Download or read book Theory and Applications of Time Series Analysis written by Olga Valenzuela and published by Springer Nature. This book was released on 2020-11-20 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a selection of peer-reviewed contributions on the latest advances in time series analysis, presented at the International Conference on Time Series and Forecasting (ITISE 2019), held in Granada, Spain, on September 25-27, 2019. The first two parts of the book present theoretical contributions on statistical and advanced mathematical methods, and on econometric models, financial forecasting and risk analysis. The remaining four parts include practical contributions on time series analysis in energy; complex/big data time series and forecasting; time series analysis with computational intelligence; and time series analysis and prediction for other real-world problems. Given this mix of topics, readers will acquire a more comprehensive perspective on the field of time series analysis and forecasting. The ITISE conference series provides a forum for scientists, engineers, educators and students to discuss the latest advances and implementations in the foundations, theory, models and applications of time series analysis and forecasting. It focuses on interdisciplinary research encompassing computer science, mathematics, statistics and econometrics.

Download or read book Introduction to Time Series Analysis and Forecasting written by Douglas C. Montgomery and published by John Wiley & Sons. This book was released on 2015-04-21 with total page 672 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the First Edition "...[t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics." -MAA Reviews Thoroughly updated throughout, Introduction to Time Series Analysis and Forecasting, Second Edition presents the underlying theories of time series analysis that are needed to analyze time-oriented data and construct real-world short- to medium-term statistical forecasts. Authored by highly-experienced academics and professionals in engineering statistics, the Second Edition features discussions on both popular and modern time series methodologies as well as an introduction to Bayesian methods in forecasting. Introduction to Time Series Analysis and Forecasting, Second Edition also includes: Over 300 exercises from diverse disciplines including health care, environmental studies, engineering, and finance More than 50 programming algorithms using JMP®, SAS®, and R that illustrate the theory and practicality of forecasting techniques in the context of time-oriented data New material on frequency domain and spatial temporal data analysis Expanded coverage of the variogram and spectrum with applications as well as transfer and intervention model functions A supplementary website featuring PowerPoint® slides, data sets, and select solutions to the problems Introduction to Time Series Analysis and Forecasting, Second Edition is an ideal textbook upper-undergraduate and graduate-levels courses in forecasting and time series. The book is also an excellent reference for practitioners and researchers who need to model and analyze time series data to generate forecasts.

Download or read book An Introduction to Time Series Analysis and Forecasting written by Robert A. Yaffee and published by Academic Press. This book was released on 2000-04-27 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: A time series is a set of repeated measurements of the same phenomenon taken sequentially over time. Capturing the data creates a time series "memory" to document correlations or lack, and to help them make decisions based on this data.

Download or read book Time Series Analysis and Forecasting by Example written by Søren Bisgaard and published by John Wiley & Sons. This book was released on 2011-08-24 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: An intuition-based approach enables you to master time series analysis with ease Time Series Analysis and Forecasting by Example provides the fundamental techniques in time series analysis using various examples. By introducing necessary theory through examples that showcase the discussed topics, the authors successfully help readers develop an intuitive understanding of seemingly complicated time series models and their implications. The book presents methodologies for time series analysis in a simplified, example-based approach. Using graphics, the authors discuss each presented example in detail and explain the relevant theory while also focusing on the interpretation of results in data analysis. Following a discussion of why autocorrelation is often observed when data is collected in time, subsequent chapters explore related topics, including: Graphical tools in time series analysis Procedures for developing stationary, non-stationary, and seasonal models How to choose the best time series model Constant term and cancellation of terms in ARIMA models Forecasting using transfer function-noise models The final chapter is dedicated to key topics such as spurious relationships, autocorrelation in regression, and multiple time series. Throughout the book, real-world examples illustrate step-by-step procedures and instructions using statistical software packages such as SAS, JMP, Minitab, SCA, and R. A related Web site features PowerPoint slides to accompany each chapter as well as the book's data sets. With its extensive use of graphics and examples to explain key concepts, Time Series Analysis and Forecasting by Example is an excellent book for courses on time series analysis at the upper-undergraduate and graduate levels. it also serves as a valuable resource for practitioners and researchers who carry out data and time series analysis in the fields of engineering, business, and economics.

Download or read book Theory and Applications of Time Series Analysis and Forecasting written by Olga Valenzuela and published by Springer Nature. This book was released on 2023-04-04 with total page 331 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a selection of peer-reviewed contributions on the latest developments in time series analysis and forecasting, presented at the 7th International Conference on Time Series and Forecasting, ITISE 2021, held in Gran Canaria, Spain, July 19-21, 2021. It is divided into four parts. The first part addresses general modern methods and theoretical aspects of time series analysis and forecasting, while the remaining three parts focus on forecasting methods in econometrics, time series forecasting and prediction, and numerous other real-world applications. Covering a broad range of topics, the book will give readers a modern perspective on the subject. The ITISE conference series provides a forum for scientists, engineers, educators and students to discuss the latest advances and implementations in the foundations, theory, models and applications of time series analysis and forecasting. It focuses on interdisciplinary research encompassing computer science, mathematics, statistics and econometrics.

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 Introduction to Time Series and Forecasting written by Peter J. Brockwell and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 429 pages. Available in PDF, EPUB and Kindle. Book excerpt: Some of the key mathematical results are stated without proof in order to make the underlying theory acccessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on methods and the analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed in detail and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills in this area. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Additional topics include harmonic regression, the Burg and Hannan-Rissanen algorithms, unit roots, regression with ARMA errors, structural models, the EM algorithm, generalized state-space models with applications to time series of count data, exponential smoothing, the Holt-Winters and ARAR forecasting algorithms, transfer function models and intervention analysis. Brief introducitons are also given to cointegration and to non-linear, continuous-time and long-memory models. The time series package included in the back of the book is a slightly modified version of the package ITSM, published separately as ITSM for Windows, by Springer-Verlag, 1994. It does not handle such large data sets as ITSM for Windows, but like the latter, runs on IBM-PC compatible computers under either DOS or Windows (version 3.1 or later). The programs are all menu-driven so that the reader can immediately apply the techniques in the book to time series data, with a minimal investment of time in the computational and algorithmic aspects of the analysis.

Download or read book Computational Intelligence in Time Series Forecasting written by Ajoy K. Palit and published by Springer Science & Business Media. This book was released on 2006-01-04 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt: Foresight in an engineering business can make the difference between success and failure, and can be vital to the effective control of industrial systems. The authors of this book harness the power of intelligent technologies individually and in combination.

Download or read book Handbook of Time Series Analysis written by Björn Schelter and published by John Wiley & Sons. This book was released on 2006-12-13 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: This handbook provides an up-to-date survey of current research topics and applications of time series analysis methods written by leading experts in their fields. It covers recent developments in univariate as well as bivariate and multivariate time series analysis techniques ranging from physics' to life sciences' applications. Each chapter comprises both methodological aspects and applications to real world complex systems, such as the human brain or Earth's climate. Covering an exceptionally broad spectrum of topics, beginners, experts and practitioners who seek to understand the latest developments will profit from this handbook.

Download or read book Advances in Time Series Analysis and Forecasting written by Ignacio Rojas and published by Springer. This book was released on 2018-08-03 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume of selected and peer-reviewed contributions on the latest developments in time series analysis and forecasting updates the reader on topics such as analysis of irregularly sampled time series, multi-scale analysis of univariate and multivariate time series, linear and non-linear time series models, advanced time series forecasting methods, applications in time series analysis and forecasting, advanced methods and online learning in time series and high-dimensional and complex/big data time series. The contributions were originally presented at the International Work-Conference on Time Series, ITISE 2016, held in Granada, Spain, June 27-29, 2016. The series of ITISE conferences provides a forum for scientists, engineers, educators and students to discuss the latest ideas and implementations in the foundations, theory, models and applications in the field of time series analysis and forecasting. It focuses on interdisciplinary and multidisciplinary research encompassing the disciplines of computer science, mathematics, statistics and econometrics.

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 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 Time Series Analysis Forecasting Control 3 E written by and published by Pearson Education India. This book was released on 1994-09 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a complete revision of a classic, seminal, and authoritative text that has been the model for most books on the topic written since 1970. It explores the building of stochastic (statistical) models for time series and their use in important areas of application -forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control.

Download or read book Introduction to Time Series Analysis and Forecasting written by Douglas C. Montgomery and published by John Wiley & Sons. This book was released on 2015-04-27 with total page 670 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the First Edition "…[t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics." -MAA Reviews Thoroughly updated throughout, Introduction to Time Series Analysis and Forecasting, Second Edition presents the underlying theories of time series analysis that are needed to analyze time-oriented data and construct real-world short- to medium-term statistical forecasts. Authored by highly-experienced academics and professionals in engineering statistics, the Second Edition features discussions on both popular and modern time series methodologies as well as an introduction to Bayesian methods in forecasting. Introduction to Time Series Analysis and Forecasting, Second Edition also includes: Over 300 exercises from diverse disciplines including health care, environmental studies, engineering, and finance More than 50 programming algorithms using JMP®, SAS®, and R that illustrate the theory and practicality of forecasting techniques in the context of time-oriented data New material on frequency domain and spatial temporal data analysis Expanded coverage of the variogram and spectrum with applications as well as transfer and intervention model functions A supplementary website featuring PowerPoint® slides, data sets, and select solutions to the problems Introduction to Time Series Analysis and Forecasting, Second Edition is an ideal textbook upper-undergraduate and graduate-levels courses in forecasting and time series. The book is also an excellent reference for practitioners and researchers who need to model and analyze time series data to generate forecasts.

Download or read book Recent Advances in Time Series Forecasting written by Dinesh C.S. Bisht and published by CRC Press. This book was released on 2021-09-08 with total page 183 pages. Available in PDF, EPUB and Kindle. Book excerpt: Future predictions are always a topic of interest. Precise estimates are crucial in many activities as forecasting errors can lead to big financial loss. The sequential analysis of data and information gathered from past to present is call time series analysis. This book covers the recent advancements in time series forecasting. The book includes theoretical as well as recent applications of time series analysis. It focuses on the recent techniques used, discusses a combination of methodology and applications, presents traditional and advanced tools, new applications, and identifies the gaps in knowledge in engineering applications. This book is aimed at scientists, researchers, postgraduate students and engineers in the areas of supply chain management, production, inventory planning, and statistical quality control.

Download or read book Theory and Applications of Time Series Analysis written by Olga Valenzuela and published by Springer Nature. This book was released on 2019-10-18 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents selected peer-reviewed contributions from the International Conference on Time Series and Forecasting, ITISE 2018, held in Granada, Spain, on September 19-21, 2018. The first three parts of the book focus on the theory of time series analysis and forecasting, and discuss statistical methods, modern computational intelligence methodologies, econometric models, financial forecasting, and risk analysis. In turn, the last three parts are dedicated to applied topics and include papers on time series analysis in the earth sciences, energy time series forecasting, and time series analysis and prediction in other real-world problems. The book offers readers valuable insights into the different aspects of time series analysis and forecasting, allowing them to benefit both from its sophisticated and powerful theory, and from its practical applications, which address real-world problems in a range of disciplines. The ITISE conference series provides a valuable forum for scientists, engineers, educators and students to discuss the latest advances and implementations in the field of time series analysis and forecasting. It focuses on interdisciplinary and multidisciplinary research encompassing computer science, mathematics, statistics and econometrics.

Download or read book Theory and Applications of Time Series Analysis written by Olga Valenzuela and published by Springer Nature. This book was released on 2023-12-11 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents the latest developments in the theory and applications of time series analysis and forecasting. Comprising a selection of refereed papers, it is divided into several parts that address modern theoretical aspects of time series analysis, forecasting and prediction, with applications to various disciplines, including econometrics and energy research. The broad range of topics discussed, including matters of particular relevance for sustainable development, will give readers a modern perspective on the subject. The included contributions were originally presented at the 8th International Conference on Time Series and Forecasting, ITISE 2022, held in Gran Canaria, Spain, June 27-30, 2022. The ITISE conference series provides a forum for scientists, engineers, educators and students to discuss the latest advances and implementations in the foundations, theory, models and applications of time series analysis and forecasting. It focuses on interdisciplinary research encompassing computer science, mathematics, statistics and econometrics.