stochastic Modeling: A thorough Guide To Evaluate, Pre-Process, Model And Compare Time Series With Matlab Software

Dive into the world of time series analysis with Stochastic Modeling: A Thorough Guide. This comprehensive resource equips you with the knowledge and practical skills to effectively evaluate, pre-process, model, and compare time series data using MATLAB software.

Explore a range of stochastic models, from fundamental concepts to advanced techniques. Discover how to assess data quality, handle missing values, and apply various pre-processing methods to optimize your data for analysis. Learn to build and implement diverse models, including autoregressive (AR), moving average (MA), autoregressive moving average (ARMA), and autoregressive integrated moving average (ARIMA) models.

Gain proficiency in model selection, parameter estimation, and diagnostic checking. Master the art of comparing different models to identify the most suitable one for your specific time series data. With clear explanations, real-world examples, and hands-on exercises using MATLAB, this guide empowers you to tackle complex time series problems with confidence. Enhance your analytical capabilities and make data-driven decisions with this invaluable resource.