Ch01 - Chapter 1 Introduction Li Chen Department of Mathematics University of Bristol 1 13 Outline I Examples I General definitions I The

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Unformatted text preview: Chapter 1: Introduction Li Chen Department of Mathematics University of Bristol 1 / 13 Outline I Examples I General definitions I The objectives of time series analysis (TSA) 2 / 13 Introduction I Time series are observations of some process made sequentially in time. I Time series arise in many different fields of application I Economic time series I Physical time series I Marketing time series I Demographic time series I Time series in process control and quality measurement I Time series from a binary process I Time series in point process I Biomedical time series I ... 3 / 13 1.1 Examples: (a) Economic Time Series British Pound to U.S. Dollar exchange rate (16/09/2006-16/09/2008) from Yahoo Finance. (http://finance.yahoo.com/currency/convert?from=GBP&to=USD&amt=1&t=2y) 4 / 13 1.1 Examples: (b) Physical Time Series M onthly M ax. Tem perature (C ) at O xford 0 1 /1 9 9 0 - 0 2 /2 0 0 8 monthly max. temp. (C) 1 9 9 0 1 9 9 5 2 0 0 0 2 0 0 5 5 10 15 20 25 5 / 13 1.1 Examples: (c) Marketing Time Series1....
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This note was uploaded on 10/19/2009 for the course MATH 611 taught by Professor Jsdkasj during the Spring '09 term at Kansas.

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Ch01 - Chapter 1 Introduction Li Chen Department of Mathematics University of Bristol 1 13 Outline I Examples I General definitions I The

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