A Quick Introduction to Time Series Analysis

In my first article on Time Series, I hope to introduce the basic ideas and definitions required to understand basic Time Series analysis. We will start with the essential and key mathematical definitions, which are required to implement more advanced models. The information will be introduced in a similar manner as it was in a McGill graduate course on the subject, and following the style of the textbook by Brockwell and Davis. A'Time Series' is a collection of observations indexed by time. The observations each occur at some time t, where t belongs to the set of allowed times, T. Note: T can be discrete in which case we have a discrete time series, or it could be continuous in the case of continuous time series.