Understanding Fourier Analysis: Uncovering Patterns in Time Series Data

Discover how Fourier Analysis breaks down complex time series data into simpler components to identify trends and patterns, despite its limitations in stock forecasting.
insider.si.edu

Time series analysis / James D. Hamilton

1. Difference Equations -- 2. Lag Operators -- 3. Stationary ARMA Processes -- 4. Forecasting -- 5. Maximum Likelihood Estimation -- 6. Spectral Analysis -- 7 ...
Nature

Singular Spectrum Analysis and Time Series Forecasting

Singular Spectrum Analysis (SSA) is a powerful nonparametric method that has emerged as a vital tool in the analysis and forecasting of time series data. By utilising matrix decomposition techniques, ...
Nature

Interrupted Time Series Analysis in Public Health Research

Interrupted time series (ITS) analysis has emerged as a cornerstone quasi‐experimental design in public health research, offering a robust methodological approach to evaluate the effects of ...