This course gives an introduction to linear time series models, such as autoregressive, moving average and ARMA models. Moreover, it is shown how the empirical autocorrelation and partial correlation can be used to identify the model. The Durbin- Levinson, the innovation algorithm and the theory for optimal forecasts are explained. The last part…
A Scenario that I made for ArmA 3, based on a composition of Green_s
Timeseries prediction using both linear ARMA models and non-linear models ▪︎ Timeseries Course ▪︎ 2023-2024 ▪︎ School of Electrical and Computer Engineering @ Aristotle University of Thessaloniki (AUTh)
Report on matching the ARMA model to Bitcoin rate data.
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