Answer Happy

Same as this
- https://www.answers.com/homework-help/que ... -q49255134
, but with provided time series
Preparation data for analysis For this task you need to download 4 time series from the Yahoo! Finance website: https://finance.yahoo.com. Please collect available data for three years 2019-2021 Please pay attention that for your analysis the time moments should be sorted from oldest to newest. Use only the closing price. Data evaluation Analyse completeness of data. Are there missed data (besides weekends)? How many missed data points are in your time series? Are the dates of missed values the same for your time series? What may be the reasons for missing? Preprocessing How can you handle the missed values in your data (explain at least three approaches)? Use the simple rule: fill in a missed value by the closest in time past existing value. Plot the results. Transform the time series to the dimensionless log-returns: y¡In(xi/x-1). Calculate the vari- ance and the mean. Normalise to the z-score (zero mean and unit standard deviation). Plot the results. Describe your observations. Segmentation Prepare the bottom-up piecewise linear segmentation for the transformed and normalised log- return time series. Use the following mean square error tolerance levels: 0.04, 0.1, 0.25 (the thresholds of the mean square errors). Plot the results. Are the segment similar for different time series you analysed? Prediction Chose one of the transformed and normalised log-return time series as a target g(1) and other three as supporting data d₁(1), d₂(t), d3(1), where t = 1,...,.T. Find g(t+1) (the next day value) as a linear function of g(t), di(t), d2(t),d3(t): ĝ(t+1) = (g(t),d₁(t),d₂(t),dz(t)). Provide scatter diagrams of (g(t).g(t+1)). Provide plots of (g(t), g(1)), the residual and the scatter diagrams. Compare your result of forecasting to the next-day forecast g^(t + 1) = g(t). (How will you measure the quality of forecasting and compare these results?) Extra 1 marks for clear and well-written report.