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Time Series Analysis and Its Applications
With R Examples
Taschenbuch von Robert H. Shumway (u. a.)
Sprache: Englisch

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Beschreibung
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.

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.

Inhaltsverzeichnis
1. Characteristics of Time Series.- 2. Time Series Regression and Exploratory Data Analysis.- 3. ARIMA Models.- 4. Spectral Analysis and Filtering.- 5. Additional Time Domain Topics.- 6. State-Space Models.- 7. Statistical Methods in the Frequency Domain.- 8. Appendix A: Large Sample Theory.- Appendix B: Time Domain Theory.- Appendix C: Spectral Domain Theory.- Appendix R: R Supplement.
Details
Erscheinungsjahr: 2017
Genre: Mathematik, Medizin, Naturwissenschaften, Technik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Originaltitel: Time Series Analysis and Its Applications
Inhalt: Einband - flex.(Paperback)
ISBN-13: 9783319524511
ISBN-10: 3319524518
Sprache: Englisch
Herstellernummer: 978-3-319-52451-1
Autor: Shumway, Robert H.
Stoffer, David S.
Auflage: 4. Aufl.
Hersteller: Springer
Springer, Berlin
Springer International Publishing
Verantwortliche Person für die EU: preigu, Ansas Meyer, Lengericher Landstr. 19, D-49078 Osnabrück, mail@preigu.de
Abbildungen: XIII, 562 p. 148 illus., 70 illus. in color.
Maße: 31 x 178 x 252 mm
Von/Mit: Robert H. Shumway (u. a.)
Erscheinungsdatum: 19.04.2017
Gewicht: 0,862 kg
Artikel-ID: 108925065
Inhaltsverzeichnis
1. Characteristics of Time Series.- 2. Time Series Regression and Exploratory Data Analysis.- 3. ARIMA Models.- 4. Spectral Analysis and Filtering.- 5. Additional Time Domain Topics.- 6. State-Space Models.- 7. Statistical Methods in the Frequency Domain.- 8. Appendix A: Large Sample Theory.- Appendix B: Time Domain Theory.- Appendix C: Spectral Domain Theory.- Appendix R: R Supplement.
Details
Erscheinungsjahr: 2017
Genre: Mathematik, Medizin, Naturwissenschaften, Technik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Originaltitel: Time Series Analysis and Its Applications
Inhalt: Einband - flex.(Paperback)
ISBN-13: 9783319524511
ISBN-10: 3319524518
Sprache: Englisch
Herstellernummer: 978-3-319-52451-1
Autor: Shumway, Robert H.
Stoffer, David S.
Auflage: 4. Aufl.
Hersteller: Springer
Springer, Berlin
Springer International Publishing
Verantwortliche Person für die EU: preigu, Ansas Meyer, Lengericher Landstr. 19, D-49078 Osnabrück, mail@preigu.de
Abbildungen: XIII, 562 p. 148 illus., 70 illus. in color.
Maße: 31 x 178 x 252 mm
Von/Mit: Robert H. Shumway (u. a.)
Erscheinungsdatum: 19.04.2017
Gewicht: 0,862 kg
Artikel-ID: 108925065
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