Time Series Analysis: A Concise Tutorial

Author: Qi Lixin
Publisher:
Publish Date: 2003-09-01
Features: This book is based on the undergraduate teaching plan for electronic and information engineering, focusing on introducing the basic models and algorithms of time series analysis. It is suitable as a textbook or teaching reference for undergraduate students in related fields such as information engineering, communication engineering, and control engineering. The book is divided into 6 chapters, with the content arranged as follows: Chapter 1 Dynamic Data Preprocessing, Chapter 2 Time Series Models, Chapter 3 Model Parameter Estimation, Chapter 4 Model Order Determination Methods, Chapter 5 Time Series Modeling, and Chapter 6 Time Series Applications. Each chapter includes a summary and exercises, which are helpful for teaching.