Time series analysis
Statisticians who want to understand the link between models and methods for linear dynamical systems and linear stochastic processes, as well as graduate students in engineering or science, will find plenty of material here on the mathematical and statistical background needed to understand time se...
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| Materyal Türü: | Kitap |
| Dil: | Undetermined |
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Boca Raton
Chapman & Hall/CRC
2008
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
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| Özet: | Statisticians who want to understand the link between models and methods for linear dynamical systems and linear stochastic processes, as well as graduate students in engineering or science, will find plenty of material here on the mathematical and statistical background needed to understand time series analysis and modeling. Madsen (Technical U. of Denmark) builds his chapters very logically an introduces more advanced models and concepts as he progresses, making this work as a self-study guide for the professional as well as a classroom text. He starts with very interesting real-world applications of time series, then covers multivariate random variables, methods based on regression, linear dynamic systems, stochastic processes, spectral analysis, linear systems and stochastic processes, multivariate time series, recursive and estimation. The exercises are very helpful and Madsen also provides extra material on partial autocorrelations and some results from trigonometry. |
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