2014
DOI: 10.1080/10800379.2014.12097260
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The Prominence of Stationarity in Time Series Forecasting

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Cited by 24 publications
(10 citation statements)
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“…Before modelling the data, it is necessary to check its stationarity. Van Greunen, Heymans, van Heerden, and van Vuuren (2014) claim that the capacity to render a time series to the correct form of stationarity can lead to false results, while the inability to render a time series to the correct form of stationarity can lead to erroneous results. The statistical features of a process that generates a time series do not vary over time, which is known as stationarity.…”
Section: Proposed Methodologymentioning
confidence: 99%
“…Before modelling the data, it is necessary to check its stationarity. Van Greunen, Heymans, van Heerden, and van Vuuren (2014) claim that the capacity to render a time series to the correct form of stationarity can lead to false results, while the inability to render a time series to the correct form of stationarity can lead to erroneous results. The statistical features of a process that generates a time series do not vary over time, which is known as stationarity.…”
Section: Proposed Methodologymentioning
confidence: 99%
“…In order to apply time series forecasting, stationarity of the time series is required. So to check stationarity of the time series, Augmented Dickey-Fuller test (ADF Test), a common statistical method is performed [ 26 , 27 ], which is one of the most widely used statistical measures when it comes to the study of the stationary sequence. The ADF test results reveal that the dataset for daily confirmed cases and total confirmed cases are non-stationary.…”
Section: Methodsmentioning
confidence: 99%
“…This implies in particular that a time series has constant mean and variance over time. More detailed definitions about stationarity and its importance in forecasting has been discussed in [van Greunen et al, 2014].…”
Section: Stationaritymentioning
confidence: 99%