# Applied Time-Series Analysis

- Institution: IIT Madras
- Department: Chemical Engineering
- Teacher: Prof. Arun K Tangirala
- Level: Undergraduate
- Language: English
- Subjects: Chemistry, Engineering
- Source: [NPTEL](https://nptel.ac.in/courses/103106123)
- Licence: [CC BY-NC-SA](https://nptel.ac.in/faq) (Non-commercial use only.)
- Syllabus: [at the source](https://nptel.ac.in/courses/103106123)
- Who can watch: Tweens profiles and older (sources give no ratings; placed by Invisible Network from the source's own words)

## Lectures

1. [Lecture 01A: Motivation and Overview-1](https://invisiblenetwork.ai/learn/nptel/103106123/c13ab45ff165) (Video)
2. [Lecture 01B: Motivation and Overview-2](https://invisiblenetwork.ai/learn/nptel/103106123/b77d94209881) (Video)
3. [Lecture 02A: Motivation and Overview-3](https://invisiblenetwork.ai/learn/nptel/103106123/a54a4c7e6735) (Video)
4. [Lecture 02B: Motivation and Overview-4](https://invisiblenetwork.ai/learn/nptel/103106123/023fc1e36d4e) (Video)
5. [Lecture 03A: Motivation and Overview-5](https://invisiblenetwork.ai/learn/nptel/103106123/95b15030df8f) (Video)
6. [Lecture 03B: Motivation and Overview-6](https://invisiblenetwork.ai/learn/nptel/103106123/a0437e92a318) (Video)
7. [Lecture 04A: Probability and Statistics Review (Part 1)-1](https://invisiblenetwork.ai/learn/nptel/103106123/2c1338680328) (Video)
8. [Lecture 04B: Probability and Statistics Review (Part 1)-2](https://invisiblenetwork.ai/learn/nptel/103106123/d854ab92f915) (Video)
9. [Lecture 05A: Probability and Statistics Review (Part 1)-3](https://invisiblenetwork.ai/learn/nptel/103106123/08bcb072e615) (Video)
10. [Lecture 05B: Probability and Statistics Review (Part 1)-4](https://invisiblenetwork.ai/learn/nptel/103106123/a6d3b973e8b0) (Video)
11. [Lecture 06A: Probability and Statistics Review (Part 2)-1](https://invisiblenetwork.ai/learn/nptel/103106123/2f61d07858da) (Video)
12. [Lecture 06B: Probability and Statistics Review (Part 2)-2](https://invisiblenetwork.ai/learn/nptel/103106123/e9a5dcad442d) (Video)
13. [Lecture 06C: Probability and Statistics Review (Part 2)-3](https://invisiblenetwork.ai/learn/nptel/103106123/fc18b781abb7) (Video)
14. [Lecture 07A: Probability and Statistics Review (Part 2)-4](https://invisiblenetwork.ai/learn/nptel/103106123/bca02dc478af) (Video)
15. [Lecture 07B: Probability and Statistics Review (Part 2)-5](https://invisiblenetwork.ai/learn/nptel/103106123/70396a08fa88) (Video)
16. [Lecture 07C: Probability and Statistics Review (Part 2)-6](https://invisiblenetwork.ai/learn/nptel/103106123/d4822cf26da9) (Video)
17. [Lecture 08A: Probability and Statistics Review (Part 2)-7](https://invisiblenetwork.ai/learn/nptel/103106123/4f124635ed2e) (Video)
18. [Lecture 08B: Probability and Statistics Review (Part 2)-8](https://invisiblenetwork.ai/learn/nptel/103106123/27556f257aa9) (Video)
19. [Lecture 09A: Probability and Statistics Review (Part 2)-9](https://invisiblenetwork.ai/learn/nptel/103106123/3386c12d261f) (Video)
20. [Lecture 09B: Probability and Statistics Review (Part 2)-10](https://invisiblenetwork.ai/learn/nptel/103106123/43b6b4e51446) (Video)
21. [Lecture 09C: Introduction to Random Processes-1](https://invisiblenetwork.ai/learn/nptel/103106123/d7eebfb1e8e1) (Video)
22. [Lecture 10A: Introduction to Random Processes-2](https://invisiblenetwork.ai/learn/nptel/103106123/653964999b46) (Video)
23. [Lecture 10B: Introduction to Random Processes-3](https://invisiblenetwork.ai/learn/nptel/103106123/c6a234d73415) (Video)
24. [Lecture 11A: Introduction to Random Processes-4](https://invisiblenetwork.ai/learn/nptel/103106123/4b07bc5f386d) (Video)
25. [Lecture 11B: Introduction to Random Processes-5](https://invisiblenetwork.ai/learn/nptel/103106123/fcbd62d11808) (Video)
26. [Lecture 11C: Autocovariance & Autocorrelation Functions-1](https://invisiblenetwork.ai/learn/nptel/103106123/718f13f083ab) (Video)
27. [Lecture 12A: Autocovariance & Autocorrelation Functions-2](https://invisiblenetwork.ai/learn/nptel/103106123/6153e93d439c) (Video)
28. [Lecture 12B: Autocovariance & Autocorrelation Functions-3](https://invisiblenetwork.ai/learn/nptel/103106123/31b1faae8f83) (Video)
29. [Lecture 13A: Autocovariance & Autocorrelation Functions-4](https://invisiblenetwork.ai/learn/nptel/103106123/ae2e975ecacc) (Video)
30. [Lecture 13B: Autocovariance & Autocorrelation Functions-5](https://invisiblenetwork.ai/learn/nptel/103106123/d3b2a1f50e86) (Video)
31. [Lecture 13C: Autocovariance & Autocorrelation Functions-6](https://invisiblenetwork.ai/learn/nptel/103106123/cb5e3465d5ea) (Video)
32. [Lecture 14A: Autocovariance & Autocorrelation Functions-7](https://invisiblenetwork.ai/learn/nptel/103106123/a6f7d2387d39) (Video)
33. [Lecture 14B: Autocovariance & Autocorrelation Functions-8](https://invisiblenetwork.ai/learn/nptel/103106123/26bdf4427eea) (Video)
34. [Lecture 15A: Autocovariance & Autocorrelation Functions-9](https://invisiblenetwork.ai/learn/nptel/103106123/e81a297c8dca) (Video)
35. [Lecture 15B: Partial Autocorrelation Functions](https://invisiblenetwork.ai/learn/nptel/103106123/c2fb97104c28) (Video)
36. [Lecture 16A: Autocorrelation and Partial autocorrelation Functions with R Demonstration](https://invisiblenetwork.ai/learn/nptel/103106123/c5c14f0c60cc) (Video)
37. [Lecture 16B: Models for Linear Stationary Processes-1](https://invisiblenetwork.ai/learn/nptel/103106123/39065be27a00) (Video)
38. [Lecture 17A: Models for Linear Stationary Processes-2](https://invisiblenetwork.ai/learn/nptel/103106123/a2607835db9e) (Video)
39. [Lecture 17B: Models for Linear Stationary Processes-3](https://invisiblenetwork.ai/learn/nptel/103106123/db4e8eedb2e5) (Video)
40. [Lecture 18A: Models for Linear Stationary Processes-4](https://invisiblenetwork.ai/learn/nptel/103106123/1b343ac2d998) (Video)
41. [Lecture 18B: Models for Linear Stationary Processes-5](https://invisiblenetwork.ai/learn/nptel/103106123/738f9b0f94ab) (Video)
42. [Lecture 18C: Models for Linear Stationary Processes-6](https://invisiblenetwork.ai/learn/nptel/103106123/aa610f707334) (Video)
43. [Lecture 19A: Models for Linear Stationary Processes-7](https://invisiblenetwork.ai/learn/nptel/103106123/1bc3150a4b62) (Video)
44. [Lecture 19B: Models for Linear Stationary Processes-8](https://invisiblenetwork.ai/learn/nptel/103106123/9c6dd76e8587) (Video)
45. [Lecture 19C: Models for Linear Stationary Processes-9](https://invisiblenetwork.ai/learn/nptel/103106123/fa7578a75564) (Video)
46. [Lecture 20A: Models for Linear Stationary Processes -10](https://invisiblenetwork.ai/learn/nptel/103106123/30bf6ed3fa30) (Video)
47. [Lecture 20B: Models for Linear Stationary Processes -11](https://invisiblenetwork.ai/learn/nptel/103106123/b9e936b9425b) (Video)
48. [Lecture 21A: Models for Linear Stationary Processes -12](https://invisiblenetwork.ai/learn/nptel/103106123/f3e111766711) (Video)
49. [Lecture 21B: Models for Linear Stationary Processes -13](https://invisiblenetwork.ai/learn/nptel/103106123/bcf01ff2b83e) (Video)
50. [Lecture 22A: Models for Linear Stationary Processes -14 (with R Demonstrations)](https://invisiblenetwork.ai/learn/nptel/103106123/5d6f0e424477) (Video)
51. [Lecture 22B: Models for Linear Stationary Processes -15 (with R Demonstrations)](https://invisiblenetwork.ai/learn/nptel/103106123/1896da97f0b5) (Video)
52. [Lecture 22C: Models for Linear Stationary Processes -16 ( with R Demonstrations)](https://invisiblenetwork.ai/learn/nptel/103106123/4a0bd6bf5630) (Video)
53. [Lecture 23A: Models for Linear Non stationary Processes -1](https://invisiblenetwork.ai/learn/nptel/103106123/6628e81dfbad) (Video)
54. [Lecture 23B: Models for Linear Non stationary Processes -2 (with R Demonstrations)](https://invisiblenetwork.ai/learn/nptel/103106123/69c91cb96c13) (Video)
55. [Lecture 24A: Models for Linear Non stationary Processes -3 (with R Demonstrations)](https://invisiblenetwork.ai/learn/nptel/103106123/37308fea2a71) (Video)
56. [Lecture 24B: Models for Linear Non stationary Processes -4](https://invisiblenetwork.ai/learn/nptel/103106123/66260f17da3c) (Video)
57. [Lecture 25A: Models for Linear Non stationary Processes -5](https://invisiblenetwork.ai/learn/nptel/103106123/89a98c786ae1) (Video)
58. [Lecture 25B: Models for Linear Non stationary Processes -6 (with R Demonstrations)](https://invisiblenetwork.ai/learn/nptel/103106123/74f924d60ee2) (Video)
59. [Lecture 26A: Fourier Transforms for Deterministic Signals -1](https://invisiblenetwork.ai/learn/nptel/103106123/51c5ebc9bc75) (Video)
60. [Lecture 26B: Fourier Transforms for Deterministic Signals -2](https://invisiblenetwork.ai/learn/nptel/103106123/c8496f3286ba) (Video)
61. [Lecture 27A: Fourier Transforms for Deterministic Signals -3](https://invisiblenetwork.ai/learn/nptel/103106123/1377c8925fbe) (Video)
62. [Lecture 27B: Fourier Transforms for Deterministic Signals -4](https://invisiblenetwork.ai/learn/nptel/103106123/d45c89dfb04f) (Video)
63. [Lecture 28A: Fourier Transforms for Deterministic Signals -5](https://invisiblenetwork.ai/learn/nptel/103106123/e4d31e07c71f) (Video)
64. [Lecture 28B: Fourier Transforms for Deterministic Signals -6](https://invisiblenetwork.ai/learn/nptel/103106123/7224800ef4d3) (Video)
65. [Lecture 29A: Fourier Transforms for Deterministic Signals -7](https://invisiblenetwork.ai/learn/nptel/103106123/9b1c3684d618) (Video)
66. [Lecture 29B: Fourier Transforms for Deterministic Signals -8](https://invisiblenetwork.ai/learn/nptel/103106123/005c946c99d9) (Video)
67. [Lecture 30A: Fourier Transforms for Deterministic Signals -9](https://invisiblenetwork.ai/learn/nptel/103106123/0887b8d58986) (Video)
68. [Lecture 30B: DFT and Periodogram -1](https://invisiblenetwork.ai/learn/nptel/103106123/1fb6340a72c1) (Video)
69. [Lecture 31A: DFT and Periodogram -2](https://invisiblenetwork.ai/learn/nptel/103106123/40a229126cf5) (Video)
70. [Lecture 31B: DFT and Periodogram -3 (with R Demonstrations)](https://invisiblenetwork.ai/learn/nptel/103106123/eebe33073f9b) (Video)
71. [Lecture 32A: Spectral Representations of Random Processes -1](https://invisiblenetwork.ai/learn/nptel/103106123/c4debd898262) (Video)
72. [Lecture 32B: Spectral Representations of Random Processes -2](https://invisiblenetwork.ai/learn/nptel/103106123/d818b77c8f2a) (Video)
73. [Lecture 33A: Spectral Representations of Random Processes -3](https://invisiblenetwork.ai/learn/nptel/103106123/db34badc965c) (Video)
74. [Lecture 33B: Spectral Representations of Random Processes -4](https://invisiblenetwork.ai/learn/nptel/103106123/de07333afeb6) (Video)
75. [Lecture 33C: Spectral Representations of Random Processes -5](https://invisiblenetwork.ai/learn/nptel/103106123/deec687d5fae) (Video)
76. [Lecture 34A: Spectral Representations of Random Processes -6](https://invisiblenetwork.ai/learn/nptel/103106123/716b0f3cd3bc) (Video)
77. [Lecture 34B: Spectral Representations of Random Processes -7](https://invisiblenetwork.ai/learn/nptel/103106123/885bcacfbed7) (Video)
78. [Lecture 35A: Introduction to Estimation Theory -1](https://invisiblenetwork.ai/learn/nptel/103106123/01d78eb5ff18) (Video)
79. [Lecture 35B: Introduction to Estimation Theory -2](https://invisiblenetwork.ai/learn/nptel/103106123/8613ace105f9) (Video)
80. [Lecture 35C: Introduction to Estimation Theory -3](https://invisiblenetwork.ai/learn/nptel/103106123/3fd180e473a7) (Video)
81. [Lecture 36A: Introduction to Estimation Theory 4](https://invisiblenetwork.ai/learn/nptel/103106123/85633145de2e) (Video)
82. [Lecture 36B: Goodness of Estimators 1 -1](https://invisiblenetwork.ai/learn/nptel/103106123/762671353178) (Video)
83. [Lecture 37A: Goodness of Estimators 1 -2](https://invisiblenetwork.ai/learn/nptel/103106123/e3047319f88d) (Video)
84. [Lecture 37B: Goodness of Estimators 1 -3](https://invisiblenetwork.ai/learn/nptel/103106123/8413e6ea078e) (Video)
85. [Lecture 37C: Goodness of Estimators 1 -4](https://invisiblenetwork.ai/learn/nptel/103106123/c6d070791628) (Video)
86. [Lecture 38A: Goodness of Estimators 2 -1](https://invisiblenetwork.ai/learn/nptel/103106123/c0c8eb615a07) (Video)
87. [Lecture 38B: Goodness of Estimators 2 -2](https://invisiblenetwork.ai/learn/nptel/103106123/c9c918cb3dbf) (Video)
88. [Lecture 38C: Goodness of Estimators 2 -3](https://invisiblenetwork.ai/learn/nptel/103106123/9b1e96afc126) (Video)
89. [Lecture 39A: Goodness of Estimators 2 -4](https://invisiblenetwork.ai/learn/nptel/103106123/0893ad4f8a0c) (Video)
90. [Lecture 39B: Goodness of Estimators 2 -5 with R demonstrations](https://invisiblenetwork.ai/learn/nptel/103106123/dc78e38ad0db) (Video)
91. [Lecture 39C: Goodness of Estimators 2 -6](https://invisiblenetwork.ai/learn/nptel/103106123/66a63671c1fb) (Video)
92. [Lecture 40A: Goodness of Estimators 2 -7](https://invisiblenetwork.ai/learn/nptel/103106123/ac7359da945a) (Video)
93. [Lecture 40B: Goodness of Estimators 2 -8](https://invisiblenetwork.ai/learn/nptel/103106123/9127697b7245) (Video)
94. [Lecture 41A: Estimation Methods 1 -1](https://invisiblenetwork.ai/learn/nptel/103106123/1581c425dcc0) (Video)
95. [Lecture 41B : Estimation Methods 1 -2](https://invisiblenetwork.ai/learn/nptel/103106123/e432607c4491) (Video)
96. [Lecture 42A: Estimation Methods 1 -3](https://invisiblenetwork.ai/learn/nptel/103106123/a825afad6076) (Video)
97. [Lecture 42B: Estimation Methods 1 -4](https://invisiblenetwork.ai/learn/nptel/103106123/d1c24b24dc5c) (Video)
98. [Lecture 42C: Estimation Methods 1 -5](https://invisiblenetwork.ai/learn/nptel/103106123/8ecab9d808a8) (Video)
99. [Lecture 43A: Estimation Methods 1 -6 with R demonstrations](https://invisiblenetwork.ai/learn/nptel/103106123/65a5c7713863) (Video)
100. [Lecture 43B: Estimation Methods 1 -7 with R demonstrations](https://invisiblenetwork.ai/learn/nptel/103106123/4e408ab0592c) (Video)
101. [Lecture 44A: Estimation Methods 1 -8](https://invisiblenetwork.ai/learn/nptel/103106123/9c88dd425d25) (Video)
102. [Lecture 44B: Estimation Methods 1 -9](https://invisiblenetwork.ai/learn/nptel/103106123/1792bcbc11bf) (Video)
103. [Lecture 44C: Estimation Methods 2 -1](https://invisiblenetwork.ai/learn/nptel/103106123/bc982cb13804) (Video)
104. [Lecture 45A: Estimation Methods 2 -2](https://invisiblenetwork.ai/learn/nptel/103106123/a083f8ed0cc2) (Video)
105. [Lecture 45B: Estimation Methods 2 -3](https://invisiblenetwork.ai/learn/nptel/103106123/cf234fa9ff27) (Video)
106. [Lecture 46A: MLE and Bayesian Estimation -1](https://invisiblenetwork.ai/learn/nptel/103106123/0cbfd1e620df) (Video)
107. [Lecture 46B: MLE and Bayesian Estimation -2](https://invisiblenetwork.ai/learn/nptel/103106123/8a019aa779ce) (Video)
108. [Lecture 47A: MLE and Bayesian Estimation -3](https://invisiblenetwork.ai/learn/nptel/103106123/b6ff5a403b3a) (Video)
109. [Lecture 47B: MLE and Bayesian Estimation -4](https://invisiblenetwork.ai/learn/nptel/103106123/045b9363eaab) (Video)
110. [Lecture 48A: Estimation of Time Domain Statistics -1](https://invisiblenetwork.ai/learn/nptel/103106123/10c864233058) (Video)
111. [Lecture 48B: Estimation of Time Domain Statistics -2](https://invisiblenetwork.ai/learn/nptel/103106123/b17405b72a2b) (Video)
112. [Lecture 49: Periodogram as PSD Estimator](https://invisiblenetwork.ai/learn/nptel/103106123/3d2197ffbaf6) (Video)
113. [Lecture 50A: Estimation of Power Spectral Density -1](https://invisiblenetwork.ai/learn/nptel/103106123/931a7aca8fbf) (Video)
114. [Lecture 50B: Estimation of Power Spectral Density -2](https://invisiblenetwork.ai/learn/nptel/103106123/1b6b063828c8) (Video)
115. [Lecture 50C: Estimation of Power Spectral Density -3](https://invisiblenetwork.ai/learn/nptel/103106123/6109b01d218e) (Video)
116. [Lecture 50D: Estimation of Time Series Models -1](https://invisiblenetwork.ai/learn/nptel/103106123/a7d28374f903) (Video)
117. [Lecture 50E: Estimation of Time Series Models -2](https://invisiblenetwork.ai/learn/nptel/103106123/8ec6bef09e91) (Video)
118. [Live Session 20-02-2021](https://invisiblenetwork.ai/learn/nptel/103106123/b77d94209881-2) (Video)
119. [Live Session 31-03-2021](https://invisiblenetwork.ai/learn/nptel/103106123/a54a4c7e6735-2) (Video)
120. [Live Session 21-04-2022](https://invisiblenetwork.ai/learn/nptel/103106123/95b15030df8f-2) (Video)