Judy L. Klein, Klein Judy L.

Statistical Visions in Time

A History of Time Series Analysis, 1662 1938

• Broschiertes Buch

Produktbeschreibung

This work documents the history of techniques that statisticians have used to manipulate economic, meteorological, biological, and physical data taken from observations recorded over time. The manipulation tools include percent change, index numbers, moving averages, and "first differences," i.e., subtracting one observation from the previous value. Professor Klein argues that nineteenth-century business journals, such as The Economist, were as important to the development of time series analysis as Latin treatises on probability theory. While examining the roots of mathematical statistics in commercial practice, she traces changes in analytical forms from table to graph to equation. This history is accessible to students with a basic knowledge of statistics as well as financial analysts, statisticians, and historians of economic thought and science.

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Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 368
• Erscheinungstermin: 30. September 2005
• Englisch
• Abmessung: 246mm x 189mm x 20mm
• Gewicht: 711g
• ISBN-13: 9780521023177
• ISBN-10: 0521023173
• Artikelnr.: 22403635

Inhaltsangabe

Introduction; Part I. Commercial Arithmetic and Practical Dynamics: 2.
Reckoning on death and chance with the Merchant's Rule; 3. Commercial
currents and first differences; 4. The interplay of deception and
accountability in the index numbers and moving averages of the Bank of
England; 5. Seasons, tides and structures in cycle time; Part II. Subject
Context and Statistical Theory: Introduction to subject context and
statistical theory; 6. Laws of chance and error in the observation process
games of chance; 7. Laws of deviation and the capacity for shifting means
in early statistical models of processes; 8. A funny thing happened on the
way to equilibrium: economics and statistical ways of thinking around the
turn of the century; 9. Decomposition and functions of time; 10.
Autoregression, random disturbances, dangerous series and stationary
stochastic processes; Epilogue; Appendix 1: Techniques of time series
analysis; Appendix 2: Frequency analysis of worldwide studies in time
series and stochastic processes, 1847-1938.