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)).
Singh, Angad, "Finding Stationarity: Integer Vs Fractional Differentiation" (2021). Senior Independent Study Theses. Paper 9244.
Corporate Finance | Data Science | Ordinary Differential Equations and Applied Dynamics | Partial Differential Equations
Stationarity, Differentiation, Integer, Fractional
Bachelor of Arts
Senior Independent Study Thesis
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