Time Series Analysis and Its Applications

With R Examples

Nonfiction, Health & Well Being, Medical, Reference, Biostatistics, Science & Nature, Mathematics, Statistics
Cover of the book Time Series Analysis and Its Applications by Robert H. Shumway, David S. Stoffer, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Robert H. Shumway, David S. Stoffer ISBN: 9783319524528
Publisher: Springer International Publishing Publication: April 25, 2017
Imprint: Springer Language: English
Author: Robert H. Shumway, David S. Stoffer
ISBN: 9783319524528
Publisher: Springer International Publishing
Publication: April 25, 2017
Imprint: Springer
Language: English

The fourth edition of this popular graduate textbook, like its predecessors, presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using nontrivial data illustrate solutions to problems such as discovering natural and anthropogenic climate change, evaluating pain perception experiments using functional magnetic resonance imaging, and monitoring a nuclear test ban treaty.

The book is designed as a textbook for graduate level students in the physical, biological, and social sciences and as a graduate level text in statistics. Some parts may also serve as an undergraduate introductory course. Theory and methodology are separated to allow presentations on different levels. In addition to coverage of classical methods of time series regression, ARIMA models, spectral analysis and state-space models, the text includes modern developments including categorical time series analysis, multivariate spectral methods, long memory series, nonlinear models, resampling techniques, GARCH models, ARMAX models, stochastic volatility, wavelets, and Markov chain Monte Carlo integration methods.

This edition includes R code for each numerical example in addition to Appendix R, which provides a reference for the data sets and R scripts used in the text in addition to a tutorial on basic R commands and R time series. An additional file is available on the book’s website for download, making all the data sets and scripts easy to load into R.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

The fourth edition of this popular graduate textbook, like its predecessors, presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using nontrivial data illustrate solutions to problems such as discovering natural and anthropogenic climate change, evaluating pain perception experiments using functional magnetic resonance imaging, and monitoring a nuclear test ban treaty.

The book is designed as a textbook for graduate level students in the physical, biological, and social sciences and as a graduate level text in statistics. Some parts may also serve as an undergraduate introductory course. Theory and methodology are separated to allow presentations on different levels. In addition to coverage of classical methods of time series regression, ARIMA models, spectral analysis and state-space models, the text includes modern developments including categorical time series analysis, multivariate spectral methods, long memory series, nonlinear models, resampling techniques, GARCH models, ARMAX models, stochastic volatility, wavelets, and Markov chain Monte Carlo integration methods.

This edition includes R code for each numerical example in addition to Appendix R, which provides a reference for the data sets and R scripts used in the text in addition to a tutorial on basic R commands and R time series. An additional file is available on the book’s website for download, making all the data sets and scripts easy to load into R.

More books from Springer International Publishing

Cover of the book Computational Intelligence for Pattern Recognition by Robert H. Shumway, David S. Stoffer
Cover of the book Production Yield of Muon-Induced Neutrons in Lead by Robert H. Shumway, David S. Stoffer
Cover of the book Knowledge, Information and Creativity Support Systems by Robert H. Shumway, David S. Stoffer
Cover of the book Apeiron by Robert H. Shumway, David S. Stoffer
Cover of the book Product Characteristics in International Economics by Robert H. Shumway, David S. Stoffer
Cover of the book The Decline of the Individual by Robert H. Shumway, David S. Stoffer
Cover of the book Magnetic Confinement Fusion Driven Thermonuclear Energy by Robert H. Shumway, David S. Stoffer
Cover of the book Seamless Healthcare Monitoring by Robert H. Shumway, David S. Stoffer
Cover of the book Mathematical and Statistical Methods for Actuarial Sciences and Finance by Robert H. Shumway, David S. Stoffer
Cover of the book Silicon and Plant Diseases by Robert H. Shumway, David S. Stoffer
Cover of the book Artificial Intelligence and Security by Robert H. Shumway, David S. Stoffer
Cover of the book Contagion! Systemic Risk in Financial Networks by Robert H. Shumway, David S. Stoffer
Cover of the book The Role of Anesthesiology in Global Health by Robert H. Shumway, David S. Stoffer
Cover of the book Spatial Big Data Science by Robert H. Shumway, David S. Stoffer
Cover of the book Political and Religious Identities of British Evangelicals by Robert H. Shumway, David S. Stoffer
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy