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Title: Applied Time-Series Analysis
Department: Chemical Engineering
Author: Dr. Arun K.Tangirala
University: IIT Madras
Type: WebLink
Abstract: The course introduces the concepts and methods of time-series analysis. Specifically, the topics include (i) stationarity and ergodicity (ii) auto-, cross- and partial-correlation functions (iii) linear random processes - definitions (iv) auto-regressive, moving average, ARIMA and seasonal ARIMA models (v) spectral (Fourier) analysis and periodicity detection and (vi) parameter estimation concepts and methods. Practical implementations of the methods in R are illustrated throughout.nsport rates in chemical processes, and gives rise to many of the empirical correlations used in chemical engineering design.
 
   
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