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Linear Systems and Time Series

  • Shun-ichi Amari
Chapter
Part of the Applied Mathematical Sciences book series (AMS, volume 194)

Abstract

A time series is a sequence of random variables \(x_t, t= \ldots , -1, 0, 1, 2, \ldots \), which appears as a function of time.

Keywords

Power Spectrum ARMA Model Inverse System Discrete Time Linear System Stochastic Realization 
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.

Copyright information

© Springer Japan 2016

Authors and Affiliations

  1. 1.Brain Science InstituteRIKENWakoJapan

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