Applied Time Series Analysis with R

ISBN-13: 9781032097220 / Angielski / Miękka / 2021 / 636 str.

Henry L. Gray; Alan C. Elliott

Opis

Virtually any random process that develops chronologically can be viewed as a time series. This textbook presents real-world examples from the fields of engineering, economics, medicine, biology, and chemistry to promote a solid understanding of the data and associated methods. The text explores many important new methodologies that have develop

Spis treści

Stationary Time Series. Linear Filters. ARMA Time Series Models. Other Stationary Time Series Models. Nonstationary Time Series Models. Forecasting. Parameter Estimation. Model Identification. Model Building. Vector-Valued (Multivariate) Time Series. Long-Memory Processes. Wavelets. G-Stationary Processes.

O autorze

Wayne A. Woodward is a professor and chair of the Department of Statistical Science at Southern Methodist University in Dallas,
Texas.
Henry L. Gray is a C.F. Frensley Professor Emeritus in the Department of Statistical Science at Southern Methodist University in
Dallas, Texas.
Alan C. Elliott is a biostatistician in the Department of Statistical Science at Southern Methodist University in Dallas, Texas.