Advertisement

Introduction

  • Yan Liu
  • Fumiya Akashi
  • Masanobu Taniguchi
Chapter
Part of the SpringerBriefs in Statistics book series (BRIEFSSTATIST)

Abstract

In this chapter, we describe some basic properties of stationary time series. Two fundamental approaches to time series analysis have been developed so far. One is the time-domain approach, and the other is the frequency-domain approach. In this book, we place the emphasis on the frequency-domain approach to analyzing stationary time series. Prediction problems, including interpolation and extrapolation problems, are discussed for stationary time series. In particular, we clarify the construction of a robust linear interpolator and extrapolator.

Copyright information

© The Author(s), under exclusive licence to Springer Nature Singapore Pte Ltd. 2018

Authors and Affiliations

  1. 1.Kyoto University/RIKEN AIPKyotoJapan
  2. 2.Waseda UniversityTokyoJapan

Personalised recommendations