Finding Stationarity: Integer Vs Fractional Differentiation

Authors

Angad Singh, The College of WoosterFollow

Abstract

In time series data-sets, stationarity is a necessary condition, the presence of a unit root(i.e non-stationarity) showcases that in the series there exists a pattern that is unpredictable. Thereby causing problems when exploratory data analysis using machine learning algorithms is applied. To account for these issues, individuals opt to differentiate to a data-set. Though differentiation causing a significant memory loss, which furthermore may lead to inaccurate analysis. The topic of this study is to compare integer differentiation and fractional differentiation (i.e. differentiating within the range of (0,1)).

Advisor

Long, Colby

Department

Mathematics

Recommended Citation

Singh, Angad, "Finding Stationarity: Integer Vs Fractional Differentiation" (2021). Senior Independent Study Theses. Paper 9244.
https://openworks.wooster.edu/independentstudy/9244

Disciplines

Corporate Finance | Data Science | Ordinary Differential Equations and Applied Dynamics | Partial Differential Equations

Keywords

Stationarity, Differentiation, Integer, Fractional

Publication Date

2021

Degree Granted

Bachelor of Arts

Document Type

Senior Independent Study Thesis