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Citation link: http://nbn-resolving.de/urn:nbn:de:gbv:46-diss000110385
00011038.pdf
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Zeitreihenzerlegung mittels des mehrkomponentigen Verallgemeinerten Berliner Verfahrens


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Other Titles: Time series analysis using the multi-component Generalized Berlin Method
Authors: Michel, Olaf 
Supervisor: Pigeot-Kübler, Iris
1. Expert: Hebbel, Hartmut 
Abstract: 
The subject of this thesis is the multi-component Generalized Berlin Method (mehrkomponentiges Verallgemeinertes Berliner Verfahren, VBV), a method oftime series analysis, with approximates a given time series through the approximation of its influence components based on differential splines.After a detailed introduction to VBV, including, in particular, differential splines, its efficiency as well as some of its applications will be discussed.Moreover, the investigation of the smoothing parameters is carried out by means of (generalized) cross-validation. Last but not least, the best linear unbiased prediction (BLUP) in case of VBV is analyzed.
Keywords: Generalized Berlin Method, time series analysis, differential-splines, generalized cross-validation
Issue Date: 17-Jun-2008
Type: Dissertation
URN: urn:nbn:de:gbv:46-diss000110385
Institution: Universität Bremen 
Faculty: FB3 Mathematik/Informatik 
Appears in Collections:Dissertationen

  

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