Time Series Analysis and Its Applications : With R Examples. 4th ed. 2017

種類:

電子ブック

責任表示:

by Robert H. Shumway, David S. Stoffer

出版情報:

Cham : Springer International Publishing : Imprint: Springer, 2017

著者名:

• Shumway, Robert H.
• Stoffer, David S.
• SpringerLink (Online service)

シリーズ名:

Springer Texts in Statistics ;

ISBN:

9783319524528 [3319524526]    

注記:

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 methodology are separated to allow presentations on different levels. In addition to coverage of classical methods of time series regression, ARIMA models, spectral analysis and state-space models, the text includes modern developments including categorical time series analysis, multivariate spectral methods, long memory series, nonli

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