A Course in Time Series Analysis

A Course in Time Series Analysis
Author :
Publisher : John Wiley & Sons
Total Pages : 494
Release :
ISBN-10 : 9781118031223
ISBN-13 : 1118031229
Rating : 4/5 (23 Downloads)

Book Synopsis A Course in Time Series Analysis by : Daniel Peña

Download or read book A Course in Time Series Analysis written by Daniel Peña and published by John Wiley & Sons. This book was released on 2011-01-25 with total page 494 pages. Available in PDF, EPUB and Kindle. Book excerpt: New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data. It brings together material previously available only in the professional literature and presents a unified view of the most advanced procedures available for time series model building. The authors begin with basic concepts in univariate time series, providing an up-to-date presentation of ARIMA models, including the Kalman filter, outlier analysis, automatic methods for building ARIMA models, and signal extraction. They then move on to advanced topics, focusing on heteroscedastic models, nonlinear time series models, Bayesian time series analysis, nonparametric time series analysis, and neural networks. Multivariate time series coverage includes presentations on vector ARMA models, cointegration, and multivariate linear systems. Special features include: Contributions from eleven of the worldâ??s leading figures in time series Shared balance between theory and application Exercise series sets Many real data examples Consistent style and clear, common notation in all contributions 60 helpful graphs and tables Requiring no previous knowledge of the subject, A Course in Time Series Analysis is an important reference and a highly useful resource for researchers and practitioners in statistics, economics, business, engineering, and environmental analysis. An Instructor's Manual presenting detailed solutions to all the problems in he book is available upon request from the Wiley editorial department.


A Course in Time Series Analysis Related Books

A Course in Time Series Analysis
Language: en
Pages: 494
Authors: Daniel Peña
Categories: Mathematics
Type: BOOK - Published: 2011-01-25 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univa
Forecasting: principles and practice
Language: en
Pages: 380
Authors: Rob J Hyndman
Categories: Business & Economics
Type: BOOK - Published: 2018-05-08 - Publisher: OTexts

DOWNLOAD EBOOK

Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic
A First Course on Time Series Analysis
Language: en
Pages: 364
Authors: Falk et al.
Categories: Mathematics
Type: BOOK - Published: 2012-08-03 - Publisher: epubli GmbH

DOWNLOAD EBOOK

Elements from time series analysis with the statistical software package SAS
Practical Time Series Analysis
Language: en
Pages: 500
Authors: Aileen Nielsen
Categories: Computers
Type: BOOK - Published: 2019-09-20 - Publisher: O'Reilly Media

DOWNLOAD EBOOK

Time series data analysis is increasingly important due to the massive production of such data through the internet of things, the digitalization of healthcare,
Time Series Analysis and Forecasting by Example
Language: en
Pages: 346
Authors: Søren Bisgaard
Categories: Mathematics
Type: BOOK - Published: 2011-08-24 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

An intuition-based approach enables you to master time series analysis with ease Time Series Analysis and Forecasting by Example provides the fundamental techni