Lecture

Time Series: Common Models

In course

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Description

This lecture covers simple time series models, differencing, and trend removal. The instructor explains common models like moving average (MA), autoregressive (AR), and autoregressive moving average (ARMA) processes. The lecture also delves into trend removal and seasonality adjustment techniques, showcasing examples and calculations to understand the concepts better.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_fz6ik1q8

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Ontological neighbourhood

Statistics

Data analysis: Time series, Regression analysis

Statistical inference: Mathematical statistics

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