图书标签: R 时间序列 Statistics 时间序列分析 Time_Series 统计 数学 数据挖掘
发表于2024-12-25
Time Series Analysis and Its Applications pdf epub mobi txt 电子书 下载 2024
Time Series Analysis and Its Applications presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using non-trivial data illustrate solutions to problems such as evaluating pain perception experiments using magnetic resonance imaging or monitoring a nuclear test ban treaty. The book is designed to be useful as a text 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. Material from the earlier 1988 Prentice-Hall text Applied Statistical Time Series Analysis has been updated by adding modern developments involving categorical time sries analysis and the spectral envelope, multivariate spectral methods, long memory series, nonlinear models, longitudinal data analysis, resampling techniques, ARCH models, stochastic volatility, wavelets and Monte Carlo Markov chain integration methods. These add to a classical coverage of time series regression, univariate and multivariate ARIMA models, spectral analysis and state-space models. The book is complemented by ofering accessibility, via the World Wide Web, to the data and an exploratory time series analysis program ASTSA for Windows that can be downloaded as Freeware. Robert H. Shumway is Professor of Statistics at the University of California, Davis. He is a Fellow of the American Statistical Association and a member of the Inernational Statistical Institute. He won the 1986 American Statistical Association Award for Outstanding Statistical Application and the 1992 Communicable Diseases Center Statistics Award; both awards were for joint papers on time series applications. He is the author of a previous 1988 Prentice-Hall text on applied time series analysis and is currenlty a Departmental Editor for the Journal of Forecasting. David S. Stoffer is Professor of Statistics at the University of Pittsburgh. He has made seminal contributions to the analysis of categorical time series and won the 1989 American Statistical Association Award for Outstanding Statistical Application in a joint paper analyzing categorical time series arising in infant sleep-state cycling. He is currently an Associate Editor of the Journal of Forecasting and has served as an Associate Editor for the Journal fo the American Statistical Association. --This text refers to an alternate Hardcover edition.
只看了前面基础几章
评分前半部分认真看完了,后半部分公式越看越头大,数学底子太弱伤不起啊,时间序列还是handle不了,一些原理性的推导看不懂,现阶段主要还是得了解怎么运用,抓住一些key points。
评分令人头秃 立flag:一定会做题的
评分前半部分认真看完了,后半部分公式越看越头大,数学底子太弱伤不起啊,时间序列还是handle不了,一些原理性的推导看不懂,现阶段主要还是得了解怎么运用,抓住一些key points。
评分也许会看- -
此书内容全面且比较新,除了传统内容(ARIMA,spectral analysis,state-space models)以外,还介绍了不少该领域中其他一些重要的topics或者新近的发展,诸如:GARCH,long-run memory process,threshold等。个人认为本书对ARIMA的介绍很好,第三章最后两节用几个例子介绍了Box-J...
评分硕士期间学过时间序列分析,重点在于希尔伯特空间视角下的时间序列,需要比较强的泛函水平,学的一塌糊涂。近日因为工作愿意,需要利用时间序列分析进行一些分析建模,在quick R的主页上链接到了本书的页面,随即在互联网上下到这本书的电子版,读了一下导读和要用到的几个例子...
评分此书内容全面且比较新,除了传统内容(ARIMA,spectral analysis,state-space models)以外,还介绍了不少该领域中其他一些重要的topics或者新近的发展,诸如:GARCH,long-run memory process,threshold等。个人认为本书对ARIMA的介绍很好,第三章最后两节用几个例子介绍了Box-J...
评分这本书简洁清晰,有充足但不多余的例子和code。对初学者合适,用作有基础的人的参考书也合适。美中不足的是3.6 estimation of ARMA parameters讲的太混乱。如果只需要对estimation算法有个概念,看analysis of financial time series 相应章节。time series初学者读这本书的话...
评分此书内容全面且比较新,除了传统内容(ARIMA,spectral analysis,state-space models)以外,还介绍了不少该领域中其他一些重要的topics或者新近的发展,诸如:GARCH,long-run memory process,threshold等。个人认为本书对ARIMA的介绍很好,第三章最后两节用几个例子介绍了Box-J...
Time Series Analysis and Its Applications pdf epub mobi txt 电子书 下载 2024