Basic principles of time series analysis

The practical problems in the analysis of time series concern

- 1.
- the detection of a signal against noise,
- 2.
- the estimation of the parameters characterizing the signal, and
- 3.
- the presentation of the results.

Presentation and/or evaluation of the results involves a function of
the time series called statistics. Detection of a signal, e.g. a
period, and evaluation of its properties, e.g. error and
significance, then usually mean finding and characterizing a related
signal in the associated statistics which is normally based on some
model of the signal.

- Signals and their models
- Signal detection
- Test statistics
- Corrections to the probability distribution
- Power of test statistics
- Time domain analysis
- Presentation and inspection of results
- Parameter estimation