Mitic, Peter;
(2017)
Is a Reputation Time Series White Noise?
In: Yin, Hujun and Gao, Yang and Chen, Songcan and Wen, Yimin and Cai, Guoyong and Gu, Tianlong and Du, Junping and Tallón-Ballesteros, Antonio J and Zhang, Minling, (eds.)
Intelligent Data Engineering and Automated Learning – IDEAL 2017.
(pp. pp. 543-550).
Springer Publishing: Cham, Switzerland.
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Abstract
The plots of some reputation time series superficially resemble plots of white noise. This raises the question of whether or not the analysis of sentiment to produce a reputation index actually generates nothing more than noise. The question is answered by using the Box-Ljung statistical test to establish that the reputation time series considered in this analysis cannot be viewed as white noise. This result is supported by applying a new test based on cross-correlations of reputation time series with white noise time series.
| Type: | Proceedings paper |
|---|---|
| Title: | Is a Reputation Time Series White Noise? |
| Event: | International Conference on Intelligent Data Engineering and Automated Learning: IDEAL 2017 |
| ISBN-13: | 978-3-319-68934-0 |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1007/978-3-319-68935-7_59 |
| Publisher version: | https://doi.org/10.1007/978-3-319-68935-7_59 |
| Language: | English |
| Additional information: | This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions. |
| Keywords: | Reputation; Reputation index; White noise; Box-Hjung; Cross correlation; Auto correlation |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Computer Science |
| URI: | https://discovery-pp.ucl.ac.uk/id/eprint/10163498 |
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