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.
KeywordsTime Series Autocorrelation Function Gaussian Process Independent Random Variable Time Series Model
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