Digital Time Series Analysis

Author : Robert K. Otnes
Publisher : Wiley-Interscience
ISBN 13 :
Total Pages : 488 pages
Book Rating : 4.50/5 ( download)

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Download or read book Digital Time Series Analysis written by Robert K. Otnes and published by Wiley-Interscience. This book was released on 1972 with total page 488 pages. Available in PDF, EPUB and Kindle. Book excerpt: Preliminary concepts -- Preprocessing of data -- Recursive digital filtering -- Fourier series and Fourier transform computations -- General considerations in computing power spectral density -- Correlation function and Blackman-Tukey spectrum computations -- Power and cross spectra from fast Fourier transforms -- Filter methods for the power spectral density -- Transfer function and coherence function computations -- Probability density function computations -- Miscellaneous techniques -- Test case and examples.

Author : Terence C. Mills
Publisher : Academic Press
ISBN 13 : 0128131179
Total Pages : 354 pages
Book Rating : 4.76/5 ( download)

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Download or read book Applied Time Series Analysis written by Terence C. Mills and published by Academic Press. This book was released on 2019-02-08 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details. Including univariate and multivariate techniques, Applied Time Series Analysis provides data sets and program files that support a broad range of multidisciplinary applications, distinguishing this book from others. Focuses on practical application of time series analysis, using step-by-step techniques and without excessive technical detail Supported by copious disciplinary examples, helping readers quickly adapt time series analysis to their area of study Covers both univariate and multivariate techniques in one volume Provides expert tips on, and helps mitigate common pitfalls of, powerful statistical software including EVIEWS and R Written in jargon-free and clear English from a master educator with 30 years+ experience explaining time series to novices Accompanied by a microsite with disciplinary data sets and files explaining how to build the calculations used in examples

Author : Robert H. Shumway
Publisher :
ISBN 13 : 9781475732627
Total Pages : 568 pages
Book Rating : 4.27/5 ( download)

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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:

Author : Tata Subba Rao
Publisher : Elsevier
ISBN 13 : 0444538585
Total Pages : 778 pages
Book Rating : 4.81/5 ( download)

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Download or read book Time Series Analysis: Methods and Applications written by Tata Subba Rao and published by Elsevier. This book was released on 2012-06-26 with total page 778 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'Handbook of Statistics' is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with volume 30 dealing with time series.

Author : L. H. Koopmans
Publisher : Academic Press
ISBN 13 : 1483218546
Total Pages : 383 pages
Book Rating : 4.40/5 ( download)

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Download or read book The Spectral Analysis of Time Series written by L. H. Koopmans and published by Academic Press. This book was released on 2014-05-12 with total page 383 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Spectral Analysis of Time Series describes the techniques and theory of the frequency domain analysis of time series. The book discusses the physical processes and the basic features of models of time series. The central feature of all models is the existence of a spectrum by which the time series is decomposed into a linear combination of sines and cosines. The investigator can used Fourier decompositions or other kinds of spectrals in time series analysis. The text explains the Wiener theory of spectral analysis, the spectral representation for weakly stationary stochastic processes, and the real spectral representation. The book also discusses sampling, aliasing, discrete-time models, linear filters that have general properties with applications to continuous-time processes, and the applications of multivariate spectral models. The text describes finite parameter models, the distribution theory of spectral estimates with applications to statistical inference, as well as sampling properties of spectral estimates, experimental design, and spectral computations. The book is intended either as a textbook or for individual reading for one-semester or two-quarter course for students of time series analysis users. It is also suitable for mathematicians or professors of calculus, statistics, and advanced mathematics.

Author : Wilfredo Palma
Publisher : John Wiley & Sons
ISBN 13 : 1118634233
Total Pages : 616 pages
Book Rating : 4.33/5 ( download)

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Download or read book Time Series Analysis written by Wilfredo Palma and published by John Wiley & Sons. This book was released on 2016-04-29 with total page 616 pages. Available in PDF, EPUB and Kindle. Book excerpt: A modern and accessible guide to the analysis of introductory time series data Featuring an organized and self-contained guide, Time Series Analysis provides a broad introduction to the most fundamental methodologies and techniques of time series analysis. The book focuses on the treatment of univariate time series by illustrating a number of well-known models such as ARMA and ARIMA. Providing contemporary coverage, the book features several useful and newlydeveloped techniques such as weak and strong dependence, Bayesian methods, non-Gaussian data, local stationarity, missing values and outliers, and threshold models. Time Series Analysis includes practical applications of time series methods throughout, as well as: Real-world examples and exercise sets that allow readers to practice the presented methods and techniques Numerous detailed analyses of computational aspects related to the implementation of methodologies including algorithm efficiency, arithmetic complexity, and process time End-of-chapter proposed problems and bibliographical notes to deepen readers’ knowledge of the presented material Appendices that contain details on fundamental concepts and select solutions of the problems implemented throughout A companion website with additional data fi les and computer codes Time Series Analysis is an excellent textbook for undergraduate and beginning graduate-level courses in time series as well as a supplement for students in advanced statistics, mathematics, economics, finance, engineering, and physics. The book is also a useful reference for researchers and practitioners in time series analysis, econometrics, and finance. Wilfredo Palma, PhD, is Professor of Statistics in the Department of Statistics at Pontificia Universidad Católica de Chile. He has published several refereed articles and has received over a dozen academic honors and awards. His research interests include time series analysis, prediction theory, state space systems, linear models, and econometrics. He is the author of Long-Memory Time Series: Theory and Methods, also published by Wiley.

Author :
Publisher : Pearson Education India
ISBN 13 : 9788131716335
Total Pages : 620 pages
Book Rating : 4.33/5 ( download)

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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.

Author : Claudia Kuenzer
Publisher : Springer
ISBN 13 : 3319159674
Total Pages : 458 pages
Book Rating : 4.76/5 ( download)

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Download or read book Remote Sensing Time Series written by Claudia Kuenzer and published by Springer. This book was released on 2015-04-28 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume comprises an outstanding variety of chapters on Earth Observation based time series analyses, undertaken to reveal past and current land surface dynamics for large areas. What exactly are time series of Earth Observation data? Which sensors are available to generate real time series? How can they be processed to reveal their valuable hidden information? Which challenges are encountered on the way and which pre-processing is needed? And last but not least: which processes can be observed? How are large regions of our planet changing over time and which dynamics and trends are visible? These and many other questions are answered within this book “Remote Sensing Time Series Analyses – Revealing Land Surface Dynamics”. Internationally renowned experts from Europe, the USA and China present their exciting findings based on the exploitation of satellite data archives from well-known sensors such as AVHRR, MODIS, Landsat, ENVISAT, ERS and METOP amongst others. Selected review and methods chapters provide a good overview over time series processing and the recent advances in the optical and radar domain. A fine selection of application chapters addresses multi-class land cover and land use change at national to continental scale, the derivation of patterns of vegetation phenology, biomass assessments, investigations on snow cover duration and recent dynamics, as well as urban sprawl observed over time.

Author : Loren D. Enochson
Publisher :
ISBN 13 :
Total Pages : 296 pages
Book Rating : 4.02/5 ( download)

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Download or read book Programming and Analysis for Digital Time Series Data written by Loren D. Enochson and published by . This book was released on 1969 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Author : Aileen Nielsen
Publisher : O'Reilly Media
ISBN 13 : 1492041629
Total Pages : 500 pages
Book Rating : 4.27/5 ( download)

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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