Artículos relacionados a Introduction to Time Series and Forecasting (Springer...
Sinopsis
This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details.
The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Many additional special topics are also covered.
New to this edition:
- A chapter devoted to Financial Time Series
- Introductions to Brownian motion, Lévy processes and Itô calculus
- An expanded section on continuous-time ARMA processes
"Sinopsis" puede pertenecer a otra edición de este libro.
Acerca del autor
Peter J. Brockwell and Richard A. Davis are Fellows of the American Statistical Association and the Institute of Mathematical Statistics and elected members of the International Statistics institute. Richard A. Davis is the current President of the Institute of Mathematical Statistics and, with W.T.M. Dunsmuir, winner of the Koopmans Prize. Professors Brockwell and Davis are coauthors of the widely used advanced text, Time Series: Theory and Methods, Second Edition (Springer-Verlag, 1991).
De la contraportada
This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details.
The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Many additional special topics are also covered.
- A chapter devoted to Financial Time Series
- Introductions to Brownian motion, Lévy processes and Itô calculus
- An expanded section on continuous-time ARMA processes
In addition to including ITSM, the book details all of the algorithms used in the package--a quality which sets this text apart from all others at this level. This is an excellent idea for at least two reasons. It gives the practitioner the opportunity to use ITSM more intelligently by providing an extra source of intuition for understanding estimation and forecasting, and it allows the more adventurous practitioners to code their own algorithms for their individual purposes.... Overall I find Introduction to Time Series and Forecasting to be a very useful and enlightening introduction to time series. -Journal of the American Statistical Association
The emphasis is on hands-on experience and the friendly software that accompanies the book serves the purpose admirably.... The authors should be congratulated for making the subject accessible and fun to learn. The book is a pleasure to read and highly recommended. I regard it as the best introductory text in town. -Short Book Reviews, International Statistical Review
"Sobre este título" puede pertenecer a otra edición de este libro.
Comprar nuevo
Ver este artículo
EUR 109,80
EUR 3,61 gastos de envío en Estados Unidos de America
Destinos, gastos y plazos de envíoResultados de la búsqueda para Introduction to Time Series and Forecasting (Springer...
Imagen de archivo
Introduction to Time Series and Forecasting (Springer Texts in Statistics)
Librería: HPB-Red, Dallas, TX, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: Acceptable. Connecting readers with great books since 1972. Used textbooks may not include companion materials such as access codes, etc. May have condition issues including wear and notes/highlighting. We ship orders daily and Customer Service is our top priority! Nº de ref. del artículo: S_439210071
Cantidad disponible: 1 disponibles
Imagen de archivo
Introduction to Time Series and Forecasting (Springer Texts in Statistics)
Librería: Marlton Books, Bridgeton, NJ, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: Acceptable. Readable, but has significant damage / tears. Has a remainder mark. hardcover Used - Acceptable 2016. Nº de ref. del artículo: BS-000173
Cantidad disponible: 3 disponibles
Imagen de archivo
Introduction to Time Series and Forecasting (Springer Texts in Statistics)
Librería: SecondSale, Montgomery, IL, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: Good. Good condition ex-library book with usual library markings and stickers. Nº de ref. del artículo: 00090605989
Cantidad disponible: 1 disponibles
Imagen de archivo
Introduction to Time Series and Forecasting (Springer Texts in Statistics)
Librería: BookHolders, Towson, MD, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: Good. [ No Hassle 30 Day Returns ][ Ships Daily ] [ Underlining/Highlighting: NONE ] [ Writing: NONE ] [ Edition: third ] Publisher: Springer Pub Date: 8/20/2016 Binding: Hardcover Pages: 425 third edition. Nº de ref. del artículo: 6708531
Cantidad disponible: 1 disponibles
Imagen de archivo
Introduction to Time Series and Forecasting (Springer Texts in Statistics)
Librería: Textbooks_Source, Columbia, MO, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
hardcover. Condición: Good. Third Edition 2016. Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes). Nº de ref. del artículo: 001891595U
Cantidad disponible: 1 disponibles
Imagen del vendedor
Introduction to Time Series and Forecasting
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: good. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers. Nº de ref. del artículo: 25522047-5
Cantidad disponible: 1 disponibles
Imagen del vendedor
Introduction to Time Series and Forecasting
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: good. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers. Nº de ref. del artículo: 25522047-5
Gastos de envío:
EUR 17,27
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío
Cantidad disponible: 1 disponibles
Imagen de archivo
Introduction to Time Series and Forecasting (Springer Texts in Statistics)
Librería: Mispah books, Redhill, SURRE, Reino Unido
Calificación del vendedor: 4 de 5 estrellas
Hardcover. Condición: Like New. Like New. book. Nº de ref. del artículo: ERICA77533192985266
Gastos de envío:
EUR 28,79
De Reino Unido a Estados Unidos de America
Destinos, gastos y plazos de envío
Cantidad disponible: 1 disponibles
Imagen de archivo
Introduction to Time Series and Forecasting (Springer Texts in Statistics)
Librería: GoldBooks, Denver, CO, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: new. Nº de ref. del artículo: 22B81_16_3319298526
Cantidad disponible: 1 disponibles
Imagen del vendedor
Introduction to Time Series and Forecasting
Publicado por
Springer-Verlag Gmbh Sep 2016, 2016
ISBN 10: 3319298526
ISBN 13: 9783319298528
Nuevo
Tapa dura
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details.The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Many additional special topics are also covered.New to this edition:A chapter devoted to Financial Time SeriesIntroductions to Brownian motion, Lévy processes and Itô calculusAn expanded section on continuous-time ARMA processes 425 pp. Englisch. Nº de ref. del artículo: 9783319298528
Gastos de envío:
EUR 23,00
De Alemania a Estados Unidos de America
Destinos, gastos y plazos de envío
Cantidad disponible: 1 disponibles