Time Series (I)
- Definition and descriptive of Stationary Time series. Description of the existence of seasonal and periodic effects and trend in time series observations. Presenting the filtering methods for eliminating such effects for modeling the Time series
- Definition of Auto-Covariance and Auto-Correlation functions and theoretical property of Stationary Time series. Definition of correlogram and describing its properties and also characterization of stationary time series. Introducing AR, Ma and ARMA models and obtaining their auto-covariance and auto-correlation functions
- Characterization method for the type and order of stationary Time series. Estimation methods for the parameters, describing Yule-Walker equation for estimating the parameters of ARMA models. Differenforecasting methods, including Exponential smoothing, Holt-Winter and classic methods of Box-Jenkins