Time Series Analysis (Hardback)

Beskrivelser af Time Series Analysis

Forlagets beskrivelse

Emphasizes basic methods for modeling linear dynamic systems. This book presents an understanding of basic concepts, such as multivariate random variables, stochastic processes, and regression-based methods. It covers topics that include spectral analysis, state space models, and recursive estimation. 69 black & white illustrations, 28 black & white tables

Bibliotekernes beskrivelse

Providing an accessible yet comprehensive introduction to this important subject, "Time Series Analysis" emphasizes basic methods for modeling linear dynamic systems. The text presents a solid theoretical understanding of basic concepts, such as multivariate random variables, stochastic processes, and regression-based methods, while also providing a number of practical, real-world examples. It covers advanced topics that include spectral analysis, state space models, and recursive estimation. With a variety of both written and computer-based exercises, the text gives computational guidance to readers and includes an appendix on software options.