Introduction to Time Series and Forecasting (inbunden)
Fler böcker inom
Format
Inbunden (Hardback)
Språk
Engelska
Antal sidor
425
Utgivningsdatum
2016-08-31
Upplaga
3rd ed. 2016
Förlag
Springer International Publishing AG
Illustratör/Fotograf
10 schwarz-weiße Tabellen 150 schwarz-weiße und 75 farbige Abbildungen Bibliographie
Illustrationer
4 Illustrations, color; 114 Illustrations, black and white; XIV, 425 p. 118 illus., 4 illus. in colo
Dimensioner
291 x 215 x 28 mm
Vikt
1553 g
Antal komponenter
1
Komponenter
1 Hardback
ISBN
9783319298528

Introduction to Time Series and Forecasting

av Peter J Brockwell, Richard A Davis
Inbunden,  Engelska, 2016-08-31
1117
Köp
Spara som favorit
  • Skickas från oss inom 10-15 vardagar.
  • Fri frakt över 249 kr för privatkunder i Sverige.
Finns även som
Visa alla 4 format & utgåvor
This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Many additional special topics are also covered. New to this edition: A chapter devoted to Financial Time Series Introductions to Brownian motion, Lvy processes and It calculus An expanded section on continuous-time ARMA processes
Visa hela texten

Passar bra ihop

  1. Introduction to Time Series and Forecasting
  2. +
  3. Co-Intelligence: Living and Working with AI

De som köpt den här boken har ofta också köpt Co-Intelligence: Living and Working with AI av Ethan Mollick (inbunden).

Köp båda 2 för 1427 kr

Kundrecensioner

Har du läst boken? Sätt ditt betyg »

Fler böcker av författarna

Peter J Brockwell, Richard A Davis

Recensioner i media

This is a very well-written textbook aimed at a wide audience of readers interested in time series methodologies and their applications to various fields. (Wilfredo Palma, Mathematical Reviews September, 2017)

Övrig information

Peter J. Brockwell and Richard A. Davis are Fellows of the American Statistical Association and the Institute of Mathematical Statistics and elected members of the International Statistics institute. Richard A. Davis is the current President of the Institute of Mathematical Statistics and, with W.T.M. Dunsmuir, winner of the Koopmans Prize. Professors Brockwell and Davis are coauthors of the widely used advanced text, Time Series: Theory and Methods, Second Edition (Springer-Verlag, 1991).

Innehållsförteckning

Introduction.- Stationary Processes.- ARMA Models.- Spectral Analysis.- Modeling and Forecasting with ARMA Processes.- Nonstationary and Seasonal Time Series Models.- Time Series Models for Financial Data.- Multivariate Time Series.- State-Space Models.- Forecasting Techniques.- Further Topics.- Appendix A: Random Variables and Probability Distributions.- Appendix B: Statistical Complements.- Appendix C: Mean Square Convergence.- Appendix D: Lvy Processes, Brownian Motion and It Calculus.- Appendix E: An ITSM Tutorial.- References.- Index.

Du kanske gillar