An overview of this book: Examples of time series. Modelization by linear regression
Year: 2022
Type: book-chapter
Abstract: This chapter serves as an introduction to the book. Firstly it is intended to precise the place of this presentation in the field of time series. For each chapter a detailed view is given which focus on the main addressed issues. Next, examples of data sets used along this text or in other documents are presented. A third part deals with the use of multiple linear regression in times series. It is worth to note that the linear model is often underlying all along the text. We recall the basic assumptions of the linear model and main results concerning statistical inference. Using R we fit a regression model on a dataset showing a series with apparent deterministic trend and seasonality. Several exercises are proposed to extend this example.
Source: HAL
Author: Grégoire, Gérard
Language: English
Subfield: Signal Processing
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W7004890125