Time-Domain Analysis: Correlation Functions
Arun K. Tangirala · 2018
One of the most intriguing and interesting problems in time-series analysis is that of prediction. The theoretical problem setting is as follows: Given observations of the random process up to the k th instant1, {· · · ,v[k − 2],v[k − 1],v[k]} predict v[k + 1],v[k + 2], · · · .