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Quality quandaries: Box-cox transformations and time series modeling - Part I
Isenberg School of Management, University of Massachusetts Amherst, Eugene M. Isenberg School of Management, University of Massachusetts Amherst.
Department of Informatics and Mathematical Modelling, Technical University of Denmark.ORCID iD: 0000-0003-4222-9631
2008 (English)In: Quality Engineering, ISSN 0898-2112, E-ISSN 1532-4222, Vol. 20, no 3, p. 376-388Article in journal (Refereed) Published
Abstract [en]

A demonstration in determining a Box-Cox transformation in the context of seasonal time series modeling has been provided. The first step is postulating a general class of statistical models and transformations, identifying a transformation and a model to be tentatively entertained, estimating parameters in tentatively entertained and fitted model, then checking the transformation and so on. Starting this iterative process a number of graphical methods are typically applied. Graphical determination of appropriate transformation may include log transformation and use of range-mean chart. Proceeding this step is identification of an appropriate ARIMA time series model. The Box-Cox transformation family of transformations is continuous in λ and contains the log transformation as a special case. It does have repeated model fittings but can be done relatively quick with standard time series software.

Place, publisher, year, edition, pages
2008. Vol. 20, no 3, p. 376-388
National Category
Reliability and Maintenance
Research subject
Quality Technology and Management
Identifiers
URN: urn:nbn:se:ltu:diva-13265DOI: 10.1080/08982110802151375Local ID: c767320e-ab2e-431b-9362-5ee312729259OAI: oai:DiVA.org:ltu-13265DiVA, id: diva2:986217
Note
Upprättat; 2008; 20150527 (andbra)Available from: 2016-09-29 Created: 2016-09-29 Last updated: 2018-03-16Bibliographically approved

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Kulahci, Murat

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