Time Series Analysis UCM时间序列分析.pdfVIP

Time Series Analysis Course description The course will show how to build time series models for univariate and multivariate time series. It brings together material previously available only in the professional literature and presents a unified view of the most advanced procedures available for time series model building. The course begins basic concepts in univariate time series, providing an up–to–date presentation of ARIMA models, including Kalman filter, outlier analysis, automatic methods for building