Nonlinear Time Series

Qiwei Yao

ISBN 10: 0387261427 / ISBN 13: 9780387261423

Edité par Springer New York Aug 2005, 2005

A propos de cet article

This item is printed on demand - it takes 3-4 days longer - Neuware -Amongmanyexcitingdevelopmentsinstatisticsoverthelasttwodecades, nonlineartimeseriesanddata-analyticnonparametricmethodshavegreatly advanced along seemingly unrelated paths. In spite of the fact that the - plication of nonparametric techniques in time series can be traced back to the 1940s at least, there still exists healthy and justi ed skepticism about the capability of nonparametric methods in time series analysis. As - thusiastic explorers of the modern nonparametric toolkit, we feel obliged to assemble together in one place the newly developed relevant techniques. Theaimofthisbookistoadvocatethosemodernnonparametrictechniques that have proven useful for analyzing real time series data, and to provoke further research in both methodology and theory for nonparametric time series analysis. Modern computers and the information age bring us opportunities with challenges. Technological inventions have led to the explosion in data c- lection (e.g., daily grocery sales, stock market trading, microarray data). The Internet makes big data warehouses readily accessible. Although cl- sic parametric models, which postulate global structures for underlying systems, are still very useful, large data sets prompt the search for more re nedstructures,whichleadstobetterunderstandingandapproximations of the real world. Beyond postulated parametric models, there are in nite other possibilities. Nonparametric techniques provide useful exploratory tools for this venture, including the suggestion of new parametric models and the validation of existing ones. 576 pp. Englisch.

N° de réf. du vendeur 9780387261423

Détails bibliographiques

• Titre: Nonlinear Time Series
• Éditeur: Springer New York Aug 2005
• Date de parution: 2005
• Langue: anglais
• ISBN à 10 chiffres: 0387261427
• ISBN à 13 chiffres: 9780387261423
• Reliure: Taschenbuch
• Édition: 2ème Édition
• État de l'article: Neu
• Dimensions: 235 L x 155 H x 31 P (en millimètres) 235 millimètres de largeur par 155 millimètres de hauteur par 31 millimètres de profondeur
• Poids: 861 grammes

A propos de ce titre

Synopsis

This is the first book that integrates useful parametric and nonparametric techniques with time series modeling and prediction, the two important goals of time series analysis. Such a book will benefit researchers and practitioners in various fields such as econometricians, meteorologists, biologists, among others who wish to learn useful time series methods within a short period of time. The book also intends to serve as a reference or text book for graduate students in statistics and econometrics.