Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
Lecture
Time Series: Parametric Estimation
Description
This lecture covers parametric estimation in time series analysis, focusing on seasonal modeling and Box-Jenkins methods. It explains the importance of models with zero mean, the autocorrelation sequence, and the seasonal auto-regression process. The lecture also delves into variance calculations, dependence measures, and the use of least squares estimation in ARMA models.
Official source
About this result
This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.