Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: An Alternative Framework for Time Series Decomposition and Forecasting
  and its Relevance for Portfolio Choice: A Comparative Study of the Indian
  Consumer Durable and Small Cap Sectors   One of the challenging research problems in the domain of time series
analysis and forecasting is making efficient and robust prediction of stock
market prices. With rapid development and evolution of sophisticated algorithms
and with the availability of extremely fast computing platforms, it has now
become possible to effectively extract, store, process and analyze high volume
stock market time series data. Complex algorithms for forecasting are now
available for speedy execution over parallel architecture leading to fairly
accurate results. In this paper, we have used time series data of the two
sectors of the Indian economy: Consumer Durables sector and the Small Cap
sector for the period January 2010 to December 2015 and proposed a
decomposition approach for better understanding of the behavior of each of the
time series. Our contention is that various sectors reveal different time
series patterns and understanding them is essential for portfolio formation.
Further, based on this structural analysis, we have also proposed several
robust forecasting techniques and analyzed their accuracy in prediction using
suitably chosen training and test data sets. Extensive results are presented to
demonstrate the effectiveness of our propositions.

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The categories of this paper are: astro-ph
5
The categories of this paper are: gr-qc
34
The categories of this paper are: chem-ph
36
The categories of this paper are: cmp-lg
26
The categories of this paper are: bayes-an
25
The categories of this paper are: patt-sol
29
The categories of this paper are: funct-an
32
The categories of this paper are: atom-ph
18
The categories of this paper are: econ
0
The categories of this paper are: hep-ph
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The categories of this paper are: cond-mat
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The categories of this paper are: q-fin
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The categories of this paper are: nucl-th
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The categories of this paper are: math
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The categories of this paper are: alg-geom
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The categories of this paper are: hep-ex