Introduction to Time Series Analysis

• Stochastic Processes
• Stochastic Processes: Key Questions
• What is a Time Series
• Autoregressive Models
• Stationary Process
• Autocorrelation
• White Noise
• White Noise Autocorrelations
• Assumptions for AR(1) Models
• Visual Tests for AR(1) Models
• AR(p) Model
• Backward Shift Operator
• AR(p) Parameter Estimation
• Determining the Order AR(p)
• Computing PACF
• Moving Average (MA) Models
• MA(q) Models
• Autocorrelations for MA(1)
• Duality of AR(p) vs. MA(q)
• Non-Stationarity: Integrated Models
• ARMA and ARIMA Models
• Non-Stationarity due to Seasonality
• Seasonal ARIMA (SARIMA) Models
• Case Study 37.1: Mobile Video
• Traffic Modeling  All Frames
• Validation

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