Time Series Analytics (Paperback)

Langue : anglais

Edité par Independently Published, 2026

9798259382367

Série : Livre 1 sur 2 - Time Series Analytics: Theory and Python Practice

Vendeur : CitiRetail, Stevenage, Royaume-UniCitiRetail

Vendeur avec une évaluation de 5 étoiles

Vendeur AbeBooks depuis 29 juin 2022

Livre broché

Etat: Neuf

EUR 38,91

EUR 44,40 expédition 
Expédition depuis Royaume-Uni vers Etats-Unis

Quantité disponible : 1 disponible

Ajouter au panier
Retours gratuits sous 30 jours

A propos de cet article

Paperback. Volume I of a complete graduate course in time series analytics. Foundations and Linear Models in eighteen rigorous chapters, with theorems, full proofs, and runnable Python on real markets.This is the textbook the author wished he had when first standing in front of a quantitative graduate audience. The literature splits, awkwardly, into rigorous monographs that assume more probability theory than most applied students bring; econometrics texts that move past foundations to applications; and software-first introductions that get students producing forecasts but unable to defend a single line of the underlying derivation. Time Series Analytics: Theory and Python Practice sits in a different middle. Every chapter combines formal theory with working code.Volume I covers: Foundations (Chapters 1-8): stochastic processes; classical decomposition and STL; smoothing filters and exponential smoothing; the autocorrelation function; portmanteau tests for noise; variance-stabilising transformations.Linear models (Chapters 9-18): the Wold decomposition; backshift-operator calculus; the MA, AR, ARMA, ARIMA, and SARIMA families with full Box-Jenkins identification; transfer-function models; and two end-of-volume Python applications on Indian-equity data (MRF Limited daily ARIMA; NIFTY 50 monthly SARIMA).What makes this different: Two theorems per chapter, with full proofs in the Brockwell-Davis tradition. No "as the reader can show".Two worked examples per chapter: one synthetic so the student can verify by hand, one drawn from a real Indian-equity series - NIFTY 50, NIFTY Bank, MRF, Reliance Industries.Five graded discussion questions per chapter, with full worked solutions in the back-matter Solutions Appendix.Pinned numerical results. Every empirical claim is pinned to the exact output of a seeded Python run. Reproduce with np.random.seed(42).For graduate students in statistics, financial engineering, applied mathematics, and quantitative economics - and for the practitioner who wants both the theory and the working code in a single self-contained text.Prerequisites: probability through the central limit theorem; linear algebra including Cholesky decomposition; idiomatic NumPy and pandas. No prior exposure to statsmodels, arch, or yfinance is assumed.Volume II (sold separately) covers Estimation, Forecasting and Diagnostics; Multivariate and Volatility Models (VAR, Granger causality, IRFs, cointegration, ARCH/GARCH/EGARCH/GJR-GARCH and Value-at-Risk); and four end-to-end Python projects on Bitcoin volatility and a Gold-Bitcoin VAR.Approximately 495 pages - 18 chapters - 90 worked discussion-question solutions - dataset whitelist (NIFTY 50, NIFTY Bank, MRF, Reliance) - full reproducibility under np.random.seed(42). This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

N° de réf. du vendeur 9798259382367

Titre
Time Series Analytics (Paperback)
Auteur
Amit Dua
Éditeur
Independently Published
Année de publication
2026
État de l'article
new
Reliure
Paperback
Langue
anglais
ISBN à 13 chiffres
9798259382367
Série
Livre 1 sur 2: Time Series Analytics: Theory and Python Practice

CitiRetail

Stevenage, Royaume-Uni

Vendeur avec une évaluation de 5 étoiles

Vendeur AbeBooks depuis 29 juin 2022

Frais d'expédition de Royaume-Uni vers Etats-Unis

Article7 à 14 jours ouvrés7 à 60 jours ouvrés
Premier articleEUR 44,40EUR 44,40
Les délais de livraison sont fixés par les vendeurs et varient en fonction du transporteur et du lieu. Les commandes transitant par les douanes peuvent être retardées et les acheteurs sont responsables de tous les droits ou frais associés. Les vendeurs peuvent vous contacter au sujet de frais supplémentaires afin de couvrir toute augmentation des coûts d'expédition de vos articles.

Modes de paiement

  • Visa
  • Mastercard
  • American Express
  • Carte Bleue
  • Apple Pay
  • Google Pay

Description de la boutique

Online business

Profil professionnel du vendeur

ABC BOOKS LIMITED

10 John Street
London, Royaume-Uni WC1N 2EB