Prediction of physical and chemical qualities of crude-oil using statistical time series analysis

2001 ◽  
Vol 369 (7-8) ◽  
pp. 704-708
Author(s):  
B. Dębska ◽  
Grzegorz Iwaszek
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Crude Oil ◽  
Series Analysis ◽  
Statistical Time ◽  
Physical And Chemical

scholarly journals Impact of Crude Prices on Retail Prices – A Time Series Analysis

2019 ◽  
Vol 8 (2S7) ◽  
pp. 606-612
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Crude Oil ◽  
Energy Demand ◽  
Multivariate Time Series ◽  
Secondary Data ◽  
Series Analysis ◽  
Long Run ◽  
The Uk ◽  
The Impact

The UK has emerged as one of the largest producers of petroleum in the world. A significant amount of petroleum is used for fulfilling the energy demand within the country. However, the country witnessed a different trend from 2015. This is mainly due to the increase in imports of petroleum in order to meet domestic needs. To this, there is a need to identify the impact of changes exist in petrol and crude oil prices in the UK. In this context, the researcher has undertaken primary research to derive conclusions which are case specific and can comply with the research aim. The study used secondary data for the year 2015-2018 and conducted multivariate time series analysis. A series of tests including unit root, ARIMA, and co-integration tests were used to derive the results. The study found that there was an asymmetric relationship between the movements of prices of crude oil with respect to retail fuel prices in the long run. However, the study is not without limitations which are represented at the end of the study following with its future scope

Soft Computing Based Statistical Time Series Analysis, Characterization of Chaos Theory, and Theory of Fractals

2013 ◽  
pp. 30-61 ◽  
Author(s):  
Mofazzal H. Khondekar ◽  
Dipendra N. Ghosh ◽  
Koushik Ghosh ◽  
Anup Kumar Bhattacharya
Keyword(s):  
Time Series ◽  
Fractal Dimension ◽  
Time Series Analysis ◽  
Soft Computing ◽  
Chaos Theory ◽  
Filter Design ◽  
Theoretical Perspective ◽  
Series Analysis ◽  
Statistical Time

The present work is an attempt to analyze the various researches already carried out from the theoretical perspective in the field of soft computing based time series analysis, characterization of chaos, and theory of fractals. Emphasis has been given in the analysis on soft computing based study in prediction, data compression, explanatory analysis, signal processing, filter design, tracing chaotic behaviour, and estimation of fractal dimension of time series. The present work is a study as a whole revealing the effectiveness as well as the shortcomings of the various techniques adapted in this regard.

Applied Statistical Time Series Analysis

Technometrics ◽  
1990 ◽  
Vol 32 (3) ◽  
pp. 353-354
Author(s):  
Michael A. Wincek
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Series Analysis ◽  
Statistical Time

Applied Statistical Time Series Analysis.

1990 ◽  
Vol 85 (409) ◽  
pp. 258
Author(s):  
William W. S. Wei ◽  
Robert H. Shumway
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Series Analysis ◽  
Statistical Time

scholarly journals Time series analysis of persistence in crude oil price volatility across bull and bear regimes

Energy ◽  
2016 ◽  
Vol 109 ◽  
pp. 29-37 ◽  
Author(s):  
Luis A. Gil-Alana ◽  
Rangan Gupta ◽  
Olusanya E. Olubusoye ◽  
OlaOluwa S. Yaya
Keyword(s):  
Time Series ◽  
Time Series Analysis ◽  
Crude Oil ◽  
Price Volatility ◽  
Oil Price ◽  
Crude Oil Price ◽  
Series Analysis ◽  
Oil Price Volatility
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