Newts Master Introduction
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Transcript of Newts Master Introduction
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8/9/2019 Newts Master Introduction
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間序列
(Time Series Master Level 1)
Master of Statistics
Course of Announcement-Fall 2005
Text Books: Time Series Analysis: Univariate and Multivariate
Methods by W W S Wei! Addison Wesley "##$ %SB& $'($"'
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te5hniCues! trans8ormations! analysis o8 residuals!
auto5orrelation
1 Eundamental 5on5e?ts *Iha?ter (!2! notesJ "$ days4 Sto5hasti5
?ro5esses! ?ro5ess and sam?le auto5orrelation 8un5tion! ?artialauto5orrelation 8un5tion
Stationary time series models *Iha?ter 1! notesJ 2 days4 A%MA
models! model identi8i5ation
) =stimation in time series *Iha?ter 3! notesJ ( days4 &onlinear
least sCuares! ?otential ?roblems! diaDnosti5 5he5kinD and
residual analysis
2 &onstationary time series *Iha?ter J 1 days4 Hi88eren5inD!
trans8ormation! identi8i5ation3 Eore5astinD and ?redi5tion intervals *Iha?ter )! notesJ
days4
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"1 IAFT= "1 =stimation o8 S?e5trum
" IAFT= " Trans8er Eun5tion Models
") IAFT= ") Time Series eDression and KAI Models
"2 IAFT= "2 Le5tor Time Series Models
"3 IAFT= "3 More on Le5tor Time Series
"