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, ...

Change point detection is a pivotal methodology in time series analysis, instrumental in identifying abrupt alterations in data streams that may signify transitions in underlying processes. This ...

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