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Applied Time Series Analysis with R
ISBN-13:
9781498734318
Veröffentl:
2017
Seiten:
634
Autor:
Wayne A. Woodward
eBook Typ:
EPUB
eBook Format:
EPUB
Kopierschutz:
2 - DRM Adobe
Sprache:
Englisch
Beschreibung:
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.
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.
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