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Cover: 9780387886978 | Introductory Time Series with R | Paul S.P. Cowpertwait (u. a.) | Buch
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Introductory Time Series with R
Taschenbuch von Andrew V. Metcalfe (u. a.)
Sprache: Englisch

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Beschreibung
This book gives you a step-by-step introduction to analysing time series using the open source software R. Each time series model is motivated with practical applications, and is defined in mathematical notation. Once the model has been introduced it is used to generate synthetic data, using R code, and these generated data are then used to estimate its parameters. This sequence enhances understanding of both the time series model and the R function used to fit the model to data. Finally, the model is used to analyse observed data taken from a practical application. By using R, the whole procedure can be reproduced by the reader. All the data sets used in the book are available on the website [...]
The book is written for undergraduate students of mathematics, economics, business and finance, geography, engineering and related disciplines, and postgraduate students who may need to analyse time series as part of their taught programme or their research.
This book gives you a step-by-step introduction to analysing time series using the open source software R. Each time series model is motivated with practical applications, and is defined in mathematical notation. Once the model has been introduced it is used to generate synthetic data, using R code, and these generated data are then used to estimate its parameters. This sequence enhances understanding of both the time series model and the R function used to fit the model to data. Finally, the model is used to analyse observed data taken from a practical application. By using R, the whole procedure can be reproduced by the reader. All the data sets used in the book are available on the website [...]
The book is written for undergraduate students of mathematics, economics, business and finance, geography, engineering and related disciplines, and postgraduate students who may need to analyse time series as part of their taught programme or their research.
Über den Autor
Paul Cowpertwait is an associate professor in mathematical sciences (analytics) at Auckland University of Technology with a substantial research record in both the theory and applications of time series and stochastic models. Andrew Metcalfe is an associate professor in the School of Mathematical Sciences at the University of Adelaide, and an author of six statistics text books and numerous research papers. Both authors have extensive experience of teaching time series to students at all levels.
Zusammenfassung
This book is on the analysis of time series using R, with some emphasis on economic and financial series. The text is based on practical applications and emphasizes the value of the statistical anlaysis to researchers and students who can then apply the methods to university research or to problems in industry and commerce.
Inhaltsverzeichnis
Time Series Data.- Correlation.- Forecasting Strategies.- Basic Stochastic Models.- Regression.- Stationary Models.- Non-stationary Models.- Long-Memory Processes.- Spectral Analysis.- System Identification.- Multivariate Models.- State Space Models.
Details
Erscheinungsjahr: 2009
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Seiten: 272
Reihe: Use R!
Inhalt: xvi
256 S.
ISBN-13: 9780387886978
ISBN-10: 0387886974
Sprache: Englisch
Herstellernummer: 11670551
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Metcalfe, Andrew V.
Cowpertwait, Paul S. P.
Auflage: 2009
Hersteller: Springer US
Springer New York
Use R!
Maße: 235 x 155 x 15 mm
Von/Mit: Andrew V. Metcalfe (u. a.)
Erscheinungsdatum: 09.06.2009
Gewicht: 0,417 kg
preigu-id: 101644732
Über den Autor
Paul Cowpertwait is an associate professor in mathematical sciences (analytics) at Auckland University of Technology with a substantial research record in both the theory and applications of time series and stochastic models. Andrew Metcalfe is an associate professor in the School of Mathematical Sciences at the University of Adelaide, and an author of six statistics text books and numerous research papers. Both authors have extensive experience of teaching time series to students at all levels.
Zusammenfassung
This book is on the analysis of time series using R, with some emphasis on economic and financial series. The text is based on practical applications and emphasizes the value of the statistical anlaysis to researchers and students who can then apply the methods to university research or to problems in industry and commerce.
Inhaltsverzeichnis
Time Series Data.- Correlation.- Forecasting Strategies.- Basic Stochastic Models.- Regression.- Stationary Models.- Non-stationary Models.- Long-Memory Processes.- Spectral Analysis.- System Identification.- Multivariate Models.- State Space Models.
Details
Erscheinungsjahr: 2009
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Seiten: 272
Reihe: Use R!
Inhalt: xvi
256 S.
ISBN-13: 9780387886978
ISBN-10: 0387886974
Sprache: Englisch
Herstellernummer: 11670551
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Metcalfe, Andrew V.
Cowpertwait, Paul S. P.
Auflage: 2009
Hersteller: Springer US
Springer New York
Use R!
Maße: 235 x 155 x 15 mm
Von/Mit: Andrew V. Metcalfe (u. a.)
Erscheinungsdatum: 09.06.2009
Gewicht: 0,417 kg
preigu-id: 101644732
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