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A systematic framework for preparing and enhancing structured data sets for time series analysis

Author(s)
Alvidrez, Carlos
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Other Contributors
System Design and Management Program.
Advisor
Peter Kempthorne.
Terms of use
M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. http://dspace.mit.edu/handle/1721.1/7582
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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).
 
Date issued
2015
URI
http://hdl.handle.net/1721.1/100367
Department
System Design and Management Program.; Massachusetts Institute of Technology. Engineering Systems Division
Publisher
Massachusetts Institute of Technology
Keywords
Engineering Systems Division., System Design and Management Program.

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