Time Series Analysis and Forecasting
Random variables
Probability distributions
Expected value and variance
Covariance and correlation
Definition of stochastic processes
Discrete-time stochastic processes
Continuous-time stochastic processes
Sample paths and realizations
Definition and properties
Gaussian white noise
Applications in time series modeling
Simple random walk
Random walk with drift
Properties and characteristics
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1. Introduction to Time Series Data
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3. Fundamental Concepts