Fourier Series Analysis Of Seasonal Time Series Data:- Okereke, Okorafor E.

Authors: OKEREKE, OKORAFOR EMMANUEL | Statistics Theses 91 pages 14,803 words

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ABSTRACT

This study considered foe application ofFourier Series Analysis (FSA) to seasonal time series data. The ultimate objective of foe work is to construct foe FSA model that can lead to reliable forecast. Specifically, the study evaluated data for foe assumptions oftime series analysis, applied the necessary transformation to data and fitted FSA models (Multiplicative and additive). A test based on spectral analysis was also applied with regard to each offoe models. The adequate model was then used to make forecast. In order to meet the aforementioned objectives ofstudy, the average monthly temperature data from National Root Crops Research Institute, Umudike were being used for analyses.

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