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Analysis of Time Series

Analysis of Time Series

This video was recorded at Advanced Course on AI (ACAI), Ljubljana 2005. The study of time series is an essential aspect of Intelligent Data Analysis. The field is very broad, and it has been treated with very different methodological approaches, ranging from differential equations to stochastic models and to AI-based systems. The lesson will present time series analysis as a part of the general problem of modelling dynamical systems. The framework of systems' theory will provide a general view of such problem, and it will permit to coherently overview the majority of the time series analysis approaches. In more detail, the principles of systems theory will be first discussed; the concept of "dynamical system" will be investigated and some results of systems theory will be presented. The... Show More
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