The comparative analysis of time series data has emerged as an essential tool for uncovering temporal patterns, testing hypotheses about underlying stochastic processes, and guiding the development of ...
1. Difference Equations -- 2. Lag Operators -- 3. Stationary ARMA Processes -- 4. Forecasting -- 5. Maximum Likelihood Estimation -- 6. Spectral Analysis -- 7 ...
Bayesian analysis offers a robust framework for deciphering the intricate dynamics of time series data. By treating unknown parameters as random variables, this approach incorporates prior information ...