| Abstract : An introduction to multivariate time series analysis is provided. These research projects are motivated by three applications: environmental, financial, and economic. The first problem of interest concerns nonlinear time series analysis and is motivated by understanding how the state of the economy affects the unemployment rate. The second problem concerns understanding the dynamic relationships between different stocks in different sectors of the economy and modeling this evolving structure. The last problem concerns outlier detection in environmental monitoring network data which is applied to ambient ozone measurements in Houston, TX. |