Lecture

Time Series

In course

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Description

This lecture by the instructor covers the topic of Time Series, focusing on model specification, diagnostics, and forecasting. The lecture delves into identifying ARMA models, model checking, and comparing models using information criteria. It also explores forecasting methods, including mean square error and prediction errors for autoregressive and moving average processes.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_vem4h6s5

About this result

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Ontological neighbourhood

Statistics

Data analysis: Time series, Regression analysis

Statistical inference: Mathematical statistics

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