Developments In Time Series Analysis

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Advances in Time Series Analysis and Forecasting

Author : Ignacio Rojas
Publisher : Springer
ISBN 13 : 9783319857480
Total Pages : 0 pages
Book Rating : 4.8/5 (574 download)

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Book Synopsis Advances in Time Series Analysis and Forecasting by : Ignacio Rojas

Download or read book Advances in Time Series Analysis and Forecasting written by Ignacio Rojas and published by Springer. This book was released on 2018-08-03 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume of selected and peer-reviewed contributions on the latest developments in time series analysis and forecasting updates the reader on topics such as analysis of irregularly sampled time series, multi-scale analysis of univariate and multivariate time series, linear and non-linear time series models, advanced time series forecasting methods, applications in time series analysis and forecasting, advanced methods and online learning in time series and high-dimensional and complex/big data time series. The contributions were originally presented at the International Work-Conference on Time Series, ITISE 2016, held in Granada, Spain, June 27-29, 2016. The series of ITISE conferences provides a forum for scientists, engineers, educators and students to discuss the latest ideas and implementations in the foundations, theory, models and applications in the field of time series analysis and forecasting. It focuses on interdisciplinary and multidisciplinary research encompassing the disciplines of computer science, mathematics, statistics and econometrics.

Practical Time Series Analysis

Author : Aileen Nielsen
Publisher : O'Reilly Media
ISBN 13 : 1492041629
Total Pages : 500 pages
Book Rating : 4.4/5 (92 download)

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Book Synopsis Practical Time Series Analysis by : Aileen Nielsen

Download or read book Practical Time Series Analysis written by Aileen Nielsen and published by O'Reilly Media. This book was released on 2019-09-20 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Handbook of Time Series Analysis

Author : Björn Schelter
Publisher : John Wiley & Sons
ISBN 13 : 3527609512
Total Pages : 514 pages
Book Rating : 4.5/5 (276 download)

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Book Synopsis Handbook of Time Series Analysis by : Björn Schelter

Download or read book Handbook of Time Series Analysis written by Björn Schelter and published by John Wiley & Sons. This book was released on 2006-12-13 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: This handbook provides an up-to-date survey of current research topics and applications of time series analysis methods written by leading experts in their fields. It covers recent developments in univariate as well as bivariate and multivariate time series analysis techniques ranging from physics' to life sciences' applications. Each chapter comprises both methodological aspects and applications to real world complex systems, such as the human brain or Earth's climate. Covering an exceptionally broad spectrum of topics, beginners, experts and practitioners who seek to understand the latest developments will profit from this handbook.

Introduction to Modern Time Series Analysis

Author : Gebhard Kirchgässner
Publisher : Springer Science & Business Media
ISBN 13 : 9783540687351
Total Pages : 288 pages
Book Rating : 4.6/5 (873 download)

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Book Synopsis Introduction to Modern Time Series Analysis by : Gebhard Kirchgässner

Introduction to Modern Time Series Analysis

Author : Gebhard Kirchgässner
Publisher : Springer Science & Business Media
ISBN 13 : 3642334350
Total Pages : 326 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Introduction to Modern Time Series Analysis by : Gebhard Kirchgässner

Download or read book Introduction to Modern Time Series Analysis written by Gebhard Kirchgässner and published by Springer Science & Business Media. This book was released on 2012-10-09 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series, bridging the gap between methods and realistic applications. It presents the most important approaches to the analysis of time series, which may be stationary or nonstationary. Modelling and forecasting univariate time series is the starting point. For multiple stationary time series, Granger causality tests and vector autogressive models are presented. As the modelling of nonstationary uni- or multivariate time series is most important for real applied work, unit root and cointegration analysis as well as vector error correction models are a central topic. Tools for analysing nonstationary data are then transferred to the panel framework. Modelling the (multivariate) volatility of financial time series with autogressive conditional heteroskedastic models is also treated.

Developments in Time Series Analysis

Author : T. Subba Rao
Publisher : CRC Press
ISBN 13 : 9780412492600
Total Pages : 466 pages
Book Rating : 4.4/5 (926 download)

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Book Synopsis Developments in Time Series Analysis by : T. Subba Rao

Download or read book Developments in Time Series Analysis written by T. Subba Rao and published by CRC Press. This book was released on 1993-07-01 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains 27 papers, written by time series analysts, dealing with statistical theory, methodology and applications. The emphasis is on the recent developments in the analysis of linear, onlinear (non-Gaussian), stationary and nonstationary time series. The topics include cointegration, estimation and asymptotic theory, Kalman filtering, nonparametric statistical inference, long memory models, nonlinear models, spectral analysis of stationary and nonstationary processes. Quite a number of papers are devoted to modelling and analysis of real time series, and the econometricians, mathematical statisticians, communications engineers and scientists who use time series techniques and Fourier analysis should find the papers in this volume useful.

Recent Advances in Time Series Forecasting

Author : Dinesh C.S. Bisht
Publisher : CRC Press
ISBN 13 : 1000433846
Total Pages : 183 pages
Book Rating : 4.0/5 (4 download)

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Book Synopsis Recent Advances in Time Series Forecasting by : Dinesh C.S. Bisht

Download or read book Recent Advances in Time Series Forecasting written by Dinesh C.S. Bisht and published by CRC Press. This book was released on 2021-09-08 with total page 183 pages. Available in PDF, EPUB and Kindle. Book excerpt: Future predictions are always a topic of interest. Precise estimates are crucial in many activities as forecasting errors can lead to big financial loss. The sequential analysis of data and information gathered from past to present is call time series analysis. This book covers the recent advancements in time series forecasting. The book includes theoretical as well as recent applications of time series analysis. It focuses on the recent techniques used, discusses a combination of methodology and applications, presents traditional and advanced tools, new applications, and identifies the gaps in knowledge in engineering applications. This book is aimed at scientists, researchers, postgraduate students and engineers in the areas of supply chain management, production, inventory planning, and statistical quality control.

Encyclopedia of Operations Research and Management Science

Author : Saul I. Gass
Publisher : Springer Science & Business Media
ISBN 13 : 1461304598
Total Pages : 774 pages
Book Rating : 4.4/5 (613 download)

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Book Synopsis Encyclopedia of Operations Research and Management Science by : Saul I. Gass

Download or read book Encyclopedia of Operations Research and Management Science written by Saul I. Gass and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 774 pages. Available in PDF, EPUB and Kindle. Book excerpt: Operations Research: 1934-1941," 35, 1, 143-152; "British The goal of the Encyclopedia of Operations Research and Operational Research in World War II," 35, 3, 453-470; Management Science is to provide to decision makers and "U. S. Operations Research in World War II," 35, 6, 910-925; problem solvers in business, industry, government and and the 1984 article by Harold Lardner that appeared in academia a comprehensive overview of the wide range of Operations Research: "The Origin of Operational Research," ideas, methodologies, and synergistic forces that combine to 32, 2, 465-475. form the preeminent decision-aiding fields of operations re search and management science (OR/MS). To this end, we The Encyclopedia contains no entries that define the fields enlisted a distinguished international group of academics of operations research and management science. OR and MS and practitioners to contribute articles on subjects for are often equated to one another. If one defines them by the which they are renowned. methodologies they employ, the equation would probably The editors, working with the Encyclopedia's Editorial stand inspection. If one defines them by their historical Advisory Board, surveyed and divided OR/MS into specific developments and the classes of problems they encompass, topics that collectively encompass the foundations, applica the equation becomes fuzzy. The formalism OR grew out of tions, and emerging elements of this ever-changing field. We the operational problems of the British and U. s. military also wanted to establish the close associations that OR/MS efforts in World War II.

Time Series Econometrics

Author : Klaus Neusser
Publisher : Springer
ISBN 13 : 331932862X
Total Pages : 421 pages
Book Rating : 4.3/5 (193 download)

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Book Synopsis Time Series Econometrics by : Klaus Neusser

Download or read book Time Series Econometrics written by Klaus Neusser and published by Springer. This book was released on 2016-06-14 with total page 421 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and the basic properties of covariance, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their relations to the covariance structure. The book then moves on to non-stationary time series, highlighting its consequences for modeling and forecasting and presenting standard statistical tests and regressions. Next, the text discusses volatility models and their applications in the analysis of financial market data, focusing on generalized autoregressive conditional heteroskedastic (GARCH) models. The second part of the text devoted to multivariate processes, such as vector autoregressive (VAR) models and structural vector autoregressive (SVAR) models, which have become the main tools in empirical macroeconomics. The text concludes with a discussion of co-integrated models and the Kalman Filter, which is being used with increasing frequency. Mathematically rigorous, yet application-oriented, this self-contained text will help students develop a deeper understanding of theory and better command of the models that are vital to the field. Assuming a basic knowledge of statistics and/or econometrics, this text is best suited for advanced undergraduate and beginning graduate students.

Advanced Time Series Data Analysis

Author : I. Gusti Ngurah Agung
Publisher : John Wiley & Sons
ISBN 13 : 1119504716
Total Pages : 538 pages
Book Rating : 4.1/5 (195 download)

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Book Synopsis Advanced Time Series Data Analysis by : I. Gusti Ngurah Agung

Download or read book Advanced Time Series Data Analysis written by I. Gusti Ngurah Agung and published by John Wiley & Sons. This book was released on 2019-03-18 with total page 538 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduces the latest developments in forecasting in advanced quantitative data analysis This book presents advanced univariate multiple regressions, which can directly be used to forecast their dependent variables, evaluate their in-sample forecast values, and compute forecast values beyond the sample period. Various alternative multiple regressions models are presented based on a single time series, bivariate, and triple time-series, which are developed by taking into account specific growth patterns of each dependent variables, starting with the simplest model up to the most advanced model. Graphs of the observed scores and the forecast evaluation of each of the models are offered to show the worst and the best forecast models among each set of the models of a specific independent variable. Advanced Time Series Data Analysis: Forecasting Using EViews provides readers with a number of modern, advanced forecast models not featured in any other book. They include various interaction models, models with alternative trends (including the models with heterogeneous trends), and complete heterogeneous models for monthly time series, quarterly time series, and annually time series. Each of the models can be applied by all quantitative researchers. Presents models that are all classroom tested Contains real-life data samples Contains over 350 equation specifications of various time series models Contains over 200 illustrative examples with special notes and comments Applicable for time series data of all quantitative studies Advanced Time Series Data Analysis: Forecasting Using EViews will appeal to researchers and practitioners in forecasting models, as well as those studying quantitative data analysis. It is suitable for those wishing to obtain a better knowledge and understanding on forecasting, specifically the uncertainty of forecast values.

Time Series Analysis: Forecasting & Control, 3/E

Author :
Publisher : Pearson Education India
ISBN 13 : 9788131716335
Total Pages : 620 pages
Book Rating : 4.7/5 (163 download)

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Book Synopsis Time Series Analysis: Forecasting & Control, 3/E by :

Download or read book Time Series Analysis: Forecasting & Control, 3/E written by and published by Pearson Education India. This book was released on 1994-09 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a complete revision of a classic, seminal, and authoritative text that has been the model for most books on the topic written since 1970. It explores the building of stochastic (statistical) models for time series and their use in important areas of application -forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control.

Advances in Time Series Data Methods in Applied Economic Research

Author : Nicholas Tsounis
Publisher : Springer
ISBN 13 : 9783030021931
Total Pages : 0 pages
Book Rating : 4.0/5 (219 download)

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Book Synopsis Advances in Time Series Data Methods in Applied Economic Research by : Nicholas Tsounis

Download or read book Advances in Time Series Data Methods in Applied Economic Research written by Nicholas Tsounis and published by Springer. This book was released on 2018-12-12 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This conference proceedings volume presents advanced methods in time series estimation models that are applicable various areas of applied economic research such as international economics, macroeconomics, microeconomics, finance economics and agricultural economics. Featuring contributions presented at the 2018 International Conference on Applied Economics (ICOAE) held in Warsaw, Poland, this book presents contemporary research using applied econometric method for analysis as well as country specific studies with potential implications on economic policy. Applied economics is a rapidly growing field of economics that combines economic theory with econometrics to analyse economic problems of the real world usually with economic policy interest. ICOAE is an annual conference started in 2008 with the aim to bring together economists from different fields of applied economic research in order to share methods and ideas. Approximately 150 papers are submitted each year from about 40 countries around the world. The goal of the conference and the enclosed papers is to allow for an exchange of experiences with different applied econometric methods and to promote joint initiatives among well-established economic fields such as finance, agricultural economics, health economics, education economics, international trade theory and management and marketing strategies. Featuring global contributions, this book will be of interest to researchers, academics, professionals and policy makers in the field of applied economics and econometrics.

Theory and Applications of Time Series Analysis

Author : Olga Valenzuela
Publisher : Springer Nature
ISBN 13 : 3030562190
Total Pages : 460 pages
Book Rating : 4.0/5 (35 download)

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Book Synopsis Theory and Applications of Time Series Analysis by : Olga Valenzuela

Download or read book Theory and Applications of Time Series Analysis written by Olga Valenzuela and published by Springer Nature. This book was released on 2020-11-20 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a selection of peer-reviewed contributions on the latest advances in time series analysis, presented at the International Conference on Time Series and Forecasting (ITISE 2019), held in Granada, Spain, on September 25-27, 2019. The first two parts of the book present theoretical contributions on statistical and advanced mathematical methods, and on econometric models, financial forecasting and risk analysis. The remaining four parts include practical contributions on time series analysis in energy; complex/big data time series and forecasting; time series analysis with computational intelligence; and time series analysis and prediction for other real-world problems. Given this mix of topics, readers will acquire a more comprehensive perspective on the field of time series analysis and forecasting. The ITISE conference series provides a forum for scientists, engineers, educators and students to discuss the latest advances and implementations in the foundations, theory, models and applications of time series analysis and forecasting. It focuses on interdisciplinary research encompassing computer science, mathematics, statistics and econometrics.

Time Series Analysis and Applications

Author : Nawaz Mohamudally
Publisher : IntechOpen
ISBN 13 : 9535137425
Total Pages : 182 pages
Book Rating : 4.5/5 (351 download)

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Book Synopsis Time Series Analysis and Applications by : Nawaz Mohamudally

Download or read book Time Series Analysis and Applications written by Nawaz Mohamudally and published by IntechOpen. This book was released on 2018-01-24 with total page 182 pages. Available in PDF, EPUB and Kindle. Book excerpt: Time Series Analysis (TSA) and Applications offers a dense content of current research and development in the field of data science. The book presents time series from a multidisciplinary approach that covers a wide range of sectors ranging from biostatistics to renewable energy forecasting. Contrary to previous literatures on time, serious readers will discover the potential of TSA in areas other than finance or weather forecasting. The choice of the algorithmic transform for different scenarios, which is a key determinant in the application of TSA, can be understood through the diverse domain applications. Readers looking for deep understanding and practicability of TSA will be delighted. Early career researchers too will appreciate the technicalities and refined mathematical complexities surrounding TSA. Our wish is that this book adds to the body of TSA knowledge and opens up avenues for those who are looking forward to applying TSA in their own context.

Time Series Analysis Univariate and Multivariate Methods

Author : William W. S. Wei
Publisher : Pearson
ISBN 13 : 9780134995366
Total Pages : 648 pages
Book Rating : 4.9/5 (953 download)

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Book Synopsis Time Series Analysis Univariate and Multivariate Methods by : William W. S. Wei

Download or read book Time Series Analysis Univariate and Multivariate Methods written by William W. S. Wei and published by Pearson. This book was released on 2018-03-14 with total page 648 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Time Series Analysis

Author : Chun-Kit Ngan
Publisher : BoD – Books on Demand
ISBN 13 : 1789847788
Total Pages : 131 pages
Book Rating : 4.7/5 (898 download)

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Book Synopsis Time Series Analysis by : Chun-Kit Ngan

Download or read book Time Series Analysis written by Chun-Kit Ngan and published by BoD – Books on Demand. This book was released on 2019-11-06 with total page 131 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book aims to provide readers with the current information, developments, and trends in a time series analysis, particularly in time series data patterns, technical methodologies, and real-world applications. This book is divided into three sections and each section includes two chapters. Section 1 discusses analyzing multivariate and fuzzy time series. Section 2 focuses on developing deep neural networks for time series forecasting and classification. Section 3 describes solving real-world domain-specific problems using time series techniques. The concepts and techniques contained in this book cover topics in time series research that will be of interest to students, researchers, practitioners, and professors in time series forecasting and classification, data analytics, machine learning, deep learning, and artificial intelligence.

Multivariate Time Series Analysis in Climate and Environmental Research

Author : Zhihua Zhang
Publisher : Springer
ISBN 13 : 3319673408
Total Pages : 287 pages
Book Rating : 4.3/5 (196 download)

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Book Synopsis Multivariate Time Series Analysis in Climate and Environmental Research by : Zhihua Zhang

Download or read book Multivariate Time Series Analysis in Climate and Environmental Research written by Zhihua Zhang and published by Springer. This book was released on 2017-11-09 with total page 287 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers comprehensive information on the theory, models and algorithms involved in state-of-the-art multivariate time series analysis and highlights several of the latest research advances in climate and environmental science. The main topics addressed include Multivariate Time-Frequency Analysis, Artificial Neural Networks, Stochastic Modeling and Optimization, Spectral Analysis, Global Climate Change, Regional Climate Change, Ecosystem and Carbon Cycle, Paleoclimate, and Strategies for Climate Change Mitigation. The self-contained guide will be of great value to researchers and advanced students from a wide range of disciplines: those from Meteorology, Climatology, Oceanography, the Earth Sciences and Environmental Science will be introduced to various advanced tools for analyzing multivariate data, greatly facilitating their research, while those from Applied Mathematics, Statistics, Physics, and the Computer Sciences will learn how to use these multivariate time series analysis tools to approach climate and environmental topics.