MFP731 STATISTICAL ANALYSIS OF TIME SERIES-Postgraduate-Specialization - Optional
Semester:
-
Hours:
2
Points:
4
Time series analysis-Introduction-definitions. Identifying patterns in
time series data. Stationarity and random noise.Trends, seasonality and
their analysis. Linear and non-linear regression. ARIMA (Box and
Jenkins), autocorrelation, autoregression. Spectral analysis
(single-spectrum-Fourier, cross-spectrum, coherence). Spatial pattern
analysis (Principal Component Analysis and EOF)
Ελληνική έκδοση
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