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Linear Systems and Time Series

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Part of the book series: Applied Mathematical Sciences ((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.

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Correspondence to Shun-ichi Amari .

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© 2016 Springer Japan

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Amari, Si. (2016). Linear Systems and Time Series. In: Information Geometry and Its Applications. Applied Mathematical Sciences, vol 194. Springer, Tokyo. https://doi.org/10.1007/978-4-431-55978-8_10

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