A Course In Time Series Analysis PDF Download
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Author | : Daniel Peña |
Publisher | : John Wiley & Sons |
Total Pages | : 494 |
Release | : 2011-01-25 |
Genre | : Mathematics |
ISBN | : 1118031229 |
Download A Course in Time Series Analysis Book in PDF, ePub and Kindle
New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data. It brings together material previously available only in the professional literature and presents a unified view of the most advanced procedures available for time series model building. The authors begin with basic concepts in univariate time series, providing an up-to-date presentation of ARIMA models, including the Kalman filter, outlier analysis, automatic methods for building ARIMA models, and signal extraction. They then move on to advanced topics, focusing on heteroscedastic models, nonlinear time series models, Bayesian time series analysis, nonparametric time series analysis, and neural networks. Multivariate time series coverage includes presentations on vector ARMA models, cointegration, and multivariate linear systems. Special features include: Contributions from eleven of the worldâ??s leading figures in time series Shared balance between theory and application Exercise series sets Many real data examples Consistent style and clear, common notation in all contributions 60 helpful graphs and tables Requiring no previous knowledge of the subject, A Course in Time Series Analysis is an important reference and a highly useful resource for researchers and practitioners in statistics, economics, business, engineering, and environmental analysis. An Instructor's Manual presenting detailed solutions to all the problems in he book is available upon request from the Wiley editorial department.
Author | : Aileen Nielsen |
Publisher | : O'Reilly Media |
Total Pages | : 500 |
Release | : 2019-09-20 |
Genre | : Computers |
ISBN | : 1492041629 |
Download Practical Time Series Analysis Book in PDF, ePub and Kindle
Time series data analysis is increasingly important due to the massive production of such data through the internet of things, the digitalization of healthcare, and the rise of smart cities. As continuous monitoring and data collection become more common, the need for competent time series analysis with both statistical and machine learning techniques will increase. Covering innovations in time series data analysis and use cases from the real world, this practical guide will help you solve the most common data engineering and analysis challengesin time series, using both traditional statistical and modern machine learning techniques. Author Aileen Nielsen offers an accessible, well-rounded introduction to time series in both R and Python that will have data scientists, software engineers, and researchers up and running quickly. You’ll get the guidance you need to confidently: Find and wrangle time series data Undertake exploratory time series data analysis Store temporal data Simulate time series data Generate and select features for a time series Measure error Forecast and classify time series with machine or deep learning Evaluate accuracy and performance
Author | : Søren Bisgaard |
Publisher | : John Wiley & Sons |
Total Pages | : 346 |
Release | : 2011-08-24 |
Genre | : Mathematics |
ISBN | : 1118056957 |
Download Time Series Analysis and Forecasting by Example Book in PDF, ePub and Kindle
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.
Author | : William W. S. Wei |
Publisher | : Pearson |
Total Pages | : 648 |
Release | : 2018-03-14 |
Genre | : Time-series analysis |
ISBN | : 9780134995366 |
Download Time Series Analysis Univariate and Multivariate Methods Book in PDF, ePub and Kindle
With its broad coverage of methodology, this comprehensive book is a useful learning and reference tool for those in applied sciences where analysis and research of time series is useful. Its plentiful examples show the operational details and purpose of a variety of univariate and multivariate time series methods. Numerous figures, tables and real-life time series data sets illustrate the models and methods useful for analyzing, modeling, and forecasting data collected sequentially in time. The text also offers a balanced treatment between theory and applications. Time Series Analysis is a thorough introduction to both time-domain and frequency-domain analyses of univariate and multivariate time series methods, with coverage of the most recently developed techniques in the field.
Author | : Rob J Hyndman |
Publisher | : OTexts |
Total Pages | : 380 |
Release | : 2018-05-08 |
Genre | : Business & Economics |
ISBN | : 0987507117 |
Download Forecasting: principles and practice Book in PDF, ePub and Kindle
Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
Author | : Falk et al. |
Publisher | : epubli GmbH |
Total Pages | : 364 |
Release | : 2012-08-03 |
Genre | : Mathematics |
ISBN | : 9783844228458 |
Download A First Course on Time Series Analysis Book in PDF, ePub and Kindle
Elements from time series analysis with the statistical software package SAS
Author | : Janet M. Box-Steffensmeier |
Publisher | : Cambridge University Press |
Total Pages | : 297 |
Release | : 2014-12-22 |
Genre | : Political Science |
ISBN | : 1316060500 |
Download Time Series Analysis for the Social Sciences Book in PDF, ePub and Kindle
Time series, or longitudinal, data are ubiquitous in the social sciences. Unfortunately, analysts often treat the time series properties of their data as a nuisance rather than a substantively meaningful dynamic process to be modeled and interpreted. Time Series Analysis for the Social Sciences provides accessible, up-to-date instruction and examples of the core methods in time series econometrics. Janet M. Box-Steffensmeier, John R. Freeman, Jon C. Pevehouse and Matthew P. Hitt cover a wide range of topics including ARIMA models, time series regression, unit-root diagnosis, vector autoregressive models, error-correction models, intervention models, fractional integration, ARCH models, structural breaks, and forecasting. This book is aimed at researchers and graduate students who have taken at least one course in multivariate regression. Examples are drawn from several areas of social science, including political behavior, elections, international conflict, criminology, and comparative political economy.
Author | : Robert H. Shumway |
Publisher | : |
Total Pages | : 568 |
Release | : 2014-01-15 |
Genre | : |
ISBN | : 9781475732627 |
Download Time Series Analysis and Its Applications Book in PDF, ePub and Kindle
Author | : Henrik Madsen |
Publisher | : CRC Press |
Total Pages | : 390 |
Release | : 2007-11-28 |
Genre | : Mathematics |
ISBN | : 1420059688 |
Download Time Series Analysis Book in PDF, ePub and Kindle
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
Author | : Peter J. Brockwell |
Publisher | : Springer Science & Business Media |
Total Pages | : 443 |
Release | : 2006-04-10 |
Genre | : Computers |
ISBN | : 038721657X |
Download Introduction to Time Series and Forecasting Book in PDF, ePub and Kindle
This is an introduction to time series that emphasizes methods and analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills. Statisticians and students will learn the latest methods in time series and forecasting, along with modern computational models and algorithms.