ABSTRACT

With a focus on analyzing and modeling linear dynamic systems using statistical methods, Time Series Analysis formulates various linear models, discusses their theoretical characteristics, and explores the connections among stochastic dynamic models. Emphasizing the time domain description, the author presents theorems to highlight the most

chapter 1|12 pages

Introduction

chapter 2|18 pages

Multivariate random variables

chapter 3|38 pages

Regression-based methods

chapter 4|28 pages

Linear dynamic systems

chapter 5|48 pages

Stochastic processes

chapter 7|28 pages

Spectral analysis

chapter 8|32 pages

Linear systems and stochastic processes

chapter 9|36 pages

Multivariate time series

chapter 10|30 pages

State space models of dynamic systems

chapter 11|18 pages

Recursive estimation

chapter 12|24 pages

Real life inspired problems