Some Recent Advances in Time Series Analysis.

Abstract

Research in time series analysis is conducted from many different viewpoints by researchers concerned with a wide range of concrete problems. Because researchers are spread so thinly over the field one may not perceive any feeling of progress in the theory of structure, analysis, and synthesis of time series models. It is the opinion of the author that the last few years have seen many highly applicable developments. The section headings are: (1) Time Series, Covariance, and Spectra; (2) Reproducing Kernel Hilbert Spaces; (3) Spectral Estimation; (4) Autoregressive Spectral Estimation; (5) Estimation of Parameters of Moving Average and Mixed Schemes; (6) Equivalences Among Time Series, Approximation, and Control; (7) Probability Density Estimation; (8) Time Series Modeling and Identification. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jul 12, 1971
Accession Number
AD0728992

Entities

People

  • Emanuel Parzen

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Concrete
  • Covariance
  • Data Science
  • Hilbert Space
  • Identification
  • Information Science
  • Mathematical Analysis
  • Mathematics
  • Probability
  • Spectra
  • Time Series Analysis

Readers

  • Organizational Psychology.
  • Statistical inference.
  • Systems Analysis and Design

Technology Areas

  • Space