Klasik Kanada Lynx Verileri İçin Önceden Bulunmuş Zaman Serisi Modellerinin K-Means Küme Yöntemi ve BDS Testi ile İncelenmesi

Abstract

Canadian lynx data are widely used and modeled in the literature. Although many different models have been made so far, no model-based classification studies have been carried out in terms of residuals to investigate the similarities or differences between these models. This study reviewed previously obtained models for the Canadian lynx time series. The starting point of the current study is residuals, and some statistical data analysis tools are used for this. The residual series of the models are clustered with the K-means cluster method. Besides, a new model is proposed for this time series, and the model is included in the data analysis together with other models in the literature. In addition, chaos analysis was performed for all residual time series of the models.