Sign-In
Cart
Linear Time Series with MATLAB and Octave
Paperback
Series: Statistics and Computing
EconomicsApplicationsGeneral Sociology
ISBN13: 9783030207922
Publisher: Springer Nature
Published: Oct 17 2020
Pages: 339
Weight: 1.11
Height: 0.75 Width: 6.14 Depth: 9.21
Language: English
This book presents an introduction to linear univariate and multivariate time series analysis, providing brief theoretical insights into each topic, and from the beginning illustrating the theory with software examples. As such, it quickly introduces readers to the peculiarities of each subject from both theoretical and the practical points of view. It also includes numerous examples and real-world applications that demonstrate how to handle different types of time series data. The associated software package, SSMMATLAB, is written in MATLAB and also runs on the free OCTAVE platform.
The book focuses on linear time series models using a state space approach, with the Kalman filter and smoother as the main tools for model estimation, prediction and signal extraction. A chapter on state space models describes these tools and provides examples of their use with general state space models. Other topics discussed in the book include ARIMA; and transfer function and structural models; as well as signal extraction using the canonical decomposition in the univariate case, and VAR, VARMA, cointegrated VARMA, VARX, VARMAX, and multivariate structural models in the multivariate case. It also addresses spectral analysis, the use of fixed filters in a model-based approach, and automatic model identification procedures for ARIMA and transfer function models in the presence of outliers, interventions, complex seasonal patterns and other effects like Easter, trading day, etc.
This book is intended for both students and researchers in various fields dealing with time series. The software provides numerous automatic procedures to handle common practical situations, but at the same time, readers with programming skills can write their own programs to deal with specific problems. Although the theoretical introduction to each topic is kept to a minimum, readers can consult the companion book 'Multivariate Time Series With Linear State Space Structure', by the same author, if they require more details.
1 different editions
Also available
Also in
Applications
R for Data Science: Import, Tidy, Transform, Visualize, and Model Data
Wickham, Hadley
Grolemund, Garrett
Paperback
Designing Machine Learning Systems: An Iterative Process for Production-Ready Applications
Huyen, Chip
Paperback
Microsoft 365 Excel All-In-One for Dummies
Alexander, Michael
Kusleika, Dick
Ringstrom, David H.
Paperback
R for Data Science: Import, Tidy, Transform, Visualize, and Model Data
Wickham, Hadley
Grolemund, Garrett
Cetinkaya-Rundel, Mine
Paperback
Cloud Finops: Collaborative, Real-Time Cloud Value Decision Making
Storment, J. R.
Fuller, Mike
Paperback
Microsoft Copilot Studio Step by Step: Customizing Copilot and Creating Agents
Crosbie, Lisa
Paperback
Microsoft Excel Data Analysis and Business Modeling (Office 2021 and Microsoft 365)
Winston, Wayne
Paperback
Excel Formulas: Quickstudy Laminated Study Guide (Quickstudy Computer)
Jensen, Krista
Hales, John
Other
Ingeniería de Ia (Spanish Edition): Creación de Aplicaciones Con Modelos Fundacionales
Huyen, Chip
Paperback
Learning Generative AI Tools for Excel: Speed Up Your Everyday Tasks with Microsoft Excel, Copilot, Chatgpt, and Beyond
Duca, Angelica Lo
Paperback
The Insider You Built: How Organizations Stay in Control of Autonomous AI Agents
Stewart Gloster, Camille
Paperback
Learning Tableau 2025 - Sixth Edition: Leverage Tableau's newest features to revolutionize your data storytelling with AI-enhanced insights
Milligan, Joshua N.
Paperback
An Introduction to Statistical Learning: With Applications in R
James, Gareth
Witten, Daniela
Hastie, Trevor
Paperback
Social Science Research Design and Statistics: A Practitioner's Guide to Research Methods and IBM SPSS Analysis
Baker, Jason D.
Ponton, Michael K.
Rovai, Alfred P.
Paperback
The AI Workweek: Cut Hours, Automate Busywork, and Focus on What Actually Matters
Gross, Ashley
Paperback
Materials Management with SAP S/4hana: Business Processes and Configuration
Akhtar, Jawad
Murray, Martin
Hardcover
Microsoft Power Bi Data Analyst Associate Study Guide: Prepare for the Pl-300 Exam and Use Power Bi Successfully
Turley, Paul
Paperback
Planning and Control Using Oracle Primavera P6 Versions 8 to 21 PPM Professional
Harris, Paul E.
Paperback
Planning and Control Using Oracle Primavera P6 Versions 18 to 23 PPM Professional
Harris, Paul E.
Paperback
The AI Agent Blueprint: A Practical Playbook for Building Agentic Artificial Intelligence: Launch Your First Agent in 30 Days
Daniels, Alexander J.
Paperback
Planning and Control Using Oracle Primavera P6 Versions 18 to 24 PPM Professional
Harris, Paul E.
Hanak, Jan
Paperback
Soccer Analytics with Machine Learning: Learning Predictive Modeling Techniques with Sports Data
Shen, Weining
Joury, Ari
Gao, Haipeng
Paperback
Python in Excel: Unlocking Powerful Data Analysis and Automation Solutions
Newitt, Kathryn
Bastick, Liam
Paperback
Data Visualization with Microsoft Power Bi: How to Design Savvy Dashboards
Kolokolov, Alex
Zelensky, Maxim
Paperback
Information Architecture: For the Web and Beyond
Arango, Jorge
Rosenfeld, Louis
Morville, Peter
Paperback
Illustrated Microsoft(r) 365(r) & Office(r) Introductory, First Edition
Beskeen, David
Duffy, Jennifer
Wermers, Lynn
Paperback
Building Event-Driven Microservices: Leveraging Organizational Data at Scale
Bellemare, Adam
Paperback
Software Profit Streams(TM): A Guide to Designing a Sustainably Profitable Business
Hohmann, Luke
Tanner, Jason
Paperback
Mastering QuickBooks 2026 - Seventh Edition: The complete guide to small business accounting with US QuickBooks Online
Shelton, Crystalynn
Paperback
Master Your Data with Power Query in Excel and Power Bi: Leveraging Power Query to Get & Transform Your Task Flow
Escobar, Miguel
Puls, Ken
Paperback
Reimagining Collaboration: Slack, Microsoft Teams, Zoom, and the Post-COVID World of Work
Simon, Phil
Paperback
Between You and AI: Unlock the Power of Human Skills to Thrive in an Ai-Driven World
Iorio, Andrea
Hardcover
The SaaS Email Marketing Playbook: Convert Leads, Increase Customer Retention, and Close More Recurring Revenue With Email
Garbugli, Étienne
Paperback
AI for Gig Workers: Essential Strategies to Transform Your Freelance Career
Savage, Saiph
Savage, Liliana
Cerdeira, Pamela
Paperback
Managing AI Projects: Drive Innovation and Successfully Navigate the Full AI Project Lifecycle
Runtasewee, Malini Jain
Sánchez, Adrián González
Paperback
Databricks Certified Data Engineer Associate Study Guide: In-Depth Guidance and Practice
Alhussein, Derar
Paperback
Microsoft Copilot 365 User Guide: The Complete AI Productivity Companion for Word, Excel, Outlook & Teams
Jk Stratton, Evan
Paperback
Microsoft 365 Copilot Adoption: A Practical Guide for Business Leaders and Consultants
Smith, Mark
Smith, Megan
Paperback
Regression Modeling Strategies: With Applications to Linear Models, Logistic and Ordinal Regression, and Survival Analysis
Harrell Jr, Frank E.
Paperback
Warehouse Management with SAP S/4hana: Embedded and Decentralized Ewm
Sachan, Namita
Jain, Aman
Hardcover
AI Can Make You Smarter: Practical Skills. Sharper Thinking. Business Value.
Kreitzberg, Charles B.
Paperback
Python Machine Learning By Example - Fourth Edition: Unlock machine learning best practices with real-world use cases
Liu, Yuxi (Hayden)
Paperback
Me, My Customer, and AI: The New Rules of Entrepreneurship
Werdelin, Henrik
Thorne, Nicholas
Hardcover
How to Measure Anything in Project Management
Bang Leed, Andreas
Budzier, Alexander
Hubbard, Douglas W.
Hardcover
Dark Web: A Complete Guide to the Dark Web True Tales (The Addictive Input down able Gripping Crime Thriller of Mystery and Suspense)
Guerrero, Theodore
Paperback
Power BI for Beginners: The 7-Day Method to Build Dashboards and Become a Data Strategist (Video Course Included)
Pierce, Callum
Pierce, Kora
Paperback
Essential Math for AI: Next-Level Mathematics for Efficient and Successful AI Systems
Nelson, Hala
Paperback
Microsoft Excel in Easy Steps: Illustrated Using Excel in Microsoft 365
McGrath, Mike
Price, Michael
Paperback
Salesforce Certified Platform Administrator Study Guide: Launch and Elevate Your Salesforce Career
Wheeler, Mike
Paperback
ML and Generative AI in the Data Lakehouse: Building and Deploying AI Applications at Scale
Haelen, Bennie
Paperback
Planning and Control Using Microsoft Project 365 and 2021: Including 2019, 2016 and 2013
Harris, Paul E.
Paperback
Applied AI for Enterprise Java Development: Leveraging Generative Ai, Llms, and Machine Learning in the Java Enterprise
Bueno, Alex Soto
Eisele, Markus
Vinto, Natale
Paperback
Beyond Bullet Points: Using PowerPoint to Tell a Compelling Story That Gets Results
Atkinson, Cliff
Paperback
Hexagonal Architecture Explained: How the Ports & Adapters architecture simplifies your life, and how to implement it, Updated 1st Ed.
Cockburn, Alistair
Garrido de Paz, Juan Manuel
Paperback
Boost Your Skills In Computer Basics for ESL Learners: (+ Online Simulations & Resources)
Wooden, Lois
Paperback
Modern Data Analytics in Excel: Using Power Query, Power Pivot, and More for Enhanced Data Analytics
Mount, George
Paperback
Deep Learning for Biology: Harness AI to Solve Real-World Biology Problems
Ravarani, Charles
Latysheva, Natasha
Paperback
Numerical Python: Scientific Computing and Data Science Applications with Numpy, Scipy and Matplotlib
Johansson, Robert
Paperback
The Developer's Playbook for Large Language Model Security: Building Secure AI Applications
Wilson, Steve
Paperback
Machine Learning Design Patterns: Solutions to Common Challenges in Data Preparation, Model Building, and MLOps
Lakshmanan, Valliappa
Robinson, Sara
Munn, Michael
Paperback
Python Machine Learning - Second Edition: Machine Learning and Deep Learning with Python, scikit-learn, and TensorFlow
Mirjalili, Vahid
Raschka, Sebastian
Paperback
Microsoft Excel VBA and Macros: Your Guide to Efficient Automation
Syrstad, Tracy
Jelen, Bill
Paperback
The Big Book of Dashboards: Visualizing Your Data Using Real-World Business Scenarios
Cotgreave, Andy
Wexler, Steve
Shaffer, Jeffrey
Paperback
High Performance Browser Networking: What Every Web Developer Should Know about Networking and Web Performance
Grigorik, Ilya
Paperback
How AI Ate the World: A Brief History of Artificial Intelligence - And Its Long Future
Stokel-Walker, Chris
Paperback
Aprenda Visual Basic (Vba) Y Macros Para Excel: Más de 100 ejercicios resueltos, macros y juegos, para desarrollar tus habilidades de programación
Vidal Bosch, Josep Ramon
Paperback
Learn Excel 2019 for Mac Expert Skills with The Smart Method: Tutorial teaching Advanced Techniques
Smart, Mike
Paperback
An Introduction to Statistical Learning: With Applications in Python
Hastie, Trevor
James, Gareth
Witten, Daniela
Hardcover
Microsoft Power Automate Cookbook: Automating Business Processes Easily, Intuitively, and Quickly
Najjar, Ahmad
Paperback
Generative AI for Software Development: Building Software Faster and More Effectively
Pereira, Sergio
Paperback
Quickbooks Pro Desktop User Guide 2024: A Step-by-Step Handbook for Efficient Bookkeeping and Finance Management
Duncan, Michel M.
Paperback
Articulate Storyline 360: The Essentials and Beyond [2026 Edition]: A Hands-On, Project-Based Classroom in a Book for Building Engaging eLearning
Hadi, Kal
Siegel, Kevin
Paperback
Autonomous Minds: How Agentic AI Predicts and Learns to Enable Productivity and Empowerment
Campos Zabala, Francisco Javier
Paperback