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Time series

  • Mario Lefebvre
Chapter
Part of the Springer Undergraduate Texts in Mathematics and Technology book series (SUMAT)

Abstract

In many applications, in particular in economics and in hydrology, people are interested in the sequence of values of a certain variable over time. To model the variations of the variable of interest, a Itime series is often used. For example, the flow of a river on a given day may be expressed as a function of the flow on the previous days, to which a term called noise is added. In the first section, general properties of time series are presented. Next, various time series models are studied. Finally, the problem of modeling and using time series to forecast future values of the state variable is considered.

Keywords

Time Series Autocorrelation Function Gaussian Process Independent Random Variable Time Series Model 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York 2008

Authors and Affiliations

  1. 1.Département de Mathématiques et de génie industrielÉcole Polytechnique de Montréal, QuébecMontréalCanada

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