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dc.contributor.advisorPeter Kempthorne.en_US
dc.contributor.authorAlvidrez, Carlosen_US
dc.contributor.otherSystem Design and Management Program.en_US
dc.date.accessioned2015-12-16T16:34:39Z
dc.date.available2015-12-16T16:34:39Z
dc.date.copyright2015en_US
dc.date.issued2015en_US
dc.identifier.urihttp://hdl.handle.net/1721.1/100367
dc.descriptionThesis: S.M. in Engineering and Management, Massachusetts Institute of Technology, Engineering Systems Division, System Design and Management Program, 2015.en_US
dc.descriptionCataloged from PDF version of thesis.en_US
dc.descriptionIncludes bibliographical references (pages 216-217).en_US
dc.description.abstractThis 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.en_US
dc.description.statementofresponsibilityby Carlos Alvidrez.en_US
dc.format.extent217 pagesen_US
dc.language.isoengen_US
dc.publisherMassachusetts Institute of Technologyen_US
dc.rightsM.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.en_US
dc.rights.urihttp://dspace.mit.edu/handle/1721.1/7582en_US
dc.subjectEngineering Systems Division.en_US
dc.subjectSystem Design and Management Program.en_US
dc.titleA systematic framework for preparing and enhancing structured data sets for time series analysisen_US
dc.typeThesisen_US
dc.description.degreeS.M. in Engineering and Managementen_US
dc.contributor.departmentSystem Design and Management Program.en_US
dc.contributor.departmentMassachusetts Institute of Technology. Engineering Systems Division
dc.identifier.oclc931577898en_US


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