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5.7 Time-series analysis. 6 Open access statistics journals. ... Download as PDF; Printable version; ... Journal of Multivariate Analysis;
Download as PDF; Printable version; ... Pages in category "Multivariate time series" ... Singular spectrum analysis;
Time series analysis comprises methods for analyzing time series data in order to extract meaningful statistics and other characteristics of the data. Time series forecasting is the use of a model to predict future values based on previously observed values.
Time Series Analysis Forecasting and Control. Authors: George E.P. Box and Gwilym M. Jenkins Publication data: Holden-Day, 1970 Description: Systematic approach to ARIMA and ARMAX modelling Importance: This book introduces ARIMA and associated input-output models, studies how to fit them and develops a methodology for time series forecasting ...
Multivariate statistics is a subdivision of statistics encompassing the simultaneous observation and analysis of more than one outcome variable, i.e., multivariate random variables. Multivariate statistics concerns understanding the different aims and background of each of the different forms of multivariate analysis, and how they relate to ...
Download as PDF; Printable version; ... Multivariate time series (1 C, 15 P) R. Regression analysis (10 C, ... Generalized Procrustes analysis;
In time series analysis, the Box–Jenkins method, [1] named after the statisticians George Box and Gwilym Jenkins, applies autoregressive moving average (ARMA) or autoregressive integrated moving average (ARIMA) models to find the best fit of a time-series model to past values of a time series.
Stationary Subspace Analysis (SSA) [1] in statistics is a blind source separation algorithm which factorizes a multivariate time series into stationary and non-stationary components. Introduction [ edit ]