Tarokh, VahidDing, Jie2018-12-202017-032017-01-272017http://nrs.harvard.edu/urn-3:HUL.InstRepos:37945007In spite of substantial results in time series analysis, there remain many unsolved problems and challenges in design of generally applicable prediction systems. In this dissertation, we address some of the challenges. We present some new techniques and analysis toward optimal model selection in well/mis-specified model classes, modeling of nonlinearity, high dimensionality, structure changes, recurring patterns, etc.application/pdfenStatisticsEngineering, Electronics and ElectricalMathematicsThesis or Dissertation2018-12-200000-0002-3584-6140