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Chemical Engineering  Applied Time-Series Analysis
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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