Articoli correlati a The Analysis of Time Series: An Introduction, Sixth...
Sinossi
This book provides a comprehensive introduction to the theory and practice of time series analysis. Topics include o ARIMA probability models o forecasting methods o spectral analysis o linear systems o state-space models o Kalman filter. Building on the success of earlier editions, the fourth edition serves as a valuable text for undergraduates and postgraduates taking courses in time series as well as provides an excellent resource for self-study.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Contenuti
Introduction
Simple Descriptive Techniques
Probability Models for Time Series
Estimation in the Time Domain
Forecasting
Stationary Processes in the Frequency Domain
Spectral Analysis
Bivariate Processes
Linear Systems
State-Space Models and the Kalman Filter
Non-Linear Models
Multivariate Time-Series Modelling
Some Other Topics
Appendices
The Fourier, Laplace, and Z Transforms
The Dirac Delta Function
Covariance
Some Worked Examples
Product Description
The Analysis of Time Series: an introduction
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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The Analysis of Time Series: An Introduction, 4th Edition (Chapman & Hall/CRC Texts in Statistical Science)
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Chapman and Hall/CRC, 1989
ISBN 10: 0412318202
ISBN 13: 9780412318207
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The Analysis of Time Series: An Introduction, 4th Edition (Chapman & Hall/CRC Texts in Statistical Science)
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The Analysis of Time Series: An Introduction, 4th Edition (Chapman & Hall/CRC Texts in Statistical Science)
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Chapman and Hall/CRC, 1989
ISBN 10: 0412318202
ISBN 13: 9780412318207
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The Analysis of Time Series: An Introduction, Sixth Edition (Chapman & Hall/CRC Texts in Statistical Science)
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Chapman and Hall/CRC, 1989
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The Analysis of Time Series: An Introduction, 4th Edition (Chapman & Hall/CRC Texts in Statistical Science)
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Analysis Time Series Ed4 : An Introduction
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The Analysis of Time Series: An Introduction, Sixth Edition (Chapman & Hall/CRC Texts in Statistical Science)
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The Analysis of Time Series. An Introduction
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Paperback. Condizione: Very Good. 4th Edition. Paperback. The Analysis of Time Series. Previous owners name to inside cover page and title page. The book provides a comprehensible introduction to the analysis of time series, which arise in many branches of science, including exonomics, biology, physics and electrical engineering. A variety of practical examples are given to support the theory. The book covers a wide range of time-series topics, including probability models for time series. Box-Jenkins forecasting, special analysis, linear systems and system indification. The fourth edition has been substantially revised throughout to take account of recent tresearch findings, particularly on comparative forecasting. An important addition is a new chapter describing state-space models and the Kalman filter. This newe edition will be a valuable text for use by both undergraduates and postgraduates taking courses in time series, as well as for students and researchers who wish to use the book for self-tuition. 241 pp. (We carry a wide selection of titles in The Arts, Theology, History, Politics, Social and Physical Sciences. academic and scholarly books and Modern First Editions, Reference books ,and all types of Academic Literature.). Codice articolo 095919
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