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Author : Ulf Grenander
Publisher :
ISBN 13 :
Total Pages : 314 pages
Book Rating : 4.3/5 (91 download)
Download or read book Statistical Analysis of Stationary Time Series written by Ulf Grenander and published by . This book was released on 1957 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ulf Grenander
Publisher :
ISBN 13 :
Total Pages : 300 pages
Book Rating : 4.:/5 (113 download)
Download or read book Statistical Analysis of Stationary Time Series, Ex. 2 written by Ulf Grenander and published by . This book was released on 1956 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ulf Grenander
Publisher : American Mathematical Soc.
ISBN 13 : 0821844377
Total Pages : 312 pages
Book Rating : 4.8/5 (218 download)
Download or read book Statistical Analysis of Stationary Time Series written by Ulf Grenander and published by American Mathematical Soc.. This book was released on 2008-05 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written in the terminology of the theoretical statistician, this book presents an approach to time series analysis. It presents a unified treatment of methods that are being used in the physical sciences and technology.
Author : ULF. GRENANDER
Publisher :
ISBN 13 : 9781033233405
Total Pages : 0 pages
Book Rating : 4.2/5 (334 download)
Download or read book STATISTICAL ANALYSIS OF STATIONARY TIME SERIES written by ULF. GRENANDER and published by . This book was released on 2018 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : William W. S. Wei
Publisher : Pearson
ISBN 13 : 9780134995366
Total Pages : 648 pages
Book Rating : 4.9/5 (953 download)
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.
Author : David R. Brillinger
Publisher : SIAM
ISBN 13 : 0898715016
Total Pages : 556 pages
Book Rating : 4.8/5 (987 download)
Download or read book Time Series written by David R. Brillinger and published by SIAM. This book was released on 2001-09-01 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text employs basic techniques of univariate and multivariate statistics for the analysis of time series and signals.
Author : Peter J. Brockwell
Publisher : Springer Science & Business Media
ISBN 13 : 1489900047
Total Pages : 532 pages
Book Rating : 4.4/5 (899 download)
Download or read book Time Series: Theory and Methods written by Peter J. Brockwell and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt: We have attempted in this book to give a systematic account of linear time series models and their application to the modelling and prediction of data collected sequentially in time. The aim is to provide specific techniques for handling data and at the same time to provide a thorough understanding of the mathematical basis for the techniques. Both time and frequency domain methods are discussed but the book is written in such a way that either approach could be emphasized. The book is intended to be a text for graduate students in statistics, mathematics, engineering, and the natural or social sciences. It has been used both at the M. S. level, emphasizing the more practical aspects of modelling, and at the Ph. D. level, where the detailed mathematical derivations of the deeper results can be included. Distinctive features of the book are the extensive use of elementary Hilbert space methods and recursive prediction techniques based on innovations, use of the exact Gaussian likelihood and AIC for inference, a thorough treatment of the asymptotic behavior of the maximum likelihood estimators of the coefficients of univariate ARMA models, extensive illustrations of the tech niques by means of numerical examples, and a large number of problems for the reader. The companion diskette contains programs written for the IBM PC, which can be used to apply the methods described in the text.
Author : Robert H. Shumway
Publisher : Prentice Hall
ISBN 13 :
Total Pages : 404 pages
Book Rating : 4.3/5 (91 download)
Download or read book Applied Statistical Time Series Analysis written by Robert H. Shumway and published by Prentice Hall. This book was released on 1988 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Chris Chatfield
Publisher : CRC Press
ISBN 13 : 0203491688
Total Pages : 349 pages
Book Rating : 4.2/5 (34 download)
Download or read book The Analysis of Time Series written by Chris Chatfield and published by CRC Press. This book was released on 2016-03-30 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since 1975, The Analysis of Time Series: An Introduction has introduced legions of statistics students and researchers to the theory and practice of time series analysis. With each successive edition, bestselling author Chris Chatfield has honed and refined his presentation, updated the material to reflect advances in the field, and presented interesting new data sets. The sixth edition is no exception. It provides an accessible, comprehensive introduction to the theory and practice of time series analysis. The treatment covers a wide range of topics, including ARIMA probability models, forecasting methods, spectral analysis, linear systems, state-space models, and the Kalman filter. It also addresses nonlinear, multivariate, and long-memory models. The author has carefully updated each chapter, added new discussions, incorporated new datasets, and made those datasets available for download from www.crcpress.com. A free online appendix on time series analysis using R can be accessed at http://people.bath.ac.uk/mascc/TSA.usingR.doc. Highlights of the Sixth Edition: A new section on handling real data New discussion on prediction intervals A completely revised and restructured chapter on more advanced topics, with new material on the aggregation of time series, analyzing time series in finance, and discrete-valued time series A new chapter of examples and practical advice Thorough updates and revisions throughout the text that reflect recent developments and dramatic changes in computing practices over the last few years The analysis of time series can be a difficult topic, but as this book has demonstrated for two-and-a-half decades, it does not have to be daunting. The accessibility, polished presentation, and broad coverage of The Analysis of Time Series make it simply the best introduction to the subject available.
Author : Heidy M. Mader
Publisher : Geological Society of London
ISBN 13 : 9781862392083
Total Pages : 304 pages
Book Rating : 4.3/5 (92 download)
Download or read book Statistics in Volcanology written by Heidy M. Mader and published by Geological Society of London. This book was released on 2006 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistics in Volcanology is a comprehensive guide to modern statistical methods applied in volcanology written by today's leading authorities. The volume aims to show how the statistical analysis of complex volcanological data sets, including time series, and numerical models of volcanic processes can improve our ability to forecast volcanic eruptions. Specific topics include the use of expert elicitation and Bayesian methods in eruption forecasting, statistical models of temporal and spatial patterns of volcanic activity, analysis of time series in volcano seismology, probabilistic hazard assessment, and assessment of numerical models using robust statistical methods. Also provided are comprehensive overviews of volcanic phenomena, and a full glossary of both volcanological and statistical terms. Statistics in Volcanology is essential reading for advanced undergraduates, graduate students, and research scientists interested in this multidisciplinary field.
Author : Rob J Hyndman
Publisher : OTexts
ISBN 13 : 0987507117
Total Pages : 380 pages
Book Rating : 4.9/5 (875 download)
Download or read book Forecasting: principles and practice written by Rob J Hyndman and published by OTexts. This book was released on 2018-05-08 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
Author : Grenander
Publisher :
ISBN 13 : 9780471327363
Total Pages : 300 pages
Book Rating : 4.3/5 (273 download)
Download or read book Statistical Analysis of Stationary Time written by Grenander and published by . This book was released on 1957-01-01 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Wayne A. Fuller
Publisher : John Wiley & Sons
ISBN 13 : 9780471552390
Total Pages : 738 pages
Book Rating : 4.5/5 (523 download)
Download or read book Introduction to Statistical Time Series written by Wayne A. Fuller and published by John Wiley & Sons. This book was released on 1995-12-29 with total page 738 pages. Available in PDF, EPUB and Kindle. Book excerpt: The subject of time series is of considerable interest, especiallyamong researchers in econometrics, engineering, and the naturalsciences. As part of the prestigious Wiley Series in Probabilityand Statistics, this book provides a lucid introduction to thefield and, in this new Second Edition, covers the importantadvances of recent years, including nonstationary models, nonlinearestimation, multivariate models, state space representations, andempirical model identification. New sections have also been addedon the Wold decomposition, partial autocorrelation, long memoryprocesses, and the Kalman filter. Major topics include: * Moving average and autoregressive processes * Introduction to Fourier analysis * Spectral theory and filtering * Large sample theory * Estimation of the mean and autocorrelations * Estimation of the spectrum * Parameter estimation * Regression, trend, and seasonality * Unit root and explosive time series To accommodate a wide variety of readers, review material,especially on elementary results in Fourier analysis, large samplestatistics, and difference equations, has been included.
Author : Tata Subba Rao
Publisher : Elsevier
ISBN 13 : 0444538585
Total Pages : 778 pages
Book Rating : 4.4/5 (445 download)
Download or read book Time Series Analysis: Methods and Applications written by Tata Subba Rao and published by Elsevier. This book was released on 2012-06-26 with total page 778 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'Handbook of Statistics' is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with volume 30 dealing with time series.
Author : Defense Documentation Center (U.S.)
Publisher :
ISBN 13 :
Total Pages : 62 pages
Book Rating : 4.0/5 (864 download)
Download or read book Shock and Vibration, Data Analysis and Applications written by Defense Documentation Center (U.S.) and published by . This book was released on 1963 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ulf Grenander
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (844 download)
Download or read book Statistical analysis of stationary time series, by U. Grenander and M. Rosenblatt written by Ulf Grenander and published by . This book was released on with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Roberto S. Mariano
Publisher : World Scientific
ISBN 13 : 9812778969
Total Pages : 200 pages
Book Rating : 4.8/5 (127 download)
Download or read book Econometric Forecasting and High-frequency Data Analysis written by Roberto S. Mariano and published by World Scientific. This book was released on 2008 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt: This important book consists of surveys of high-frequency financial data analysis and econometric forecasting, written by pioneers in these areas including Nobel laureate Lawrence Klein. Some of the chapters were presented as tutorials to an audience in the Econometric Forecasting and High-Frequency Data Analysis Workshop at the Institute for Mathematical Science, National University of Singapore in May 2006. They will be of interest to researchers working in macroeconometrics as well as financial econometrics. Moreover, readers will find these chapters useful as a guide to the literature as well as suggestions for future research. Sample Chapter(s). Foreword (32 KB). Chapter 1: Forecast Uncertainty, Its Representation and Evaluation* (97 KB). Contents: Forecasting Uncertainty, Its Representation and Evaluation (K F Wallis); The University of Pennsylvania Models for High-Frequency Macroeconomic Modeling (L R Klein & S Ozmucur); Forecasting Seasonal Time Series (P H Franses); Car and Affine Processes (C Gourieroux); Multivariate Time Series Analysis and Forecasting (M Deistler). Readership: Professionals and researchers in econometric forecasting and financial data analysis.
