Athens Conference on Applied Probability and Time Series Analysis, C.C. Heyde; Yu.V. Prohorov; Ronald Pyke; S.T. Rach
Автор: Hamilton, James Название: Time Series Analysis ISBN: 0691042896 ISBN-13(EAN): 9780691042893 Издательство: Wiley Рейтинг: Цена: 11088.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A graduate-level text which describes the recent dramatic changes that have taken place in the way that researchers analyze economic and financial time series. It explores such important innovations as vector regression, nonlinear time series models and the generalized methods of moments.
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: 18216.00 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: Ruey Tsay Название: Analysis of Financial Time Series ISBN: 0470414359 ISBN-13(EAN): 9780470414354 Издательство: Wiley Рейтинг: Цена: 19792.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Analysis of Financial Time Series, Third Edition provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described.
Автор: Woodward Название: Applied Time Series Analysis 2E ISBN: 1498734227 ISBN-13(EAN): 9781498734226 Издательство: Taylor&Francis Рейтинг: Цена: 17609.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Virtually any random process developing chronologically can be viewed as a time series. In economics closing prices of stocks, the cost of money, the jobless rate, and retail sales are just a few examples of many. Developed from course notes and extensively classroom-tested, Applied Time Series Analysis with R, Second Edition includes examples across a variety of fields, develops theory, and provides an R-based software package to aid in addressing time series problems in a broad spectrum of fields. The material is organized in an optimal format for graduate students in statistics as well as in the natural and social sciences to learn to use and understand the tools of applied time series analysis.
Features
Gives readers the ability to actually solve significant real-world problems
Addresses many types of nonstationary time series and cutting-edge methodologies
Promotes understanding of the data and associated models rather than viewing it as the output of a black box
Provides the R package tswge available on CRAN which contains functions and over 100 real and simulated data sets to accompany the book. Extensive help regarding the use of tswge functions is provided in appendices and on an associated website.
Over 150 exercises and extensive support for instructors
The second edition includes additional real-data examples, uses R-based code that helps students easily analyze data, generate realizations from models, and explore the associated characteristics. It also adds discussion of new advances in the analysis of long memory data and data with time-varying frequencies (TVF).
Описание: Includes the proceedings of the 29th Conference on Quantum Probability and Infinite Dimensional Analysis, which was held in Hammamet, Tunisia.
Автор: P.M. Robinson; Murray Rosenblatt Название: Athens Conference on Applied Probability and Time Series Analysis ISBN: 0387947876 ISBN-13(EAN): 9780387947877 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This second volume of conference papers concerning applied probability is in honour of E.J. Hannan. Topics covered include time series with infinite variance or stable marginal distribution, frequency domain methods, long range dependant processes, nonstationary processes and nonlinear time series.
Автор: Commandeur, Jacques J.F.; Koopman, Siem Jan Название: An Introduction to State Space Time Series Analysis ISBN: 0199228876 ISBN-13(EAN): 9780199228874 Издательство: Oxford Academ Рейтинг: Цена: 7681.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This text provides an introduction to time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. This is the first in a series of books designed to provide practitioners, researchers, and students with practical introductions to various topics in econometrics.
Название: Applied Time Series Analysis and Innovative Computing ISBN: 9048187672 ISBN-13(EAN): 9789048187676 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Chapter 1. Introduction 1 Applied Time Series Analysis 1.2 Advances in Innovative Computing Paradigms 1.3 Real-World Applications: Innovative Computing Paradigms for Time Series Problems Chapter 2. Applied Time Series Analysis 2.1 Basic Characteristics of Time Series 2.2 Autoregression and ARIMA Models 2.3 Mathematical Models in the Frequency Domain Chapter 3. Advances in Innovative Computing Paradigms 3.1 Research Advances in Computing Algorithms and Databases 3.2 Research Advances in Integration of Hardware, Systems and Networks 3.3 Research Advances in Internet, Web and Grid Computing 3.4 Research Advances in Visualization, Design and Communication 3.5 Advances and Applications for Time Series Problems 3.6 An Illustrative Example of Building an Innovative Computing Algorithm for Simulated Time Series Chapter 4. Real-Word Application I: Developing Innovative Computing Algorithms for Business Time Series 4.1 Business Time Series 4.2 Advances in Business Forecasting 4.3 Developing a Hybrid Intelligent Econometrics Model for Business Forecasting 4.4 Application for Tourism Demand Forecasting 4.5 Application for Cross-Market Financial Forecasting 4.6 Discussions and Further Works Chapter 5. Real-Word Application II: Developing Innovative Computing Algorithms for Biological Time Series 5.1 Biological Time Series 5.2 Advances in Experimental Designs for Microarray Time Series 5.3 Reverse Engineering of Biological Networks 5.4 Models for Biological Network Inference 5.5 Discussions and Further Works Chapter 6. Real-Word Application III: Developing Innovative Computing Algorithms for Astronomical Time Series 6.1 Astronomical Time Series 6.2 Advances and Applications of Innovative Computing Paradigms 6.3 Motivations for Investigating the Quasar Time Series with Innovative Approaches 6.4 Advances in Emerging Methods for Quasar Studies 6.5 Autocorrelations Analysis of Quasars and Clustering Approach 6.6 Discussions and Further Works
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: 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: Поставка под заказ.
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.
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.
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