Applied Time Series Analysis with R - Couverture souple

Gray, Henry L.; Elliott, Alan C.

 
9781032097220: Applied Time Series Analysis with R
Couverture souple
ISBN 10 : 1032097221 ISBN 13 : 9781032097220
Editeur : CRC Press, 2021

Synopsis

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).

    Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

    À propos de l?auteur

    Wayne A. Woodward is a professor and chair of the Department of Statistical Science at Southern Methodist University in Dallas, Texas. Henry L. Gray is a C.F. Frensley Professor Emeritus in the Department of Statistical Science at Southern Methodist University in Dallas, Texas. Alan C. Elliott is a biostatistician in the Department of Statistical Science at Southern Methodist University in Dallas, Texas.

    Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

    Éditeur
    CRC Press
    Date d'édition
    2021
    Langue
    anglais
    ISBN 10 
    1032097221
    ISBN 13 
    9781032097220
    Reliure
    Broché
    Numéro d'édition
    2
    Nombre de pages
    634
    Coordonnées du fabricant
    non disponible
    Personne responsable
    gpsr@libri.de
    gpsr@libri.de

    Friedensallee 273
    Hamburg
    22763
    Allemagne

    Autres éditions populaires du même titre

    9781498734226: Applied Time Series Analysis with R

    Edition présentée

    ISBN 10 :  1498734227 ISBN 13 :  9781498734226
    Editeur : CRC Press Inc, 2016
    Couverture rigide