he
data, P4 1s a Sequence of dota pairs collected oned r
vecorded at Specific ime gotes voln Seconds, Dqe, morl
year) 2ooute
1- A Dafly Temparortureoreo dBng fn the cityopx
[Link] Soleso doto o-fthe'conpony ar
The Compohents of TPresSeries'Anolysis
[Link]’A long term Pncreasedecreose the dota.
E*House price Qsuolly trends upus otds every deco des.
0. Seosonolty A periodic fletuaton that repeots over
a specifc period.
EKInoease Po?cei~cYeom 6oles în (Sumene.
3 Cycltc ’The long tesm flu ctuotoi Pflaenceby
the bus
ne6seconorn tc Cond i-tion
Ex Business Cycle coithYes1tions and qrowthfaces
Trregular ’A Rondomunpredic to ble vorioBons
Ex- Inpoct of hatuYO| disorders on production
Page No.
Dato.
Applicationsof Time Serlcs Anolysis
Fore caoing i predict future values
ExSoles pred tioO:
eoornaly Detection Tdenthfy abnoTMol pottern
Lxfoode detection 9 eD
Trend Anolysis, Idetfy Long tesn/ deMc lioed
2
Cotol on Montoring : Trock the devia-hions PoproLess
|Ex q40l?ty Control 149-0
Steps o TPrne Sesics Analysis
’Dota collecthonGother observo-tions over fhtime
’Doto cleanfng Hond le. nlssing volàe and fnconsistency
’visualizaHon ’plot +he data -for PilHal unoderstanding
DecomposiHon Spliting to rend and seasonolity
’ Modeltng’ Apply Ppproprote nodel:
Volidarhion E Fore cosHoqTest the model accuracy and pre
dict the future doto
Seosnol Index ’I+ PS Used to measure how mch a pohiculoY
pelod. defer4o frorm overal avcrage,
Seasnol Iodesk = Averaqc of qUQrteYS x/0o
Grond Averoge
Metbod f Moring Averoqe
Page No.
Date.
9-year moving 3-yeg* moYÍng
Y Cor volues
totol Averoge
hot3r
t2
a2+a3 +ay Q2+ag +ay
t3
ag+aH +a s ag+aH +asn
3
Calculote H-yea moving Averoge -for the follocoing dota
2008
Year
201| 20022o03
-03-O4
200H 200s 2006 200+
Droductio Ho HS HO H2. H6 52
’ y ea production H- yeor moving
Va200l-02HD
oti2002-O3
2003-OH HO ba H5t4Q+2t46 H3:2s
2004 -0S 42lsbo toorga [Link]
9YC br2005-06 HO+ H2t+ Gt6.245}obilo
2006 - 0 t 52
2004-o8 56 H2+4 6+52+S6 = 49
swsooa 2008 O95165n
00r H6+52t56tol53"[Link]
Compter5eo Ycar, q-yeo Y for+he folNOINg d¡to
59013v
year 1990 1991|1992||q92 1994996 199Gq93 qgs 994200
6 12 16 18 20 22
valu2
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Date.
yeas volves5-yeas movin
+9 avesoge 9-yeaT ot mOving
|990 Averoge AverQqe
2+4t6+8t |0 +t6t8+lo +i249+Ht6t8+o+ 124IH4l6+3
=8
)992 4+6+8+10+i2
1993 4+6+8+1o+12tI4 +1d
=8
=0o
1994 Jo 6+8+io+|2+14 4+6tetio+12-+i4+16+I8+20
1995 12
9
6+8+o+ 12+|y+16t18 l
1996
=l2
1998 6+8tio+(2+14ti6tit20422
1999 20
22 12+14ti6-+i8+20
to +12414+1648+2022
i4+i6+1B420+2
, Cornpute H-yeat, 6- yeot & 8- Year movinq overoge -for-the
folouoirq dota
year Values
Soo5
2009
18
20
2 2
2013 20
28
80
apo
S4i1ol-d
y eors volue Htyeqr noing Ayerdge 6y ep norin veraqe 8-year mvihg Areroqe
chuliratà oRtali+
lotIk IHt 6t 8+ko2+24
Qoos 0,
2+14t16-+78 1s 12+|4H +16+l8-20t22 121H+|6ti&+20+2t24420
6
1895
6 11
o8 H+1l6 8+Qot22+24
2009 0 |H4 l6 tl8+ 2ot22+24+20+18
9o0 20
6+820t22
I6+6-+2d+22 -+2 4+20 20
22 L8+lo+22+2H #
le+ 18+20+2+242ot28t30=
H
o + 2 24+20 |6+20 t22+2420t28
2018 20 22
H oit34 2
2014 28 22+H+20+28
20+22 -+2 4tt2b+2880
20 t5 G24
30
-22t2e426-+HBo 5s Date. PNaog.e
H
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Date.
2Find the Seo Sngl Pnd
esc when quOrter
Gvond Averogc i5.8 over oge O38 ¬
Seasrol Index = quomter Averoge xbo
Grond overa9e
=38
Qa Find the Seasnol inde when quote overGe 82E Grod
Qcallotethe Seasnal iodices from thc follooinq dato,
|sing the AveYaqe fYOm tha folbwlng clota vsing the Averaçe
method
Year I-4
Q009 72
+8
T6
68
+2 fo
Page No.
Dato.
Quorter Average
Averoqe = 2+ T8+ 4t 6+2 =
IST quorter
368+T44 Lo+4+72 l
Sd quorter Averog
3rd quorter Averoqe= 62+78+#2 444+40 E TI·2
4th quarter AverOqc =+6t42+6+2 t68= T2-8
S
ST+F8+H442+6+68TA+*o +*y +#2+62+78+12+74440+76+724
=|Hs0
Total AverageCqro nd avevoqc) l4sO To-s
|Calculote eoch quorter Segsn¡l Podex’ quartr Averoqe
otobataoHc Givand AverOqe
TST quoster Seasnal Indec = TH4x LO0 [02:68
F9-5
ond quorter Seo Snol Index #|G xLoo = 48#50
POO
quorter Seasnol lndexx = 2xoo = 98206
Hth quorter Sea snol tn de #9-8 xlo0 = l00H)3
Page No.
Date.
Thefolloulng toble ShowwS +he quorterly
Sole S Hqure ot
ABC Cormpony over the LGSt
veyerS Colculote +he
Seosnal indec for each
method
quortely usinq Sinqle overOge
year
I TIT
9008
8"5
3l o3D5381H2
Jo10 3-3
3-5
quarter Averoqe
ISt quorter Averoqc = l +)-+ +-5+8-*t 9 = Q52
S
and quortcr Averoqe = 8+3") t8-3 t9:5t86 =3"& 6
= 85+8"8 o+H3++-s = H"o2/
grd quorter Averoge
t -8+3-l +8"3-t35
=.|to + -5 t . t 9
SYond Averogc
Page No.
Date.
ISt quorter Seosoal ndex = Q5Qx0:5eh
3-54
bot
d quorter Seasnol pde = 8"26
3"26 IO0= 9r316
3rd quorter SeaSnal indes =
3.57,
o dex HHe
HH8 s100 =A549
Hth quorter Seasnol
br