TY  - Type of reference 
TI  - Mathematical optimization of time series. Cleaning financial series of calendar and seasonal effects ‐Moroccan financial market‐ 
AU  - Mustapha Bouchekourte 
AU  - Norelislam El Hami 
AB  - The construction of the national calendar allows the optimization and the production of the seasonally adjusted series, thus significantly improving the quality of the models used to obtain reliable, legible, and interpretable indicators. Series decomposition improves the quality of regressions by isolating irregular, seasonal, and time-sensitive effects that can bias the modeled relationships. We will analyze the series of variables explored using the Demetra + software [1] to better refine our estimates. The exploratory analysis of the data used should make it possible to
summarize the distribution of each series and the relationships between variables whose characteristics might require measurement and unit transformations (or recoding). Outliers, for example, are likely to influence the results of a statistical model. This treatment will capture the influential values before modeling the correlations between the variables being estimated. 
DO  - 10.21494/ISTE.OP.2018.0260 
JF  - Uncertainties and Reliability of Multiphysical Systems 
KW  -  Optimization, Irregular effects and schedules,  quality of regressions,  Optimisation, Effets irréguliers et calendriers,  qualité des regressions,  
L1  - https://openscience.fr/IMG/pdf/iste_incertfia18v2n1_7.pdf 
LA  - en 
PB  - ISTE OpenScience 
DA  - 2018/05/16 
SN  - 2514-569X 
TT  - Optimisation mathématique des séries temporelles. Nettoyage des séries financières des effets calendriers et saisonniers -Cas du marché financier marocain- 
UR  - https://openscience.fr/Mathematical-optimization-of-time-series-Cleaning-financial-series-of-calendar 
IS  - Issue 1 
VL  - 2 
ER  -