Time Series

Hi everyone, I've been reading some papers that talk about fractality (hurst exponent) in physiological time series (ekg, eeg, gait, etc.). I was wondering if anyone had good beginner's sources for time series analysis (i.e. how to interpret autocorrelations, cross correlations, how to treat different forms of data, what are its uses and limitations etc.) and assessment of hurst exponent using time series data.

EDIT: Oh I found a good site for series.

Last edited: