Time Series Analysis Papers
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Time Series Analysis
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Author : Wilfredo Palma
language : en
Publisher: John Wiley & Sons
Release Date : 2016-04-28
Time Series Analysis written by Wilfredo Palma 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 2016-04-28 with Mathematics categories.
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.
Theory And Applications Of Time Series Analysis
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Author : Olga Valenzuela
language : en
Publisher: Springer Nature
Release Date : 2020-11-20
Theory And Applications Of Time Series Analysis written by Olga Valenzuela and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-11-20 with Business & Economics categories.
This book presents a selection of peer-reviewed contributions on the latest advances in time series analysis, presented at the International Conference on Time Series and Forecasting (ITISE 2019), held in Granada, Spain, on September 25-27, 2019. The first two parts of the book present theoretical contributions on statistical and advanced mathematical methods, and on econometric models, financial forecasting and risk analysis. The remaining four parts include practical contributions on time series analysis in energy; complex/big data time series and forecasting; time series analysis with computational intelligence; and time series analysis and prediction for other real-world problems. Given this mix of topics, readers will acquire a more comprehensive perspective on the field of time series analysis and forecasting. The ITISE conference series provides a forum for scientists, engineers, educators and students to discuss the latest advances and implementations in the foundations, theory, models and applications of time series analysis and forecasting. It focuses on interdisciplinary research encompassing computer science, mathematics, statistics and econometrics.
Theory And Applications Of Time Series Analysis
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Author : Olga Valenzuela
language : en
Publisher:
Release Date : 2019
Theory And Applications Of Time Series Analysis written by Olga Valenzuela and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019 with Time-series analysis categories.
This book presents selected peer-reviewed contributions from the International Conference on Time Series and Forecasting, ITISE 2018, held in Granada, Spain, on September 19-21, 2018. The first three parts of the book focus on the theory of time series analysis and forecasting, and discuss statistical methods, modern computational intelligence methodologies, econometric models, financial forecasting, and risk analysis. In turn, the last three parts are dedicated to applied topics and include papers on time series analysis in the earth sciences, energy time series forecasting, and time series analysis and prediction in other real-world problems. The book offers readers valuable insights into the different aspects of time series analysis and forecasting, allowing them to benefit both from its sophisticated and powerful theory, and from its practical applications, which address real-world problems in a range of disciplines. The ITISE conference series provides a valuable forum for scientists, engineers, educators and students to discuss the latest advances and implementations in the field of time series analysis and forecasting. It focuses on interdisciplinary and multidisciplinary research encompassing computer science, mathematics, statistics and econometrics.
Nonlinear Time Series Analysis Of Economic And Financial Data
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Author : Philip Rothman
language : en
Publisher: Springer Science & Business Media
Release Date : 1999-01-31
Nonlinear Time Series Analysis Of Economic And Financial Data written by Philip Rothman 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 1999-01-31 with Business & Economics categories.
Nonlinear Time Series Analysis of Economic and Financial Data provides an examination of the flourishing interest that has developed in this area over the past decade. The constant theme throughout this work is that standard linear time series tools leave unexamined and unexploited economically significant features in frequently used data sets. The book comprises original contributions written by specialists in the field, and offers a combination of both applied and methodological papers. It will be useful to both seasoned veterans of nonlinear time series analysis and those searching for an informative panoramic look at front-line developments in the area.
Time Series Analysis
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Author : Jonathan D. Cryer
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-03-06
Time Series Analysis written by Jonathan D. Cryer 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 2008-03-06 with Mathematics categories.
This book has been developed for a one-semester course usually attended by students in statistics, economics, business, engineering, and quantitative social sciences. A unique feature of this edition is its integration with the R computing environment. Basic applied statistics is assumed through multiple regression. Calculus is assumed only to the extent of minimizing sums of squares but a calculus-based introduction to statistics is necessary for a thorough understanding of some of the theory. Actual time series data drawn from various disciplines are used throughout the book to illustrate the methodology.
Principles Of Forecasting
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Author : J.S. Armstrong
language : en
Publisher: Springer Science & Business Media
Release Date : 2001-05-31
Principles Of Forecasting written by J.S. Armstrong 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 2001-05-31 with Business & Economics categories.
Principles of Forecasting: A Handbook for Researchers and Practitioners summarizes knowledge from experts and from empirical studies. It provides guidelines that can be applied in fields such as economics, sociology, and psychology. It applies to problems such as those in finance (How much is this company worth?), marketing (Will a new product be successful?), personnel (How can we identify the best job candidates?), and production (What level of inventories should be kept?). The book is edited by Professor J. Scott Armstrong of the Wharton School, University of Pennsylvania. Contributions were written by 40 leading experts in forecasting, and the 30 chapters cover all types of forecasting methods. There are judgmental methods such as Delphi, role-playing, and intentions studies. Quantitative methods include econometric methods, expert systems, and extrapolation. Some methods, such as conjoint analysis, analogies, and rule-based forecasting, integrate quantitative and judgmental procedures. In each area, the authors identify what is known in the form of `if-then principles', and they summarize evidence on these principles. The project, developed over a four-year period, represents the first book to summarize all that is known about forecasting and to present it so that it can be used by researchers and practitioners. To ensure that the principles are correct, the authors reviewed one another's papers. In addition, external reviews were provided by more than 120 experts, some of whom reviewed many of the papers. The book includes the first comprehensive forecasting dictionary.
Forecasting Economic Time Series
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Author : C. W. J. Granger
language : en
Publisher: Academic Press
Release Date : 2014-05-10
Forecasting Economic Time Series written by C. W. J. Granger and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-10 with Business & Economics categories.
Economic Theory, Econometrics, and Mathematical Economics, Second Edition: Forecasting Economic Time Series presents the developments in time series analysis and forecasting theory and practice. This book discusses the application of time series procedures in mainstream economic theory and econometric model building. Organized into 10 chapters, this edition begins with an overview of the problem of dealing with time series possessing a deterministic seasonal component. This text then provides a description of time series in terms of models known as the time-domain approach. Other chapters consider an alternative approach, known as spectral or frequency-domain analysis, that often provides useful insights into the properties of a series. This book discusses as well a unified approach to the fitting of linear models to a given time series. The final chapter deals with the main advantage of having a Gaussian series wherein the optimal single series, least-squares forecast will be a linear forecast. This book is a valuable resource for economists.
Time Series Analysis Papers
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Author : Emanuel Parzen
language : en
Publisher:
Release Date : 1967
Time Series Analysis Papers written by Emanuel Parzen and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1967 with Time-series analysis categories.
On consistent estimates of the spectral density of a stationary time series; Analysis of a general system for the detection of amplitude-modulated noise; A central limit theorem for multilinear stochastic processes; Conditions that a stochastic process ber egodic; On consistent estimates of the spectrum of a stationary time series; On choosing an estimate of the spectral density function of a stationary time series; On asymptotically efficient consistent estimates of the spectral density function of a stationary time series; General considerations in the analysis of spectra; Mathematical considerations in the estimation of spectra; Spectral analysis of asymptotically stationary time series; On spectral analysis with missing observations and amplitude modulation; Notes on fourier analysis and spectral windows; Statistical inference on time series by Hilbert space methods; An approach to time series analysis; Regression analysis of continuous parameter time series; A new approach to the synthesis of optimal smoothing and prediction systems; Probability density functionals and reproducing kernel hilbert spaces; Extraction and detection problems and reproducing kernel hilbert spaces; On estimation of a probability density function and mode; On models for the probability of fatigue failure of a structure; An approach to empirical time series analysis.
Non Linear Time Series
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Author : Howell Tong
language : en
Publisher: Oxford University Press, USA
Release Date : 1990
Non Linear Time Series written by Howell Tong and has been published by Oxford University Press, USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Mathematics categories.
Written by an internationally recognized expert in the field, this book provides a valuable introduction to the rapidly growing area of non-linear time series. Because developments in the study of dynamical systems have motivated many of the advances discussed here, the author's coverage includes such fundamental concepts of dynamical systems theory as limit cycles, Lyapunov functions, thresholds, and stability, with detailed descriptions of their role in the analysis of non-linear time series data. As the first accessible and comprehensive account of these exciting new developments, this unique volume bridges the gap between linear and chaotic time series analysis. Both statisticians and dynamical systems theorists will value its survey of recent developments and the present state of research, as well as the discussion of a number of unsolved problems in the field.
Time Series Analysis And Macroeconometric Modelling
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Author : Kenneth Frank Wallis
language : en
Publisher: Edward Elgar Publishing
Release Date : 1995-01-01
Time Series Analysis And Macroeconometric Modelling written by Kenneth Frank Wallis and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-01-01 with Business & Economics categories.
'An excellent reference volume of this author's work, bringing together articles published over a 25 year span on the statistical analysis of economic time series, large scale macroeconomic modelling and the interface between them.' - Aslib Book Guide This major volume of essays by Kenneth F. Wallis features 28 articles published over a quarter of a century on the statistical analysis of economic time series, large-scale macroeconometric modelling, and the interface between them. The first part deals with time-series econometrics and includes significant early contributions to the development of the LSE tradition in time-series econometrics, which is the dominant British tradition and has considerable influence worldwide. Later sections discuss theoretical and practical issues in modelling seasonality and forecasting with applications in both large-scale and small-scale models. The final section summarizes the research programme of the ESRC Macroeconomic Modelling Bureau, a unique comparison project among economy-wide macroeconometric models.