CH5350 : Applied Time Series Analysis copy 1

Introduction to TimeSeries - Analysis: Sampling, Quantization; z-Transforms, Fourier Series and Transforms; Random Processes, Auto-Regressive Moving Average (ARMA) models; Auto and Cross-correlation functions, Partial Auto-Correlation Function: Theory, Estimation and Applications; Power Spectrum: Theory, Estimation and Applications; Data/Measurement: Basics and Design of filters for data cleaning and preprocessing; Kalman filter; Applications to process data.