Practical time series:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London
Arnold
2001
|
| Ausgabe: | 1. publ. |
| Schriftenreihe: | Arnold texts in statistics
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XV, 156 S. graph. Darst. |
| ISBN: | 0340719990 |
Internformat
MARC
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Datensatz im Suchindex
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| adam_text | PRACTICAL TIME SERIES GARETH JANACEK UNIVERSITY OF EAST ANGLIA UK ARNOLD
A MEMBER OF THE HODDER HEADLINE GROUP LONDON CO-PUBLISHED IN THE UNITED
STATES OF AMERICA BY OXFORD UNIVERSITY PRESS INC., NEW YORK CONTENTS
SERIES PREFACE VII PREFACE IX GLOSSARY OF SYMBOLS XIII 1 INTRODUCTION 1
1.1 SMOOTHING 2 1.2 REGRESSION SMOOTHERS . 10 1.3 OTHER MOVING AVERAGES
12 1.4 OPERATORS AND NOTATION 14 1.5 OTHER SMOOTHERS 15 1.6 NEAREST
NEIGHBOUR AND KERNEL SMOOTHERS 16 1.7 COMPUTATION 19 1.8 EXERCISES 19 2
EXPONENTIAL SMOOTHING 23 2. 1 GENERALIZED EXPONENTIAL SMOOTHING 26 2.2
EXERCISES 31 3 STATIONARY SERIES 33 3.1 DETERMINISM AND PREDICTABILITY
34 3.2 WOLD S THEOREM 35 3.3 PREDICTION 35 3.4 SOME EXAMPLES OF
PREDICTION 36 3.5 THE ARMA MODELS 37 3.6 DIFFERENCE EQUATIONS AND
STATIONARITY 42 3.7 THE AUTOREGRESSIVE MOVING AVERAGE MODEL 45 3.8
SEASONAL EFFECTS 51 3.9 EXERCISES 51 4 THE STATE SPACE APPROACH 53 4.1
GENERAL STATE SPACE METHODS 56 4.2 ESTIMATION 57 4.3 EXERCISES 64 5
FITTING ARIMA MODELS 67 5.1 THE ESTIMATION PROBLEM 67 5.2 IDENTIFICATION
72 5.3 MODEL CHOICE 74 5.4 SEASONAL SERIES 83 6 THE FREQUENCY DOMAIN AND
THE SPECTRUM 87 6.1 INTRODUCTION 87 6.2 THE SPECTRAL REPRESENTATION 92
6.3 LINEAR FILTERS 93 6.4 ALIASING 97 6.5 ALIASING AND THE NYQUIST
FREQUENCY 98 6.6 EXERCISES 100 7 ESTIMATION AND USE OF THE POWER
SPECTRUM 103 7.1 PROPERTIES OF THE PERIODOGRAM 103 7.2 THE DISCRETE
FOURIER TRANSFORM (DFT) 106 7.3 SMOOTHING BY DFT 107 7.4 THE FAST
FOURIER TRANSFORM 109 7.5 ESTIMATING THE SPECTRUM: NONPARAMETRIC
ESTIMATES 111 7.6 MULTITAPER ESTIMATES 121 7.7 PARAMETRIC SPECTRAL
ESTIMATES 124 8 TWO OR MORE SERIES 129 8.1 TRANSFER FUNCTION MODELS 131
8.2 THE SPECTRUM 133 8.3 APPLICATIONS 137 143 143 147 147 148 148 148
149 149 150 151 153 INDEX 155 THE 9.1 9.2 9.3 9.4 9.5 9.6 9.7 9.8 9.9
9.10 RLANGUAGE TIME SERIES IN R GENERAL FUNCTIONS SMOOTHING SIMULATION
IDENTIFICATION EXPONENTIAL SMOOTHING ESTIMATION FREQUENCY DOMAIN UTILITY
FUNCTIONS BIVARIATE FUNCTIONS REFERENCES
|
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| dewey-full | 519.5/521 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T18:44:16Z |
| institution | BVB |
| isbn | 0340719990 |
| language | English |
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| physical | XV, 156 S. graph. Darst. |
| publishDate | 2001 |
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| publisher | Arnold |
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| spelling | Janacek, Gareth Verfasser aut Practical time series Gareth Janacek 1. publ. London Arnold 2001 XV, 156 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Arnold texts in statistics Time-series analysis Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 s DE-604 GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009104386&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Janacek, Gareth Practical time series Time-series analysis Zeitreihenanalyse (DE-588)4067486-1 gnd |
| subject_GND | (DE-588)4067486-1 |
| title | Practical time series |
| title_auth | Practical time series |
| title_exact_search | Practical time series |
| title_full | Practical time series Gareth Janacek |
| title_fullStr | Practical time series Gareth Janacek |
| title_full_unstemmed | Practical time series Gareth Janacek |
| title_short | Practical time series |
| title_sort | practical time series |
| topic | Time-series analysis Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Time-series analysis Zeitreihenanalyse |
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