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" Applied time series analysis with R / "
Wayne A. Woodward, Henry L. Gray, Alan C. Elliott.
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BL
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| Record Number
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852016
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| Main Entry
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Woodward, Wayne A.
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| Title & Author
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Applied time series analysis with R /\ Wayne A. Woodward, Henry L. Gray, Alan C. Elliott.
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| Edition Statement
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Second edition.
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| Publication Statement
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Boca Raton, FL :: CRC Press, Taylor & Francis Group,, [2017]
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| Page. NO
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xv, 618 pages :: illustrations ;; 25 cm
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| ISBN
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1498734227
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: 9781498734226
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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1. Stationary time series -- 2. Linear filters -- 3. ARMA time series models -- 4. Other stationary time series models -- 5. Nonstationary time series models -- 6. Forecasting -- 7. Parameter estimation -- 8. Model identification -- 9. Model building -- 10. Vector-valued (multivariate) time series -- 11. Long-memory processes -- 12. Wavelets -- 13. G-Stationary processes.
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| Abstract
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Virtually any random process that develops chronologically can be viewed as a time series. This book presents real-world examples from the fields of engineering, economics, medicine, biology, and chemistry to promote a solid understanding of the data and associated methods.
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| Subject
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R (Computer program language)
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Time-series analysis.
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R (Computer program language)
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Time-series analysis.
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Zeitreihenanalyse
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| Dewey Classification
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519.5/502855133
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| LC Classification
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QA280.W68 2017
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| Added Entry
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Elliott, Alan C.,1952-
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Gray, Henry L.
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