Time Series Analysis and Forecasting, Ignacio Rojas; H?ctor Pomares
Автор: Durbin, James; Koopman, Siem Jan Название: Time Series Analysis by State Space Methods ISBN: 019964117X ISBN-13(EAN): 9780199641178 Издательство: Oxford Academ Рейтинг: Цена: 19008.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This new edition updates Durbin & Koopman`s important text on the state space approach to time series analysis providing a more comprehensive treatment, including the filtering of nonlinear and non-Gaussian series. The book provides an excellent source for the development of practical courses on time series analysis.
Автор: Pena, Daniel S. Tiao, George C. Tsay, Ruey S. Название: Course in time series analysis ISBN: 047136164X ISBN-13(EAN): 9780471361640 Издательство: Wiley Рейтинг: Цена: 31355.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: New statistical methods and future directions of research in time series A Course in Time Series Analysis demonstrates how to build time series models for univariate and multivariate time series data.
Описание: An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series.
Автор: Robert H. Shumway Название: Time Series Analysis and Its Applications ISBN: 1461427592 ISBN-13(EAN): 9781461427599 Издательство: Springer Рейтинг: Цена: 12571.00 р. Наличие на складе: Нет в наличии.
Описание: Time Series Analysis and Its Applications, presents a comprehensive treatment of both time and frequency domain methods with accompanying theory. Extensive examples illustrate solutions to climate change, monitoring a nuclear test ban treaty, evaluating the volatility of an asset, and more.
Описание: Vol.4: Effective Environmental Management for Sustainable Development
Автор: Box-Steffensmeier Название: Time Series Analysis for the Social Sciences ISBN: 0521691559 ISBN-13(EAN): 9780521691550 Издательство: Cambridge Academ Рейтинг: Цена: 4592.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Time Series Analysis for the Social Sciences provides accessible, up-to-date instruction and examples of the core methods in time series econometrics. The book covers ARIMA models, time series regression, unit-root diagnosis, vector autoregressive models, error-correction models, intervention models, fractional integration, ARCH models, structural breaks, and forecasting.
Описание: This is a revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970. It focuses on practical techniques throughout, rather than a rigorous mathematical treatment of the subject. It explores the building of stochastic (statistical) models for time series and their use in important areas of application forecasting, model specification, estimation, modeling the effects of intervention events, and process control, among others. In addition to meticulous modifications in content and improvements in style, the new edition incorporates several new topics in an effort to modernize the subject matter. These topics include extensive discussions of multivariate time series, smoothing, likelihood function based on the state space model, autoregressive models, structural component models and deterministic seasonal components, and nonlinear and long memory models.
Описание: Uses the method of maximum likelihood to a large extent to ensure reasonable, and in some cases optimal procedures. This work treats the basic and important topics in multivariate statistics.
Автор: Douglas C. Montgomery,Cheryl L. Jennings,Murat Kul Название: Introduction to Time Series Analysis and Forecasting ISBN: 1118745116 ISBN-13(EAN): 9781118745113 Издательство: Wiley Рейтинг: Цена: 18208.00 р. Наличие на складе: Поставка под заказ.
Описание: Praise for the First Edition " [t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics.
Автор: Franses Название: Time Series Models for Business and Economic Forecasting ISBN: 0521520916 ISBN-13(EAN): 9780521520911 Издательство: Cambridge Academ Рейтинг: Цена: 7445.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: With a new author team contributing decades of practical experience, this fully updated second edition textbook summarises the most critical decisions, techniques and steps in creating effective forecasting models. Includes all new theoretical and practical exercises geared at guiding students through the steps of creating forecasting models on their own.
Автор: Jan G. De Gooijer Название: Elements of Nonlinear Time Series Analysis and Forecasting ISBN: 3319432516 ISBN-13(EAN): 9783319432519 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications.
Автор: Ignacio Rojas; H?ctor Pomares; Olga Valenzuela Название: Advances in Time Series Analysis and Forecasting ISBN: 3319557882 ISBN-13(EAN): 9783319557885 Издательство: Springer Рейтинг: Цена: 20263.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Preface.- Part I: Analysis of Irregularly Sampled Time Series: Techniques, Algorithms and Case Studies.- Scientific Contributions.- Part II: Multi-scale Analysis of Univariate and Multivariate Time Series.- Scientific Contributions.- Part III: Linear and Non-linear Time Series Models.- Scientific Contributions.- Part IV: Advanced Time Series Forecasting Methods.- Scientific Contributions.- Part V: Applications in Time Series Analysis and Forecasting.- Scientific Contributions.- Author Index.
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