Time Series Analysis and Its Applications With R Examples /

• Main Authors: Shumway, Robert H. (Author), Stoffer, David S. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2006.
• Edition: Second Edition.
• Series: Springer Texts in Statistics,
• Subjects: Statistics.; Statistical Theory and Methods.; Statistics for Life Sciences, Medicine, Health Sciences.

Time Series Analysis and Its Applications, Second Edition, presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using non-trivial data illustrate solutions to problems such as evaluating pain perception experiments usin...

Table of Contents:

• Characteristics of Time Series
• Time Series Regression and Exploratory Data Analysis
• ARIMA Models
• Spectral Analysis and Filtering
• Additional Time Domain Topics
• State-Space Models
• Statistical Methods in the Frequency Domain.