The Analysis Of Time Series
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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.
The Analysis Of Time Series
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Author : Christopher Chatfield
language : en
Publisher:
Release Date : 1989
The Analysis Of Time Series written by Christopher Chatfield and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with Time-series analysis categories.
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.
Time Series Analysis And Forecasting By Example
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Author : Søren Bisgaard
language : en
Publisher: John Wiley & Sons
Release Date : 2011-08-24
Time Series Analysis And Forecasting By Example written by Søren Bisgaard 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 2011-08-24 with Mathematics categories.
An intuition-based approach enables you to master time series analysis with ease Time Series Analysis and Forecasting by Example provides the fundamental techniques in time series analysis using various examples. By introducing necessary theory through examples that showcase the discussed topics, the authors successfully help readers develop an intuitive understanding of seemingly complicated time series models and their implications. The book presents methodologies for time series analysis in a simplified, example-based approach. Using graphics, the authors discuss each presented example in detail and explain the relevant theory while also focusing on the interpretation of results in data analysis. Following a discussion of why autocorrelation is often observed when data is collected in time, subsequent chapters explore related topics, including: Graphical tools in time series analysis Procedures for developing stationary, non-stationary, and seasonal models How to choose the best time series model Constant term and cancellation of terms in ARIMA models Forecasting using transfer function-noise models The final chapter is dedicated to key topics such as spurious relationships, autocorrelation in regression, and multiple time series. Throughout the book, real-world examples illustrate step-by-step procedures and instructions using statistical software packages such as SAS, JMP, Minitab, SCA, and R. A related Web site features PowerPoint slides to accompany each chapter as well as the book's data sets. With its extensive use of graphics and examples to explain key concepts, Time Series Analysis and Forecasting by Example is an excellent book for courses on time series analysis at the upper-undergraduate and graduate levels. it also serves as a valuable resource for practitioners and researchers who carry out data and time series analysis in the fields of engineering, business, and economics.
Design And Analysis Of Time Series Experiments
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Author : Richard McCleary
language : en
Publisher: Oxford University Press
Release Date : 2017-05-11
Design And Analysis Of Time Series Experiments written by Richard McCleary and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-05-11 with Social Science categories.
Design and Analysis of Time Series Experiments presents the elements of statistical time series analysis while also addressing recent developments in research design and causal modeling. A distinguishing feature of the book is its integration of design and analysis of time series experiments. Readers learn not only how-to skills but also the underlying rationales for design features and analytical methods. ARIMA algebra, Box-Jenkins-Tiao models and model-building strategies, forecasting, and Box-Tiao impact models are developed in separate chapters. The presentation of the models and model-building assumes only exposure to an introductory statistics course, with more difficult mathematical material relegated to appendices. Separate chapters cover threats to statistical conclusion validity, internal validity, construct validity, and external validity with an emphasis on how these threats arise in time series experiments. Design structures for controlling the threats are presented and illustrated through examples. The chapters on statistical conclusion validity and internal validity introduce Bayesian methods, counterfactual causality, and synthetic control group designs. Building on the earlier time series books by McCleary and McDowall, Design and Analysis of Time Series Experiments includes recent developments in modeling, and considers design issues in greater detail than does any existing work. Drawing examples from criminology, economics, education, pharmacology, public policy, program evaluation, public health, and psychology, the text is addressed to researchers and graduate students in a wide range of behavioral, biomedical and social sciences. It will appeal to those who want to conduct or interpret time series experiments, as well as to those interested in research designs for causal inference.
An Introduction To State Space Time Series Analysis
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Author : Jacques J. F. Commandeur
language : en
Publisher: OUP Oxford
Release Date : 2007-07-19
An Introduction To State Space Time Series Analysis written by Jacques J. F. Commandeur and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-07-19 with Business & Economics categories.
Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. The only background required in order to understand the material presented in the book is a basic knowledge of classical linear regression models, of which a brief review is provided to refresh the reader's knowledge. Also, a few sections assume familiarity with matrix algebra, however, these sections may be skipped without losing the flow of the exposition. The book offers a step by step approach to the analysis of the salient features in time series such as the trend, seasonal, and irregular components. Practical problems such as forecasting and missing values are treated in some detail. This useful book will appeal to practitioners and researchers who use time series on a daily basis in areas such as the social sciences, quantitative history, biology and medicine. It also serves as an accompanying textbook for a basic time series course in econometrics and statistics, typically at an advanced undergraduate level or graduate level.
A Selected Annotated Bibliography On The Analysis Of Water Resource Systems
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Author :
language : en
Publisher:
Release Date : 1969
A Selected Annotated Bibliography On The Analysis Of Water Resource Systems written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1969 with Water resources development categories.
A Selected Annotated Bibliography On The Analysis Of Water Resource Systems
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Author : Water Resources Scientific Information Center
language : en
Publisher:
Release Date : 1969
A Selected Annotated Bibliography On The Analysis Of Water Resource Systems written by Water Resources Scientific Information Center and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1969 with Water resources development categories.
Advanced Statistical Methods For The Analysis Of Large Data Sets
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Author : Agostino Di Ciaccio
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-03-05
Advanced Statistical Methods For The Analysis Of Large Data Sets written by Agostino Di Ciaccio 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 2012-03-05 with Mathematics categories.
The theme of the meeting was “Statistical Methods for the Analysis of Large Data-Sets”. In recent years there has been increasing interest in this subject; in fact a huge quantity of information is often available but standard statistical techniques are usually not well suited to managing this kind of data. The conference serves as an important meeting point for European researchers working on this topic and a number of European statistical societies participated in the organization of the event. The book includes 45 papers from a selection of the 156 papers accepted for presentation and discussed at the conference on “Advanced Statistical Methods for the Analysis of Large Data-sets.”