Description: Applied Time Series Analysis with R Please note: this item is printed on demand and will take extra time before it can be dispatched to you (up to 20 working days). Author(s): Wayne A. Woodward, Henry L. Gray, Alan C. Elliott Format: Hardback Publisher: Taylor & Francis Inc, United States Imprint: CRC Press Inc ISBN-13: 9781498734226, 978-1498734226 Synopsis 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).
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Location: Aldershot
End Time: 2024-11-29T09:12:36.000Z
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Book Title: Applied Time Series Analysis with R
Number of Pages: 618 Pages
Publication Name: Applied Time Series Analysis with R
Language: English
Publisher: Taylor & Francis INC International Concepts
Item Height: 234 mm
Subject: Mathematics
Publication Year: 2017
Type: Textbook
Item Weight: 1021 g
Author: Henry L. Gray, Alan C. Elliott, Wayne A. Woodward
Item Width: 156 mm
Format: Hardcover
