Practical time series
"The study of time ordered data is an important branch of statistics, with applications as diverse as medicine, engineering and economics. The author has written a practical textbook on this subject, with readers encouraged to use the methods described on their own data. Practical Time Series i...
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
London
Arnold
2001
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| Series: | Arnold texts in statistics
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| Subjects: | |
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| 090 | |a QA 280 |b .J35 2001 | ||
| 100 | 1 | |a Janacek, Gareth | |
| 245 | 1 | 0 | |a Practical time series |c Gareth Janacek |
| 260 | |a London |b Arnold |c 2001 | ||
| 300 | |a xv, 156 p. |b ill. |c 24 cm. | ||
| 490 | 1 | |a Arnold texts in statistics | |
| 504 | |a Includes bibliographical references and index | ||
| 505 | |a Introduction -- Exponential smoothing -- Stationary series -- The state space approach -- Fitting ARIMA models -- The frequency domain and the spectrum -- Estimation and use of the power spectrum -- Two or more series -- The R language -- References -- Index. | ||
| 520 | |a "The study of time ordered data is an important branch of statistics, with applications as diverse as medicine, engineering and economics. The author has written a practical textbook on this subject, with readers encouraged to use the methods described on their own data. Practical Time Series is an essential text for senior undergraduates and postgraduates studying or using time series analysis. It covers a broad spectrum of models, from ARIMA models to state space models and the Kalman filter. The estimation problem and the frequency domain are also covered, although again the emphasis is on practical applications rather than on theory." | ||
| 592 | |a B0409350145 |b 10/05/2013 |c RM148.65 |h UMCOOP | ||
| 650 | 0 | |a Time-series analysis | |
| 830 | 0 | |a Arnold texts in statistics | |
| 999 | |a vtls000021008 |c 31215 |d 31215 | ||