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Time Series Analysis (Chapman & Hall/CRC Texts in Statistical Science) free ebook download

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Mathematics

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Author(s):	no autor

Date:	2021	Format:	pdf	Language:	English	ISBN/ASIN:	142005967X
Pages:	396	OCR:		Quality:		ISBN13:
Uploader:	maveriks	Upload Date:	5/3/2022 4:51:37 AM

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With a focus on analyzing and modeling linear dynamic systems using statistical methods, Time Series Analysis formulates various linear models, discusses their theoretical characteristics, and explores the connections among stochastic dynamic models. Emphasizing the time domain description, the author presents theorems to highlight the most important results, proofs to clarify some results, and problems to illustrate the use of the results for modeling real-life phenomena.
The book first provides the formulas and methods needed to adapt a second-order approach for characterizing random variables as well as introduces regression methods and models, including the general linear model. It subsequently covers linear dynamic deterministic systems, stochastic processes, time domain methods where the autocorrelation function is key to identification, spectral analysis, transfer-function models, and the multivariate linear process. The text also describes state space models and recursive and adaptivemethods. The final chapter examines a host of practical problems, including the predictions of wind power production and the consumption of medicine, a scheduling system for oil delivery, and the adaptive modeling of interest rates.
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3118283	Book	https://nitro.download/view/73CE1B4B9DF6...		0.00	maveriks

Tags: Analysis Chapman Hall Science Statistical Texts Time

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Time Series Analysis (Chapman & Hall/CRC Texts in Statistical Science) free ebook download

Category: Mathematics

Description: Click to see full description

Category:
Mathematics