Time Series Analysis and its Applications With R Examples
Afbeeldingen
Artikel vergelijken
- Engels
- Paperback
- 9783319524511
- 19 april 2017
- 562 pagina's
Samenvatting
The fourth edition of this popular graduate textbook, like its predecessors, presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using nontrivial data illustrate solutions to problems such as discovering natural and anthropogenic climate change, evaluating pain perception experiments using functional magnetic resonance imaging, and monitoring a nuclear test ban treaty.
The book is designed as a textbook for graduate level students in the physical, biological, and social sciences and as a graduate level text in statistics. Some parts may also serve as an undergraduate introductory course. Theory and methodology are separated to allow presentations on different levels. In addition to coverage of classical methods of time series regression, ARIMA models, spectral analysis and state-space models, the text includes modern developments including categorical time series analysis, multivariate spectral methods, long memory series, nonlinear models, resampling techniques, GARCH models, ARMAX models, stochastic volatility, wavelets, and Markov chain Monte Carlo integration methods.
This edition includes R code for each numerical example in addition to Appendix R, which provides a reference for the data sets and R scripts used in the text in addition to a tutorial on basic R commands and R time series. An additional file is available on the book’s website for download, making all the data sets and scripts easy to load into R.
- Student-tested and improved
- Accessible and complete treatment of modern time series analysis
- Promotes understanding of theoretical concepts by bringing them into a more practical context
- Comprehensive appendices covering the necessities of understanding the mathematics of time series analysis
- Instructor's Manual available for adopters
New to this edition:
- Introductions to each chapter replaced with one-page abstracts
- All graphics and plots redone and made uniform in style
- Bayesian section completely rewritten, covering linear Gaussian state space models only
- R code for each example provided directly in the text for ease of data analysis replication
- Expanded appendices with tutorials containing basic R and R time series commands
- Data sets and additional R scripts available for download on Springer.com
- Internal online links to every reference (equations, examples, chapters, etc.)
Productspecificaties
Inhoud
- Taal
- en
- Bindwijze
- Paperback
- Oorspronkelijke releasedatum
- 19 april 2017
- Aantal pagina's
- 562
- Illustraties
- Nee
Betrokkenen
- Hoofdauteur
- Robert H. Shumway
- Tweede Auteur
- David S. Stoffer
- Co Auteur
- David S. Stoffer
- Hoofduitgeverij
- Springer
Vertaling
- Originele titel
- Time Series Analysis and Its Applications
Overige kenmerken
- Editie
- 4
- Extra groot lettertype
- Nee
- Product breedte
- 155 mm
- Product hoogte
- 44 mm
- Product lengte
- 235 mm
- Studieboek
- Nee
- Verpakking breedte
- 182 mm
- Verpakking hoogte
- 38 mm
- Verpakking lengte
- 257 mm
- Verpakkingsgewicht
- 1063 g
EAN
- EAN
- 9783319524511
Je vindt dit artikel in
- Categorieën
- Taal
- Engels
- Boek, ebook of luisterboek?
- Boek
- Beschikbaarheid
- Leverbaar
- Studieboek of algemeen
- Algemene boeken
Kies gewenste uitvoering
Prijsinformatie en bestellen
De prijs van dit product is 84 euro en 95 cent.- Bestellen en betalen via bol
- Prijs inclusief verzendkosten, verstuurd door Intertaal
- 30 dagen bedenktijd en gratis retourneren
- Wettelijke garantie via Intertaal
Anderen bekeken ook
Rapporteer dit artikel
Je wilt melding doen van illegale inhoud over dit artikel:
- Ik wil melding doen als klant
- Ik wil melding doen als autoriteit of trusted flagger
- Ik wil melding doen als partner
- Ik wil melding doen als merkhouder
Geen klant, autoriteit, trusted flagger, merkhouder of partner? Gebruik dan onderstaande link om melding te doen.