Universiti Teknologi Malaysia Institutional Repository

Time series behaviour of the number of Air Asia passengers: a distributional approach

Asrah, N. M. and Djauhari, M. A. (2013) Time series behaviour of the number of Air Asia passengers: a distributional approach. In: AIP Conference Proceedings.

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Official URL: http://dx.doi.org/10.1063/1.4823977

Abstract

The common practice to time series analysis is by fitting a model and then further analysis is conducted on the residuals. However, if we know the distributional behavior of time series, the analyses in model identification, parameter estimation, and model checking are more straightforward. In this paper, we show that the number of Air Asia passengers can be represented as a geometric Brownian motion process. Therefore, instead of using the standard approach in model fitting, we use an appropriate transformation to come up with a stationary, normally distributed and even independent time series. An example in forecasting the number of Air Asia passengers will be given to illustrate the advantages of the method.

Item Type:Conference or Workshop Item (Paper)
Uncontrolled Keywords:distribution approach
Subjects:Q Science
Divisions:Science
ID Code:51374
Deposited By: Haliza Zainal
Deposited On:27 Jan 2016 09:53
Last Modified:18 Sep 2017 09:50

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