Introduction to Time Series and Forecasting (Q2821706)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Introduction to Time Series and Forecasting |
scientific article |
Statements
Introduction to Time Series and Forecasting (English)
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22 September 2016
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time series
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auto-correlation
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regression
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prediction
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filtering
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forecasting
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multivariate time series
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state-space models
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financial time series
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Brownian motion
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Lévy process
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Itô calculus
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