Introductory Time Series with R

• Κύριοι συγγραφείς: Metcalfe, Andrew V. (Συγγραφέας), Cowpertwait, Paul S.P (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2009.
• Σειρά: Use R
• Θέματα: Mathematics.; Marketing.; Mathematical statistics.; Probabilities.; Statistics.; Econometrics.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.; Probability and Statistics in Computer Science.; Signal, Image and Speech Processing.

Yearly global mean temperature and ocean levels, daily share prices, and the signals transmitted back to Earth by the Voyager space craft are all examples of sequential observations over time known as time series. This book gives you a step-by-step introduction to analysing time series using the ope...

Πίνακας περιεχομένων:

• Time Series Data
• Correlation
• Forecasting Strategies
• Basic Stochastic Models
• Regression
• Stationary Models
• Non-stationary Models
• Long-Memory Processes
• Spectral Analysis
• System Identification
• Multivariate Models
• State Space Models.