A Course in Time Series Analysis
Title | A Course in Time Series Analysis PDF eBook |
Author | Daniel Peña |
Publisher | John Wiley & Sons |
Pages | 494 |
Release | 2011-01-25 |
Genre | Mathematics |
ISBN | 1118031229 |
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.
Time Series Analysis for the Social Sciences
Title | Time Series Analysis for the Social Sciences PDF eBook |
Author | Janet M. Box-Steffensmeier |
Publisher | Cambridge University Press |
Pages | 297 |
Release | 2014-12-22 |
Genre | Mathematics |
ISBN | 0521871166 |
This book provides instruction and examples of the core methods in time series econometrics, drawing from several main fields of the social sciences.
Time Series Analysis
Title | Time Series Analysis PDF eBook |
Author | Henrik Madsen |
Publisher | CRC Press |
Pages | 390 |
Release | 2007-11-28 |
Genre | Mathematics |
ISBN | 1420059688 |
With a focus on analyzing and modeling linear dynamic systems using statistical methods, Time Series Analysis formulates various linear models, discusses their theoretical characteristics, and explores the connections among stochastic dynamic models. Emphasizing the time domain description, the author presents theorems to highlight the most
Forecasting: principles and practice
Title | Forecasting: principles and practice PDF eBook |
Author | Rob J Hyndman |
Publisher | OTexts |
Pages | 380 |
Release | 2018-05-08 |
Genre | Business & Economics |
ISBN | 0987507117 |
Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
Time Series Analysis
Title | Time Series Analysis PDF eBook |
Author | Wilfredo Palma |
Publisher | John Wiley & Sons |
Pages | 618 |
Release | 2016-03-07 |
Genre | Mathematics |
ISBN | 1118634322 |
A modern and accessible guide to the analysis of introductory time series data Featuring an organized and self-contained guide, Time Series Analysis provides a broad introduction to the most fundamental methodologies and techniques of time series analysis. The book focuses on the treatment of univariate time series by illustrating a number of well-known models such as ARMA and ARIMA. Providing contemporary coverage, the book features several useful and newlydeveloped techniques such as weak and strong dependence, Bayesian methods, non-Gaussian data, local stationarity, missing values and outliers, and threshold models. Time Series Analysis includes practical applications of time series methods throughout, as well as: Real-world examples and exercise sets that allow readers to practice the presented methods and techniques Numerous detailed analyses of computational aspects related to the implementation of methodologies including algorithm efficiency, arithmetic complexity, and process time End-of-chapter proposed problems and bibliographical notes to deepen readers’ knowledge of the presented material Appendices that contain details on fundamental concepts and select solutions of the problems implemented throughout A companion website with additional data fi les and computer codes Time Series Analysis is an excellent textbook for undergraduate and beginning graduate-level courses in time series as well as a supplement for students in advanced statistics, mathematics, economics, finance, engineering, and physics. The book is also a useful reference for researchers and practitioners in time series analysis, econometrics, and finance. Wilfredo Palma, PhD, is Professor of Statistics in the Department of Statistics at Pontificia Universidad Católica de Chile. He has published several refereed articles and has received over a dozen academic honors and awards. His research interests include time series analysis, prediction theory, state space systems, linear models, and econometrics. He is the author of Long-Memory Time Series: Theory and Methods, also published by Wiley.
Time Series Analysis
Title | Time Series Analysis PDF eBook |
Author | Jonathan D. Cryer |
Publisher | Springer Science & Business Media |
Pages | 501 |
Release | 2008-04-04 |
Genre | Business & Economics |
ISBN | 0387759581 |
This book presents an accessible approach to understanding time series models and their applications. The ideas and methods are illustrated with both real and simulated data sets. A unique feature of this edition is its integration with the R computing environment.
Practical Time Series Analysis
Title | Practical Time Series Analysis PDF eBook |
Author | Aileen Nielsen |
Publisher | O'Reilly Media |
Pages | 500 |
Release | 2019-09-20 |
Genre | Computers |
ISBN | 1492041629 |
Time series data analysis is increasingly important due to the massive production of such data through the internet of things, the digitalization of healthcare, and the rise of smart cities. As continuous monitoring and data collection become more common, the need for competent time series analysis with both statistical and machine learning techniques will increase. Covering innovations in time series data analysis and use cases from the real world, this practical guide will help you solve the most common data engineering and analysis challengesin time series, using both traditional statistical and modern machine learning techniques. Author Aileen Nielsen offers an accessible, well-rounded introduction to time series in both R and Python that will have data scientists, software engineers, and researchers up and running quickly. You’ll get the guidance you need to confidently: Find and wrangle time series data Undertake exploratory time series data analysis Store temporal data Simulate time series data Generate and select features for a time series Measure error Forecast and classify time series with machine or deep learning Evaluate accuracy and performance