A Survey of Time Series
Copyright policy )A Survey of Time Series
Summary This paper surveys time-series methods developed and used in the fields of statistics, engineering, operation research and economics. It will describe each of the major methods now in existence and synthesize them into an integrated whole by pointing out similarities and differences existing among them. The applicability of the different methods to various real-life requirements will be discussed and further research needs will be raised.
Time series, auto-correlation, regression, etc. in statistics (GARCH), Inference from stochastic processes and spectral analysis, Inference from stochastic processes and prediction
Time series, auto-correlation, regression, etc. in statistics (GARCH), Inference from stochastic processes and spectral analysis, Inference from stochastic processes and prediction
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