This work was carried out in the context of the dissertation "Automated approaches for the selection of the ARMA model order".
This repository is organized into three different folders.
- Dissertation code: All the code used for the dissertation.
- Freitas-Gouveia - Python: Python .ipynb with a function that, given a time series, returns the optimal ARMA model order via the Hyndman-Khandakar algorithm, the improved version of it, and a novel approach based on LSTMs.
- Freitas-Gouveia - R: R script that, given a time series, returns the optimal ARMA model order via the Hyndman-Khandakar algorithm, the improved version of it, and a novel approach based on LSTMs.
Contacts
Gonçalo Freitas, Author of the dissertation, goncalojfreitas@ua.pt
Sónia Gouveia, PhD Researcher, Supervisor of the dissertation, sonia.gouveia@ua.pt.