The Resource Introductory Time Series with R, by Paul S.P. Cowpertwait, Andrew V. Metcalfe, (electronic resource)

Introductory Time Series with R, by Paul S.P. Cowpertwait, Andrew V. Metcalfe, (electronic resource)

Label
Introductory Time Series with R
Title
Introductory Time Series with R
Statement of responsibility
by Paul S.P. Cowpertwait, Andrew V. Metcalfe
Creator
Contributor
Author
Author
Subject
Language
  • eng
  • eng
Summary
Yearly global mean temperature and ocean levels, daily share prices, and the signals transmitted back to Earth by the Voyager space craft are all examples of sequential observations over time known as time series. This book gives you a step-by-step introduction to analysing time series using the open source software R. Each time series model is motivated with practical applications, and is defined in mathematical notation. Once the model has been introduced it is used to generate synthetic data, using R code, and these generated data are then used to estimate its parameters. This sequence enhances understanding of both the time series model and the R function used to fit the model to data. Finally, the model is used to analyse observed data taken from a practical application. By using R, the whole procedure can be reproduced by the reader. All the data sets used in the book are available on the website http://staff.elena.aut.ac.nz/Paul-Cowpertwait/ts/. The book is written for undergraduate students of mathematics, economics, business and finance, geography, engineering and related disciplines, and postgraduate students who may need to analyse time series as part of their taught programme or their research. Paul Cowpertwait is an associate professor in mathematical sciences (analytics) at Auckland University of Technology with a substantial research record in both the theory and applications of time series and stochastic models. Andrew Metcalfe is an associate professor in the School of Mathematical Sciences at the University of Adelaide, and an author of six statistics text books and numerous research papers. Both authors have extensive experience of teaching time series to students at all levels
Member of
http://library.link/vocab/creatorName
Cowpertwait, Paul S.P
Dewey number
519.5/5
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
  • 8kLuAYx43xM
  • PZ-cDsHANHU
Language note
English
LC call number
  • QA273.A1-274.9
  • QA274-274.9
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
Metcalfe, Andrew V.
Series statement
Use R!,
http://library.link/vocab/subjectName
  • Distribution (Probability theory
  • Mathematical statistics
  • Computer science
  • Marketing
  • Econometrics
  • Probability Theory and Stochastic Processes
  • Statistical Theory and Methods
  • Probability and Statistics in Computer Science
  • Marketing
  • Econometrics
  • Signal, Image and Speech Processing
Label
Introductory Time Series with R, by Paul S.P. Cowpertwait, Andrew V. Metcalfe, (electronic resource)
Instantiates
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
cr
Content category
text
Content type code
txt
Contents
Time Series Data -- Correlation -- Forecasting Strategies -- Basic Stochastic Models -- Regression -- Stationary Models -- Non-stationary Models -- Long-Memory Processes -- Spectral Analysis -- System Identification -- Multivariate Models -- State Space Models
Dimensions
unknown
Edition
1st ed. 2009.
Extent
1 online resource (267 p.)
Form of item
online
Isbn
9780387886985
Media category
computer
Media type code
c
Other control number
10.1007/978-0-387-88698-5
Specific material designation
remote
System control number
  • (CKB)1000000000754133
  • (EBL)450521
  • (OCoLC)432719124
  • (SSID)ssj0000183114
  • (PQKBManifestationID)11168338
  • (PQKBTitleCode)TC0000183114
  • (PQKBWorkID)10194574
  • (PQKB)10595202
  • (DE-He213)978-0-387-88698-5
  • (MiAaPQ)EBC450521
  • (EXLCZ)991000000000754133
Label
Introductory Time Series with R, by Paul S.P. Cowpertwait, Andrew V. Metcalfe, (electronic resource)
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
cr
Content category
text
Content type code
txt
Contents
Time Series Data -- Correlation -- Forecasting Strategies -- Basic Stochastic Models -- Regression -- Stationary Models -- Non-stationary Models -- Long-Memory Processes -- Spectral Analysis -- System Identification -- Multivariate Models -- State Space Models
Dimensions
unknown
Edition
1st ed. 2009.
Extent
1 online resource (267 p.)
Form of item
online
Isbn
9780387886985
Media category
computer
Media type code
c
Other control number
10.1007/978-0-387-88698-5
Specific material designation
remote
System control number
  • (CKB)1000000000754133
  • (EBL)450521
  • (OCoLC)432719124
  • (SSID)ssj0000183114
  • (PQKBManifestationID)11168338
  • (PQKBTitleCode)TC0000183114
  • (PQKBWorkID)10194574
  • (PQKB)10595202
  • (DE-He213)978-0-387-88698-5
  • (MiAaPQ)EBC450521
  • (EXLCZ)991000000000754133

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