Time Series

A Data Analysis Approach Using R

AvRobert Shumway,David Stoffer

Inbunden, Engelska, 2019

Del i serien Chapman & Hall/CRC Texts in Statistical Science

1 125 kr

Skickas . Fri frakt över 249 kr.

Beskrivning

The goals of this text are to develop the skills and an appreciation for the richness and versatility of modern time series analysis as a tool for analyzing dependent data. A useful feature of the presentation is the inclusion of nontrivial data sets illustrating the richness of potential applications to problems in the biological, physical, and social sciences as well as medicine. The text presents a balanced and comprehensive treatment of both time and frequency domain methods with an emphasis on data analysis.Numerous examples using data illustrate solutions to problems such as discovering natural and anthropogenic climate change, evaluating pain perception experiments using functional magnetic resonance imaging, and the analysis of economic and financial problems. The text can be used for a one semester/quarter introductory time series course where the prerequisites are an understanding of linear regression, basic calculus-based probability skills, and math skills at the high school level. All of the numerical examples use the R statistical package without assuming that the reader has previously used the software.

Produktinformation

Utgivningsdatum:2019-05-21
Mått:156 x 234 x 16 mm
Vikt:430 g
Format:Inbunden
Språk:Engelska
Serie:Chapman & Hall/CRC Texts in Statistical Science
Antal sidor:272
Förlag:Taylor & Francis Ltd
ISBN:9780367221096

Utforska kategorier

Mer om författaren

Robert H. Shumway is Professor Emeritus of Statistics, University of California, Davis. He is a Fellow of the American Statistical Association and has won the American Statistical Association Award for Outstanding Statistical Application. He is the author of numerous texts and served on editorial boards such as the Journal of Forecasting and the Journal of the American Statistical Association.David S. Stoffer is Professor of Statistics, University of Pittsburgh. He is a Fellow of the American Statistical Association and has won the American Statistical Association Award for Outstanding Statistical Application. He is currently on the editorial boards of the Journal of Forecasting, the Annals of Statistical Mathematics, and the Journal of Time Series Analysis. He served as a Program Director in the Division of Mathematical Sciences at the National Science Foundation and as an Associate Editor for the Journal of the American Statistical Association and the Journal of Business & Economic Statistics.

Recensioner i media

"The intended audience of the book are mathematics undergraduates taking a one semester course on time series. . . The authors frame learning time series primarily by extending concepts from linear models. Personally, I favour this approach, since it allows the book to clearly signpost similarities and differences between concepts in both topics and provides a natural learning progression from what most undergraduate students will already be familiar with . . .This book successfully delivers a practical tool-based approach to time series analysis at an introductory level, complementing the existing texts from the authors, which are aimed at a more advanced audience."~Matthew Nunes, Journal Times Series Analysis