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The Analysis of Time Series: An Introduction, Sixth Edition (Chapman & Hall/CRC
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Item specifics
- Condition
- Book Title
- The Analysis of Time Series: An Introduction, Sixth Edition (Chap
- ISBN
- 9781584883173
- Subject Area
- Mathematics
- Publication Name
- Analysis of Time Series : an Introduction
- Publisher
- CRC Press LLC
- Item Length
- 9.2 in
- Subject
- Probability & Statistics / General, Probability & Statistics / Time Series
- Publication Year
- 2003
- Series
- Chapman and Hall/Crc Texts in Statistical Science Ser.
- Type
- Textbook
- Format
- Trade Paperback / Trade Paperback
- Language
- English
- Item Height
- 0.8 in
- Item Weight
- 18.8 Oz
- Item Width
- 7.1 in
- Number of Pages
- 352 Pages
About this product
Product Identifiers
Publisher
CRC Press LLC
ISBN-10
1584883170
ISBN-13
9781584883173
eBay Product ID (ePID)
2390340
Product Key Features
Number of Pages
352 Pages
Publication Name
Analysis of Time Series : an Introduction
Language
English
Subject
Probability & Statistics / General, Probability & Statistics / Time Series
Publication Year
2003
Type
Textbook
Subject Area
Mathematics
Series
Chapman and Hall/Crc Texts in Statistical Science Ser.
Format
Trade Paperback / Trade Paperback
Dimensions
Item Height
0.8 in
Item Weight
18.8 Oz
Item Length
9.2 in
Item Width
7.1 in
Additional Product Features
Edition Number
6
Intended Audience
College Audience
LCCN
2003-051472
TitleLeading
The
Dewey Edition
21
Illustrated
Yes
Dewey Decimal
519.5/5
Edition Description
Revised edition,New Edition
Synopsis
Since 1975, The Analysis of Time Series: An Introduction has introduced legions of statistics students and researchers to the theory and practice of time series analysis. With each successive edition, bestselling author Chris Chatfield has honed and refined his presentation, updated the material to reflect advances in the field, and presented interesting new data sets. The sixth edition is no exception. It provides an accessible, comprehensive introduction to the theory and practice of time series analysis. The treatment covers a wide range of topics, including ARIMA probability models, forecasting methods, spectral analysis, linear systems, state-space models, and the Kalman filter. It also addresses nonlinear, multivariate, and long-memory models. The author has carefully updated each chapter, added new discussions, incorporated new datasets, and made those datasets available for download from www.crcpress.com. A free online appendix on time series analysis using R can be accessed at http: //people.bath.ac.uk/mascc/TSA.usingR.doc. Highlights of the Sixth Edition: A new section on handling real data New discussion on prediction intervals A completely revised and restructured chapter on more advanced topics, with new material on the aggregation of time series, analyzing time series in finance, and discrete-valued time series A new chapter of examples and practical advice Thorough updates and revisions throughout the text that reflect recent developments and dramatic changes in computing practices over the last few years The analysis of time series can be a difficult topic, but as this book has demonstrated for two-and-a-half decades, it does not have to be daunting. The accessibility, polished presentation, and broad coverage of The Analysis of Time Series make it simply the best introduction to the subject available., Since 1975, The Analysis of Time Series: An Introductionhas introduced legions of statistics students and researchers to the theory and practice of time series analysis. With each successive edition, bestselling author Chris Chatfield has honed and refined his presentation, updated the material to reflect advances in the field, and presented interesting new data sets. The sixth edition is no exception. It provides an accessible, comprehensive introduction to the theory and practice of time series analysis. The treatment covers a wide range of topics, including ARIMA probability models, forecasting methods, spectral analysis, linear systems, state-space models, and the Kalman filter. It also addresses nonlinear, multivariate, and long-memory models. The author has carefully updated each chapter, added new discussions, incorporated new datasets, and made those datasets available for download from www.crcpress.com. A free online appendix on time series analysis using R can be accessed at http://people.bath.ac.uk/mascc/TSA.usingR.doc. Highlights of the Sixth Edition: A new section on handling real data New discussion on prediction intervals A completely revised and restructured chapter on more advanced topics, with new material on the aggregation of time series, analyzing time series in finance, and discrete-valued time series A new chapter of examples and practical advice Thorough updates and revisions throughout the text that reflect recent developments and dramatic changes in computing practices over the last few years The analysis of time series can be a difficult topic, but as this book has demonstrated for two-and-a-half decades, it does not have to be daunting. The accessibility, polished presentation, and broad coverage of The Analysis of Time Seriesmake it simply the best introduction to the subject available. s analysis using R can be accessed at http://people.bath.ac.uk/mascc/TSA.usingR.doc. Highlights of the Sixth Edition: A new section on handling real data New discussion on prediction intervals A completely revised and restructured chapter on more advanced topics, with new material on the aggregation of time series, analyzing time series in finance, and discrete-valued time series A new chapter of examples and practical advice Thorough updates and revisions throughout the text that reflect recent developments and dramatic changes in computing practices over the last few years The analysis of time series can be a difficult topic, but as this book has demonstrated for two-and-a-half decades, it does not have to be daunting. The accessibility, polished presentation, and broad coverage of The Analysis of Time Seriesmake it simply the best introduction to the subject available. is of Time Seriesmake it simply the best introduction to the subject available., Now in its sixth edition, this book provides an accessible, comprehensive introduction to the theory and practice of time series analysis. It covers a wide range of topics, including ARIMA probability models, forecasting methods, spectral analysis, linear systems, state-space models, and the Kalman filter. It also addresses nonlinear, multivariate, and long-memory models. Building on the success of earlier editions, the sixth edition was thoroughly revised and updated, and all of the data sets are available for download from the Internet. Its polished presentation and broad coverage make this simply the best introductory text on the subject available.
LC Classification Number
QA280.C4 2003
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