Time Series


ntroduction- Basic characteristics of T-S - Linear stochastic processes - Stationary linear models - Non-stationary linear models – Forecasting - Spectral analysis - Non-linear analysis of T-S.

Suggested References

  1. Brockwell P.J. and R.A. Davis (2002). Introduction to Time Series and Forecasting. 2nd edition. Springer Verlag, New York
  2. Cryer J. (1986). Time Series Analysis. Wadsworth Pub Co
  3. Kantz H. and T. Schreiber (1999). Nonlinear Time Series Analysis. Cambridge University Press
  4. Tong H. (1997). Non-Linear Time Series: A Dynamical System Approach (Oxford Statistical Science Series, 6). Oxford University Press
  5. Vandaele W. (1997). Applied Time Series and Box-Jenkins Models. Academic Press, New York
Credit Units (ECTS): 
ΣΜ02, 0747