B. K. Sahu

Time Series Modelling in Earth Sciences (eBook, PDF)

• Format: PDF

Produktbeschreibung

Exploring the most up-to-date theories and applications of time series modelling, this text includes reference to both linear and non-linear methods, and constitutes an invaluable tool for those involved in the field of multivariate statistics.

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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 294
• Erscheinungstermin: 30. Juni 2021
• Englisch
• ISBN-13: 9781000443820
• Artikelnr.: 62113379

Autorenporträt

B.K. Sahu Department of Earth Sciences, IIT Bombay, Mumbai, India

Inhaltsangabe

1. Introduction 1.1 Dynamic Earth 1.2 Time/Spatial Series 1.3 Time Domain
Analysis 1.4 Frequency Domain Analysis 1.5 Spectral Analysis 1.6 Simple
Time Series Models 1.7 Model Validation and Inferences 1.8 State-Space
Model and Kalman Filtering 1.9 Procedures for Time Series Data Analysis
1.10 Examples 2. Stationary Univariate Time Series Models 2.1 Introduction
2.2 Stationary Processes 2.3 Identification 2.4 Forecasting 2.5 Purely
Seasonal ARMA Models ARMA(P, Q)s 2.6 Model Genesis and Realization 2.7
Examples 3. Non-Stationary Univariate Time Series Models 3.1 Introduction
3.2 Transformations for Stationarity 3.3 Unit Root Problems 3.4 Forecasting
ARIMA Models 3.5 SARIMA Models 4. Vector and Multidimensional Time Series
Analysis 4.1 Introduction 4.2 Multivariate ARMA Processes 4.3 Transfer
Function Models 4.4 Forecasting Techniques 4.5 Some Case Studies from
Economic Geology 5. Advanced Time Series Models 5.1 Introduction 5.2
State-Space Models 5.3 Dynamic Linear Modelling (DLM) with Switching 5.4
Non-Linear Models