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A course in Time Series Analysis - Dept. of Statistics ...

A course in time Series AnalysisSuhasiniSubba 17, 2021 Contents1 time Series data .. Filtering time Series .. Terminology ..172 Trends in a time Parametric trend .. squares estimation .. Differencing .. Nonparametric methods (advanced) .. windows .. estimators .. What is trend and what is noise? .. Periodic functions .. sine and cosine transform .. Fourier transform (the sine and cosine transform in disguise) .. discrete Fourier transform .. discrete Fourier transform and periodic signals .. trends and its corresponding DFT .. detection .. detection and correlated noise.

A course in Time Series Analysis Suhasini Subba Rao Email: suhasini.subbarao@stat.tamu.edu January 17, 2021

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