A systematic framework for preparing and enhancing structured data sets for time series analysis
Name
931577898-MIT.pdf
Description
Full printable version
Size
31.64 MB
Format
Adobe PDF
Checksum (MD5)
8acb9d7be8548cea698bc07d462fc29e
Author(s)
Alvidrez, Carlos
Advisor(s)
Peter Kempthorne.
Date Issued
2015
Publisher
Massachusetts Institute of Technology
Abstract
This thesis proposes a framework to systematically prepare and enhance structured data for time series analysis. It suggests the production of intermediate derived calculations, which aid in the analysis and rationalization of variation over time, to enhance the consistency and the efficiency of data analysis. This thesis was developed with the cooperation of a major international financial firm. The use of their actual historical financial credit risk data sets significantly aided this work by providing genuine feedback, validating specific results, and confirming the usefulness of the method. While illustrated through the use of credit risk data sets, the methodology this thesis presents is designed to be applied easily and transparently to structured data sets used for time series analysis.
Description
Thesis: S.M. in Engineering and Management, Massachusetts Institute of Technology, Engineering Systems Division, System Design and Management Program, 2015.
Cataloged from PDF version of thesis.
Includes bibliographical references (pages 216-217).
Subjects
Engineering Systems Division.
System Design and Management Program.
MIT Department
System Design and Management Program.
Massachusetts Institute of Technology. Engineering Systems Division
Terms of Use
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