Statistical time series analysis and time series models for physical systems have a long and accomplished history. It is important when trying to evaluate what an agent has learned or can learn from time series observations that classical results are understood and exploited. Of course, many researchers in statistical data science are well schooled in the methods and practices of time series analysis.

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Time Series Analyses

  • Jerry D. Gibson

摘要

Statistical time series analysis and time series models for physical systems have a long and accomplished history. It is important when trying to evaluate what an agent has learned or can learn from time series observations that classical results are understood and exploited. Of course, many researchers in statistical data science are well schooled in the methods and practices of time series analysis.