<aside> 🎯 This lecture note contains a summary of what I have learned about the topic of time series, which is an advanced subject in probability and statistics. Here are some disclaimers:

• The contents of this note are based on the following courses:
  • STAT-5053 Time Series Analysis, offered by Prof. Ye Liang from Oklahoma State University.
• The following textbooks is used to complement this lecture note.
  • Cryer, Chan (2008). Time Series Analysis with Applications in R (2nd Edition).
  • Montgomery, Jennings, Kulahci (2015). Introduction to Time Series Analysis and Forecasting (2nd Edition). </aside>

Statistical Background

Trends

Models for Stationary Time Series

Models for Non-stationary Time Series

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