Download or read book Applied Time Series Analysis written by Terence C. Mills and published by Academic Press. This book was released on 2019-02-08 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details. Including univariate and multivariate techniques, Applied Time Series Analysis provides data sets and program files that support a broad range of multidisciplinary applications, distinguishing this book from others. Focuses on practical application of time series analysis, using step-by-step techniques and without excessive technical detail Supported by copious disciplinary examples, helping readers quickly adapt time series analysis to their area of study Covers both univariate and multivariate techniques in one volume Provides expert tips on, and helps mitigate common pitfalls of, powerful statistical software including EVIEWS and R Written in jargon-free and clear English from a master educator with 30 years+ experience explaining time series to novices Accompanied by a microsite with disciplinary data sets and files explaining how to build the calculations used in examples

Download or read book Applied Time Series written by T. M. J. A. Cooray and published by . This book was released on 2008 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Applied Time Series: Analysis and Forecasting provides the theories, methods and tools for necessary modeling and forecasting of time series. It includes a complete theoretical development of univariate time series models with each step demonstrated with an analysis of real time data series. The result is clear presentation, quantified subjective judgment derived from selected methods applied to time series observations."--Jacket

Download or read book Applied Time Series Analysis with R written by Wayne A. Woodward and published by CRC Press. This book was released on 2017-02-17 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: Virtually any random process developing chronologically can be viewed as a time series. In economics closing prices of stocks, the cost of money, the jobless rate, and retail sales are just a few examples of many. Developed from course notes and extensively classroom-tested, Applied Time Series Analysis with R, Second Edition includes examples across a variety of fields, develops theory, and provides an R-based software package to aid in addressing time series problems in a broad spectrum of fields. The material is organized in an optimal format for graduate students in statistics as well as in the natural and social sciences to learn to use and understand the tools of applied time series analysis. Features Gives readers the ability to actually solve significant real-world problems Addresses many types of nonstationary time series and cutting-edge methodologies Promotes understanding of the data and associated models rather than viewing it as the output of a "black box" Provides the R package tswge available on CRAN which contains functions and over 100 real and simulated data sets to accompany the book. Extensive help regarding the use of tswge functions is provided in appendices and on an associated website. Over 150 exercises and extensive support for instructors The second edition includes additional real-data examples, uses R-based code that helps students easily analyze data, generate realizations from models, and explore the associated characteristics. It also adds discussion of new advances in the analysis of long memory data and data with time-varying frequencies (TVF).

Download or read book Applied Time Series Analysis II written by David F. Findley and published by Academic Press. This book was released on 2014-05-10 with total page 811 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applied Time Series Analysis II contains the proceedings of the Second Applied Time Series Symposium Held in Tulsa, Oklahoma, on March 3-5, 1980. The symposium provided a forum for discussing significant advances in time series analysis and signal processing. Effective alternatives to the familiar least-square and maximum likelihood procedures are described, along with maximum likelihood procedures for modeling irregularly sampled series and for classifying non-stationary series. Comprised of 22 chapters, this volume begins with an introduction to the multidimensional filtering theory and presents specific case histories related to the multidimensional recursive filter stability problem; the least squares inverse problem; realization of filters; and spectral estimation. The unique properties of the three-dimensional wave equation are also considered. Subsequent chapters focus on high-resolution spectral estimators; time series analysis of geophysical inverse scattering problems; minimum entropy deconvolution; and fitting of a continuous time autoregression to discrete data. This monograph will appeal to students and practitioners in the fields of mathematics and statistics, electrical and electronics engineering, and information and computer sciences.

Download or read book Applied Statistical Time Series Analysis written by Robert H. Shumway and published by Prentice Hall. This book was released on 1988 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Forecasting principles and practice written by Rob J Hyndman and published by OTexts. This book was released on 2018-05-08 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.

Download or read book Applied Time Series Econometrics written by Helmut Lütkepohl and published by Cambridge University Press. This book was released on 2004-08-02 with total page 351 pages. Available in PDF, EPUB and Kindle. Book excerpt: Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover the full range of methods in current use and explain how to proceed in applied domains. This gap in the literature motivates the present volume. The methods are sketched out, reminding the reader of the ideas underlying them and giving sufficient background for empirical work. The treatment can also be used as a textbook for a course on applied time series econometrics. Topics include: unit root and cointegration analysis, structural vector autoregressions, conditional heteroskedasticity and nonlinear and nonparametric time series models. Crucial to empirical work is the software that is available for analysis. New methodology is typically only gradually incorporated into existing software packages. Therefore a flexible Java interface has been created, allowing readers to replicate the applications and conduct their own analyses.

Download or read book Applied Time Series Analysis for the Social Sciences written by Richard McCleary and published by SAGE Publications, Incorporated. This book was released on 1980-07 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: McCleary and Hay have made time series analysis techniques -- the Box-Jenkins or ARIMA methods -- accessible to the social scientist. Rejecting the dictum that time series analysis requires substantial mathematical sophistication, the authors take a clearly written, step-by-step approach. They describe the logic behind time series analysis, and its possible applications in impact assessment, causal modelling and forecasting, multivariate time series and parameter estimation.

Download or read book Ecology Genetics and Evolution of Metapopulations written by Ilkka A. Hanski and published by Academic Press. This book was released on 2004-05-17 with total page 717 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ecology, Genetics and Evolution of Metapopulations is acollection of specially commissioned articles that looks at fragmented habitats, bringing together recent theoretical advances and empirical studies applying the metapopulation approach. Several chapters closely integrate ecology with genetics and evolutionary biology, and others illustrate how metapopulation concepts and models can be applied to answer questions about conservation, epidemiology, and speciation. The extensive coverage of theory from highly regarded scientists and the many substantive applications in this one-of-a-kind work make it invaluable to graduate students and researchers in a wide range of disciplines. Provides a comprehensive and authoritative account of all aspects of metapopulation biology, integrating ecology, genetics, and evolution Developed by recognized experts, including Hanski who won the Balzan Prize for Ecological Sciences Covers novel applications of the metapopulation approach to conservation

Download or read book Applied Time Series Analysis written by Wayne A. Woodward and published by CRC Press. This book was released on 2011-10-26 with total page 554 pages. Available in PDF, EPUB and Kindle. Book excerpt: Virtually any random process developing chronologically can be viewed as a time series. In economics, closing prices of stocks, the cost of money, the jobless rate, and retail sales are just a few examples of many. Developed from course notes and extensively classroom-tested, Applied Time Series Analysis includes examples across a variety of fields, develops theory, and provides software to address time series problems in a broad spectrum of fields. The authors organize the information in such a format that graduate students in applied science, statistics, and economics can satisfactorily navigate their way through the book while maintaining mathematical rigor. One of the unique features of Applied Time Series Analysis is the associated software, GW-WINKS, designed to help students easily generate realizations from models and explore the associated model and data characteristics. The text explores many important new methodologies that have developed in time series, such as ARCH and GARCH processes, time varying frequencies (TVF), wavelets, and more. Other programs (some written in R and some requiring S-plus) are available on an associated website for performing computations related to the material in the final four chapters.

Download or read book Time Series Analysis and Its Applications written by Robert H. Shumway and published by . This book was released on 2014-01-15 with total page 568 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Practical Time Series Analysis written by Aileen Nielsen and published by O'Reilly Media. This book was released on 2019-09-20 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: Time series data analysis is increasingly important due to the massive production of such data through the internet of things, the digitalization of healthcare, and the rise of smart cities. As continuous monitoring and data collection become more common, the need for competent time series analysis with both statistical and machine learning techniques will increase. Covering innovations in time series data analysis and use cases from the real world, this practical guide will help you solve the most common data engineering and analysis challengesin time series, using both traditional statistical and modern machine learning techniques. Author Aileen Nielsen offers an accessible, well-rounded introduction to time series in both R and Python that will have data scientists, software engineers, and researchers up and running quickly. You’ll get the guidance you need to confidently: Find and wrangle time series data Undertake exploratory time series data analysis Store temporal data Simulate time series data Generate and select features for a time series Measure error Forecast and classify time series with machine or deep learning Evaluate accuracy and performance

Download or read book Applied Time Series Analysis for Managerial Forecasting written by Charles R. Nelson and published by . This book was released on 1973 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Time Series Analysis and Its Applications written by Robert H. Shumway and published by Springer. This book was released on 2017-04-25 with total page 567 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Applied Time Series Analysis and Forecasting with Python written by Changquan Huang and published by Springer Nature. This book was released on 2022-10-19 with total page 377 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook presents methods and techniques for time series analysis and forecasting and shows how to use Python to implement them and solve data science problems. It covers not only common statistical approaches and time series models, including ARMA, SARIMA, VAR, GARCH and state space and Markov switching models for (non)stationary, multivariate and financial time series, but also modern machine learning procedures and challenges for time series forecasting. Providing an organic combination of the principles of time series analysis and Python programming, it enables the reader to study methods and techniques and practice writing and running Python code at the same time. Its data-driven approach to analyzing and modeling time series data helps new learners to visualize and interpret both the raw data and its computed results. Primarily intended for students of statistics, economics and data science with an undergraduate knowledge of probability and statistics, the book will equally appeal to industry professionals in the fields of artificial intelligence and data science, and anyone interested in using Python to solve time series problems.

Download or read book Applied Nonlinear Time Series Analysis written by Michael Small and published by World Scientific. This book was released on 2005 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of photographs focusing on the fading traditions, heritage and culture in County Cork Ireland.

Download or read book Essentials of Time Series for Financial Applications written by Massimo Guidolin and published by Academic Press. This book was released on 2018-05-29 with total page 435 pages. Available in PDF, EPUB and Kindle. Book excerpt: Essentials of Time Series for Financial Applications serves as an agile reference for upper level students and practitioners who desire a formal, easy-to-follow introduction to the most important time series methods applied in financial applications (pricing, asset management, quant strategies, and risk management). Real-life data and examples developed with EViews illustrate the links between the formal apparatus and the applications. The examples either directly exploit the tools that EViews makes available or use programs that by employing EViews implement specific topics or techniques. The book balances a formal framework with as few proofs as possible against many examples that support its central ideas. Boxes are used throughout to remind readers of technical aspects and definitions and to present examples in a compact fashion, with full details (workout files) available in an on-line appendix. The more advanced chapters provide discussion sections that refer to more advanced textbooks or detailed proofs. Provides practical, hands-on examples in time-series econometrics Presents a more application-oriented, less technical book on financial econometrics Offers rigorous coverage, including technical aspects and references for the proofs, despite being an introduction Features examples worked out in EViews (9 or higher)