Time Series Analysis and Its Applications: With R Examples, 4/E.
Robert H. Shumway, David S. Stoffer

Informasi Umum

Kode

22.21.794

Klasifikasi

519.55 - Statistical mathematics, parametric and nonparametric methods-Time-series analysis

Jenis

Buku - Elektronik (E-Book)

Subjek

Time-series Analysis, Statistical Methods,

No. Rak

Tel-U Gedung Manterawu Lantai 5 : Rak 11a
Tel-U Purwokerto : Rak 5

Dilihat

53 kali

Informasi Lainnya

Abstraksi

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, nonlinear models, resampling techniques, GARCH models, ARMAX models, stochastic volatility, wavelets, and Markov chain Monte Carlo integration methods.

This edition includes R code for each numerical example in addition to Appendix R, which provides a reference for the data sets and R scripts used in the text in addition to a tutorial on basic R commands and R time series. An additional file is available on the book’s website for download, making all the data sets and scripts easy to load into R.

• - Time Series Data Analysis

Koleksi & Sirkulasi

Tersedia 1 dari total 1 Koleksi

Pengarang

Nama	Robert H. Shumway, David S. Stoffer
Jenis	Perorangan
Penyunting
Penerjemah

Penerbit

Nama	Springer
Kota	New York
Tahun	2017

Sirkulasi

Harga sewa	IDR 0,00
Denda harian	IDR 0,00
Jenis	Non-Sirkulasi

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