The Analysis Of Time Series
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The Analysis Of Time Series Theory And Practice
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Author : Christopher Chatfield
language : en
Publisher: Springer
Release Date : 2013-12-01
The Analysis Of Time Series Theory And Practice written by Christopher Chatfield and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-01 with Mathematics categories.
Time-series analysis is an area of statistics which is of particular interest at the present time. Time series arise in many different areas, ranging from marketing to oceanography, and the analysis of such series raises many problems of both a theoretical and practical nature. I first became interested in the subject as a postgraduate student at Imperial College, when I attended a stimulating course of lectures on time-series given by Dr. (now Professor) G. M. Jenkins. The subject has fascinated me ever since. Several books have been written on theoretical aspects of time-series analysis. The aim of this book is to provide an introduction to the subject which bridges the gap between theory and practice. The book has also been written to make what is rather a difficult subject as understandable as possible. Enough theory is given to introduce the concepts of time-series analysis and to make the book mathematically interesting. In addition, practical problems are considered so as to help the reader tackle the analysis of real data. The book assumes a knowledge of basic probability theory and elementary statistical inference (see Appendix III). The book can be used as a text for an undergraduate or postgraduate course in time-series, or it can be used for self tuition by research workers. Throughout the book, references are usually given to recent readily accessible books and journals rather than to the original attributive references. Wold's (1965) bibliography contains many time series references published before 1959.
The Analysis Of Time Series
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Author : Chris Chatfield
language : en
Publisher: CRC Press
Release Date : 2003-07-29
The Analysis Of Time Series written by Chris Chatfield and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-07-29 with Mathematics categories.
Since 1975, The Analysis of Time Series: An Introduction has introduced legions of statistics students and researchers to the theory and practice of time series analysis. With each successive edition, bestselling author Chris Chatfield has honed and refined his presentation, updated the material to reflect advances in the field, and presented inter
The Analysis Of Time Series
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Author : Chris Chatfield
language : en
Publisher: CRC Press
Release Date : 2019-04-25
The Analysis Of Time Series written by Chris Chatfield and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-04-25 with Mathematics categories.
This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis. The book covers a wide range of topics, including ARIMA models, forecasting methods, spectral analysis, linear systems, state-space models, the Kalman filters, nonlinear models, volatility models, and multivariate models.
Time Series Analysis Modeling And Applications
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Author : Witold Pedrycz
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-11-29
Time Series Analysis Modeling And Applications written by Witold Pedrycz and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-11-29 with Computers categories.
Temporal and spatiotemporal data form an inherent fabric of the society as we are faced with streams of data coming from numerous sensors, data feeds, recordings associated with numerous areas of application embracing physical and human-generated phenomena (environmental data, financial markets, Internet activities, etc.). A quest for a thorough analysis, interpretation, modeling and prediction of time series comes with an ongoing challenge for developing models that are both accurate and user-friendly (interpretable). The volume is aimed to exploit the conceptual and algorithmic framework of Computational Intelligence (CI) to form a cohesive and comprehensive environment for building models of time series. The contributions covered in the volume are fully reflective of the wealth of the CI technologies by bringing together ideas, algorithms, and numeric studies, which convincingly demonstrate their relevance, maturity and visible usefulness. It reflects upon the truly remarkable diversity of methodological and algorithmic approaches and case studies. This volume is aimed at a broad audience of researchers and practitioners engaged in various branches of operations research, management, social sciences, engineering, and economics. Owing to the nature of the material being covered and a way it has been arranged, it establishes a comprehensive and timely picture of the ongoing pursuits in the area and fosters further developments.
Hands On Time Series Analysis With R
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Author : Rami Krispin
language : en
Publisher: Packt Publishing Ltd
Release Date : 2019-05-31
Hands On Time Series Analysis With R written by Rami Krispin and has been published by Packt Publishing Ltd this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-05-31 with Computers categories.
Build efficient forecasting models using traditional time series models and machine learning algorithms. Key FeaturesPerform time series analysis and forecasting using R packages such as Forecast and h2oDevelop models and find patterns to create visualizations using the TSstudio and plotly packagesMaster statistics and implement time-series methods using examples mentionedBook Description Time series analysis is the art of extracting meaningful insights from, and revealing patterns in, time series data using statistical and data visualization approaches. These insights and patterns can then be utilized to explore past events and forecast future values in the series. This book explores the basics of time series analysis with R and lays the foundations you need to build forecasting models. You will learn how to preprocess raw time series data and clean and manipulate data with packages such as stats, lubridate, xts, and zoo. You will analyze data and extract meaningful information from it using both descriptive statistics and rich data visualization tools in R such as the TSstudio, plotly, and ggplot2 packages. The later section of the book delves into traditional forecasting models such as time series linear regression, exponential smoothing (Holt, Holt-Winter, and more) and Auto-Regressive Integrated Moving Average (ARIMA) models with the stats and forecast packages. You'll also cover advanced time series regression models with machine learning algorithms such as Random Forest and Gradient Boosting Machine using the h2o package. By the end of this book, you will have the skills needed to explore your data, identify patterns, and build a forecasting model using various traditional and machine learning methods. What you will learnVisualize time series data and derive better insightsExplore auto-correlation and master statistical techniquesUse time series analysis tools from the stats, TSstudio, and forecast packagesExplore and identify seasonal and correlation patternsWork with different time series formats in RExplore time series models such as ARIMA, Holt-Winters, and moreEvaluate high-performance forecasting solutionsWho this book is for Hands-On Time Series Analysis with R is ideal for data analysts, data scientists, and all R developers who are looking to perform time series analysis to predict outcomes effectively. A basic knowledge of statistics is required; some knowledge in R is expected, but not mandatory.
The Analysis Of Economic Time Series
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Author : Harold Thayer Davis
language : en
Publisher:
Release Date : 1973
The Analysis Of Economic Time Series written by Harold Thayer Davis and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1973 with Economics, Mathematical categories.
Time Series Analysis And Its Applications
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Author : Robert H. Shumway
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14
Time Series Analysis And Its Applications written by Robert H. Shumway and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-14 with Mathematics categories.
The goals of this book are to develop an appreciation for the richness and versatility of modern time series analysis as a tool for analyzing data, and still maintain a commitment to theoretical integrity, as exemplified by the seminal works of Brillinger (1981) and Hannan (1970) and the texts by Brockwell and Davis (1991) and Fuller (1995). The advent of more powerful computing, es pecially in the last three years, has provided both real data and new software that can take one considerably beyond the fitting of·simple time domain mod els, such as have been elegantly described in the landmark work of Box and Jenkins (1970). The present book is designed to be useful as a text for courses in time series on several different levels and as a reference work for practition ers facing the analysis of time-correlated data in the physical, biological, and social sciences. We believe the book will be useful as a text at both the undergraduate and graduate levels. An undergraduate course can be accessible to students with a background in regression analysis and might include Sections 1. 1-1. 8, 2. 1-2. 9, and 3. 1-3. 8. Similar courses have been taught at the University of California (Berkeley and Davis) in the past using the earlier book on applied time series analysis by Shumway (1988). Such a course is taken by undergraduate students in mathematics, economics, and statistics and attracts graduate students from the agricultural, biological, and environmental sciences.
Introduction To Modern Time Series Analysis
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Author : Gebhard Kirchgässner
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-08-27
Introduction To Modern Time Series Analysis written by Gebhard Kirchgässner and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-08-27 with Business & Economics categories.
This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It contains the most important approaches to analyze time series which may be stationary or nonstationary.
Handbook Of Time Series Analysis
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Author : Björn Schelter
language : en
Publisher: John Wiley & Sons
Release Date : 2006-12-13
Handbook Of Time Series Analysis written by Björn Schelter and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-12-13 with Science categories.
This handbook provides an up-to-date survey of current research topics and applications of time series analysis methods written by leading experts in their fields. It covers recent developments in univariate as well as bivariate and multivariate time series analysis techniques ranging from physics' to life sciences' applications. Each chapter comprises both methodological aspects and applications to real world complex systems, such as the human brain or Earth's climate. Covering an exceptionally broad spectrum of topics, beginners, experts and practitioners who seek to understand the latest developments will profit from this handbook.
Time Series Analysis
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Author : Henrik Madsen
language : en
Publisher: CRC Press
Release Date : 2007-11-28
Time Series Analysis written by Henrik Madsen and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-11-28 with Mathematics categories.
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