Time Series Analysis and Its Applications With R Examples /
This 5th edition of this popular graduate textbook presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. It includes numerous examples using nontrivial data illustrate solutions to problems such as discovering natural and anthropogenic cl...
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| Glavni autori: | , |
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| Autor kompanije: | |
| Format: | Elektronički e-knjiga |
| Jezik: | engleski |
| Izdano: |
Cham :
Springer Nature Switzerland : Imprint: Springer,
2025.
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| Izdanje: | 5th ed. 2025. |
| Serija: | Springer Texts in Statistics,
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| Teme: | |
| Online pristup: | https://doi.org/10.1007/978-3-031-70584-7 |
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Sadržaj:
- 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.