Wayne A. Woodward (Southern Methodist University, Dallas, Texas, US, Henry L. Gray (Southern Methodist University, Dallas, Texas, USA), Alan C. Elliott (University of Texas Southwestern Medical Center at

Applied Time Series Analysis with R

• Gebundenes Buch

Produktbeschreibung

Virtually any random process that develops chronologically can be viewed as a time series. This textbook presents real-world examples from the fields of engineering, economics, medicine, biology, and chemistry to promote a solid understanding of the data and associated methods. The text explores many important new methodologies that have developed in time series, such as time series with long memory, time varying frequencies (TVF), ARCH and GARCH models, multivariate time series models, wavelets, and more. The authors also provide an R-based software package available on CRAN.

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Produktdetails

• Verlag: Taylor & Francis Inc
• 2 ed
• Seitenzahl: 618
• Erscheinungstermin: 20. Dezember 2016
• Englisch
• Abmessung: 239mm x 157mm x 38mm
• Gewicht: 1034g
• ISBN-13: 9781498734226
• ISBN-10: 1498734227
• Artikelnr.: 47442101

Autorenporträt

Wayne A. Woodward is a professor and chair of the Department of Statistical Science at Southern Methodist University in Dallas, Texas. Henry L. Gray is a C.F. Frensley Professor Emeritus in the Department of Statistical Science at Southern Methodist University in Dallas, Texas. Alan C. Elliott is a biostatistician in the Department of Statistical Science at Southern Methodist University in Dallas, Texas.

Inhaltsangabe

Stationary Time Series. Linear Filters. ARMA Time Series Models. Other
Stationary Time Series Models. Nonstationary Time Series Models.
Forecasting. Parameter Estimation. Model Identification. Model Building.
Vector-Valued (Multivariate) Time Series. Long-Memory Processes. Wavelets.
G-Stationary Processes.