Foundations of Time Series Analysis and Prediction Theory
Description
Foundations of time series for researchers and students This volume provides a mathematical foundation for time series analysis and prediction theory using the idea of regression and the geometry of Hilbert spaces. It presents an overview of the tools of time series data analysis, a detailed structural analysis of stationary processes through various reparameterizations employing techniques from prediction theory, digital signal processing, and linear algebra. The author emphasizes the foundation and structure of time series and backs up this coverage with theory and application. End-of-c...
ISBN(s)
0471394343, 9780471394341
