Time series analysis and its applications: with R examples
Material type:
TextLanguage: English Series: Springer Texts in StatisticsPublication details: Cham ,Switzerland Springer International Publishing 2017ISBN: - 9783319524511
- 519.5 SHU-T
| Item type | Current library | Home library | Call number | Materials specified | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|---|
| Books and Monographs | Central Library, NIT Jalandhar | Central Library, NIT Jalandhar | 519.5 SHU-T (Browse shelf(Opens below)) | Available | 102097 |
1. Characteristics of Time Series -- 2. Time Series Regression and Exploratory Data Analysis -- 3. ARIMA Models -- 4. Spectral Analysis and
Filtering -- 5. Additional Time Domain Topics -- 6. State-Space Models -- 7. Statistical Methods in the Frequency Domain -- 8. Appendix A: Large
Sample Theory -- Appendix B: Time Domain Theory -- Appendix C: Spectral Domain Theory -- Appendix R: R Supplement
The fourth edition of this popular graduate textbook, like its predecessors, presents a balanced and comprehensive treatment of both time
and frequency domain methods with accompanying theory. Numerous examples using nontrivial data illustrate solutions to problems such as
discovering natural and anthropogenic climate change, evaluating pain perception experiments using functional magnetic resonance imaging,
and monitoring a nuclear test ban treaty. The book is designed as a textbook for graduate level students in the physical, biological, and social
sciences and as a graduate level text in statistics. Some parts may also serve as an undergraduate introductory course. Theory and ...