Mathematics Introduction to Event Time Series Analysis

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Mathematics [From Infectious Diseases to SNS Postings! Analysis Tools for Time Series Phenomena] / Volume 6 of the Statistics Spotlight Series. Natural and social phenomena such as infectious diseases, earthquakes, and SNS postings are regarded as time-series events, and there are stochastic processes called "point processes" and "state-space models" as the main techniques used to analyze each phenomenon and predict the future by modeling how they occur. / This book is an introductory book that explains point processes so that they can be understood only with mathematical knowledge learned in the first year of university. It also outlines state-space models. As an application of this book, it also introduces methods for estimating index values for the spread / convergence of COVID-19. It is a must-read for beginners who want to learn event analysis techniques!