时间序列分析，对于数据处理很有帮助的书籍，适合初学者

MATLAB 在时间序列分析中的应用PDF版本，由张善文，雷英杰等编写

MATLAB在时间序列分析中的应用_张善文等2007

本章使用的示例来自Zachary M. Jones。Jones的研究目的是调查像大麻合法化这样的政策性决定会对市场产生何种影响。

提供非线性时间序列分析的基础理论介绍，为您提供坚实的数学基础。

本文是时间序列方面的经典书籍，内容全面、丰富

MATLAB在时间序列分析中的应用-张善文、雷英杰

介绍SAS软件中相关系数，ARMA模型，Garch模型等常用代码的用法

Multivariate time series analysis considers simultaneously multiple time series. It is a branch of multivariate statistical analysis but deals specifically with dependent data. It is, in general, much more complicated than the univariate time series analysis, especially when the number of series considered is large. We study this more complicated statistical analysis in this book because in real life decisions often involve multiple inter-related factors or variables. Understanding the relationships between those factors and providing accurate predictions of those variables are valuable in decision making. The objectives of multivariate time series analysis thus include 1. To study the dynamic relationships between variables 2. To improve the accuracy of prediction

总结时间序列分析法在故障诊断领域应用的优势，简述了时间系列分析法在故障诊断中的应用方法，并结合几个实例说明其在实际应用中应用领域、诊断方法及过程，分析其发展前景。