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The Analysis of Time Series: An Introduction with R by Chris Chatfield: New
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eBay item number:403170761627
Item specifics
- Condition
- Book Title
- The Analysis of Time Series: An Introduction with R
- Publication Date
- 2019-05-08
- Edition Number
- 7
- ISBN
- 9781138066137
- Subject Area
- Mathematics
- Publication Name
- Analysis of Time Series : an Introduction with R
- Publisher
- CRC Press LLC
- Item Length
- 9.2 in
- Subject
- Probability & Statistics / General, Probability & Statistics / Time Series
- Publication Year
- 2019
- Series
- Chapman and Hall/Crc Texts in Statistical Science Ser.
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Item Weight
- 25.7 Oz
- Item Width
- 6.1 in
- Number of Pages
- 398 Pages
About this product
Product Information
This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis.
Product Identifiers
Publisher
CRC Press LLC
ISBN-10
1138066133
ISBN-13
9781138066137
eBay Product ID (ePID)
25038746589
Product Key Features
Number of Pages
398 Pages
Language
English
Publication Name
Analysis of Time Series : an Introduction with R
Publication Year
2019
Subject
Probability & Statistics / General, Probability & Statistics / Time Series
Type
Textbook
Subject Area
Mathematics
Series
Chapman and Hall/Crc Texts in Statistical Science Ser.
Format
Hardcover
Dimensions
Item Weight
25.7 Oz
Item Length
9.2 in
Item Width
6.1 in
Additional Product Features
Edition Number
7
Intended Audience
College Audience
LCCN
2019-006743
Reviews
"Chris Chatfield has already written some popular books in statistics. Haipeng Xing is also a renowned researcher in statistics with more than 8000 citation. Efforts have been made by both authors to publish reliable data and information relating to different applications... The best part of the book is that some exercises are explained explicitly with sufficient hints. The authors also review several books on time series by other researchers from 1971 to 2010...Overall, this book is a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis in a wide range of topics. The book is intended for masters and undergraduate students in mathematics, probability, economics, statistics, astrophysics, biomedical engineering, and neuroscience. However, students who are early in a relevant PhD programme should also read this book to gain fundamental background knowledge." - Chitaranjan Mahapatra, ISCB News, July 2020 "One would never fail to notice the accessibility and the patience with which the authors introduce each of the topics in this classical textbook. The new edition successfully continues the style of the past editions, to be the one of the most accessible textbook on time series analysis. It introduces the topics with intuitions, followed with the most necessary technical details. I am particularly pleased that the R-code and data sets accompanying all the graphical analysis throughout the book, appear right where the definitions are introduced, satisfying the immediate curiosity of the readers. Together with the homework, they provide a nice platform to engage in description, explanation, prediction and control using time series data. Many data sets are updated or newly incorporated, relative to the previous version. A must-read for anyone interested in an introduction to time series." - Feng Yao, West Virginia University
Illustrated
Yes
Lc Classification Number
Qa280.C4 2019
Table of Content
1. Introduction 2. Basic Descriptive Techniques 3. Some Linear Time Series Models 4. Fitting Time Series Models in the Time Domain 5. Forecasting 6. Stationary Processes in the Frequency Domain 7. Spectral Analysis 8. Bivariate Processes 9. Linear Systems 10. State-Space Models and the Kalman Filter 11. Non-Linear Models 12. Volatility Models 13. Multivariate Time Series Modelling 14. Some More Advanced Topics Appendix A Fourier, Laplace, and z-Transforms. Appendix B Dirac Delta Function. Appendix C Covariance and Correlation. Answers to Exercises.
Copyright Date
2019
Item description from the seller
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eBay item number:403170761627
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