Sign-In
Cart
Time Series Analysis
Hardcover
Series: Chapman & Hall/CRC Texts in Statistical Science
ISBN13: 9781420059670
Publisher: CRC Press
Published: Nov 1 2007
Pages: 396
Weight: 1.52
Height: 1.00 Width: 6.34 Depth: 9.56
Language: English
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.
Concentrating on the linear aspect of this subject, Time Series Analysis provides an accessible yet thorough introduction to the methods for modeling linear stochastic systems. It will help you understand the relationship between linear dynamic systems and linear stochastic processes.
Also in
Probability & Statistics
R for Data Science: Import, Tidy, Transform, Visualize, and Model Data
Grolemund, Garrett
Wickham, Hadley
Paperback
AP Statistics Premium, 2027: 9 Practice Tests + Comprehensive Review + Online Practice
Sternstein, Martin, PH. D.
Paperback
R for Data Science: Import, Tidy, Transform, Visualize, and Model Data
Wickham, Hadley
Grolemund, Garrett
Cetinkaya-Rundel, Mine
Paperback
Graph Paper Composition Notebook: Quad Ruled 5x5, Grid Paper for Students in Math and Science
Wizo, Math
Paperback
Forecasting: Principles and Practice, the Pythonic Way
Athanasopoulos, George
Hyndman, Rob J.
Paperback
The Art of Uncertainty: How to Navigate Chance, Ignorance, Risk and Luck
Spiegelhalter, David
Paperback
Stat 208 Statistical Thinking: A Book for Stat 208 at Virginia Commonwealth University
Street IV, W. Scott
Durfee, Becky
Paperback
Mastering Claude AI: Practical Journey from First Prompts to Pro with Claude AI
Dickey, Ryan
Paperback
An Introduction to Statistical Learning: With Applications in R
Hastie, Trevor
James, Gareth
Witten, Daniela
Paperback
Introduction to Statistics: An Intuitive Guide for Analyzing Data and Unlocking Discoveries
Frost, Jim
Paperback
Ai-Assisted Statistics for Data Scientists: 50+ Essential Concepts Using R and Python
Bruce, Andrew
Gedeck, Peter
Bruce, Peter
Paperback
Scale: The Universal Laws of Life, Growth, and Death in Organisms, Cities, and Companies
West, Geoffrey
Paperback
How the World Really Works: The Science Behind How We Got Here and Where We're Going
Smil, Vaclav
Paperback
The Art of Uncertainty: How to Navigate Chance, Ignorance, Risk and Luck
Spiegelhalter, David
Hardcover
The Random Universe: How Models and Probability Help Us Make Sense of the Cosmos
Jaffe, Andrew H.
Hardcover
Schaum's Outline of Probability and Statistics, 4th Edition: 897 Solved Problems + 20 Videos
Spiegel, Murray R.
Schiller, John J.
Srinivasan, R. Alu
Paperback
Advanced Statistics in Research: Reading, Understanding, and Writing Up Data Analysis Results
Hatcher, Larry
Paperback
The Only Math Book You'll Ever Need, Revised Edition: Hundreds of Easy Solutions and Shortcuts for Mastering Everyday Numbers
Kogelman, Stanley
Heller, Barbara R.
Paperback
Schaum's Outline of Probability, Random Variables, and Random Processes, Fourth Edition
Hsu, Hwei P.
Paperback
Mathletics: How Gamblers, Managers, and Fans Use Mathematics in Sports, Second Edition
Pelechrinis, Konstantinos
Winston, Wayne L.
Nestler, Scott
Paperback
Mathematical Foundations of Quantum Computing: A Scaffolding Approach
Yu, James
Cheng, Ran
Lee, Peter
Hardcover
Building Large Language Models from Scratch: Design, Train, and Deploy Llms with Pytorch
Grigorov, Dilyan
Paperback
The End of Average: Unlocking Our Potential by Embracing What Makes Us Different
Rose, Todd
Paperback
Regression Modeling Strategies: With Applications to Linear Models, Logistic and Ordinal Regression, and Survival Analysis
Harrell Jr, Frank E.
Paperback
How the World Really Works: The Science Behind How We Got Here and Where We're Going
Smil, Vaclav
Hardcover
Damned Lies and Statistics: Untangling Numbers from the Media, Politicians, and Activists
Best, Joel
Hardcover
SQL Server 2025 Unveiled: The Ai-Ready Enterprise Database with Microsoft Fabric Integration
Ward, Bob
Paperback
Challenging Mathematical Problems with Elementary Solutions, Vol. I: Volume 1
Yaglom, A. M.
Yaglom, I. M.
Paperback
Databricks Data Intelligence Platform: Unlocking the Genai Revolution
Yip, Jason
Gupta, Nikhil
Paperback
System Design with AI Interview Guide: Designing Scalable, Agentic, and Defensible Systems
Bhardwaj, Rohit
Paperback
Quantum Computing and Quantum Machine Learning for Engineers and Developers
Van Griensven Thé, Jesse
Rosas-Bustos, Jose
Fraser, Roydon Andrew
Hardcover
The Master Algorithm: How the Quest for the Ultimate Learning Machine Will Remake Our World
Domingos, Pedro
Paperback
Making ChatGPT Work for You: Getting the Most Out of Generative AI as a Non-Techie
Evelyn, Lydia
Paperback
Large Language Models: A Deep Dive: Bridging Theory and Practice
Keenan, Kevin
Somers, Garrett
Kamath, Uday
Hardcover
Probably Overthinking It: How to Use Data to Answer Questions, Avoid Statistical Traps, and Make Better Decisions
Downey, Allen B.
Paperback
Probably the Best Book on Statistics Ever Written: How to Beat the Odds and Make Better Decisions
Shapira, Haim
Hardcover
The Theory That Would Not Die: How Bayes' Rule Cracked the Enigma Code, Hunted Down Russian Submarines, and Emerged Triumphant from Two Centuries of C
McGrayne, Sharon Bertsch
Paperback
Scorecasting: The Hidden Influences Behind How Sports Are Played and Games Are Won
Moskowitz, Tobias
Wertheim, L. Jon
Paperback
Guide to Methods for Students of Political Science: Property, Proof, and Dispute in Catalonia Around the Year 1000
Van Evera, Stephen
Paperback
Time Series Analysis and Its Applications: With R Examples
Shumway, Robert H.
Stoffer, David S.
Hardcover
An Introduction to Statistical Learning: With Applications in Python
Hastie, Trevor
James, Gareth
Witten, Daniela
Hardcover
AI for Robotics: Toward Embodied and General Intelligence in the Physical World
Gopalakrishnan, Keerthana
Imran, Alishba
Paperback
Probably Overthinking It: How to Use Data to Answer Questions, Avoid Statistical Traps, and Make Better Decisions
Downey, Allen B.
Hardcover
Machine Learning Q and AI: 30 Essential Questions and Answers on Machine Learning and AI
Raschka, Sebastian
Paperback
A Modern Introduction to Probability and Statistics: Understanding Why and How
Dekking, F. M.
Kraaikamp, C.
Lopuhaä, H. P.
Hardcover
Mathematical Modeling and Computation in Finance: With Exercises and Python and MATLAB Computer Codes
Oosterlee, Cornelis W.
Grzelak, Lech A.
Paperback
Learning Statistics with Jamovi: A Tutorial for Beginners in Statistical Analysis
Navarro, Danielle
Foxcroft, David
Paperback
Modern Time Series Forecasting with Python - Second Edition: Industry-ready machine learning and deep learning time series analysis with PyTorch and p
Joseph, Manu
Tackes, Jeffrey
Paperback
Mathematical Foundations of Quantum Computing: A Scaffolding Approach
Cheng, Ran
Lee, Peter
Yu, James
Paperback
Challenging Mathematical Problems with Elementary Solutions, Vol. II: Volume 2
Yaglom, A. M.
Yaglom, I. M.
Paperback
Observability for Large Language Models: Site Reliability and Chaos Engineering for AI at Scale
Sharma, Ankush
Paperback
Introduction to Statistics: An Intuitive Guide for Analyzing Data and Unlocking Discoveries
Frost, Jim
Hardcover
Prompt Engineering for Everyone: A Self-Taught, Human-Centered Approach to AI Programming
Tavakoli, Hamid
Paperback
The Design Inference: Eliminating Chance through Small Probabilities
Dembski, William A.
Ewert, Winston
Hardcover
High-Dimensional Probability: An Introduction with Applications in Data Science
Vershynin, Roman
Hardcover
Discrete Nonlinear Schrodinger Equation: Beyond Complete Integrability
Zhang, Guoping
Pankov, Alexander
Hardcover
The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Second Edition
Tibshirani, Robert
Friedman, Jerome
Hastie, Trevor
Hardcover
ACCUPLACER Math Prep: ACCUPLACER Math Test Study Guide with Two Practice Tests [Includes Detailed Answer Explanations]
Tpb Publishing
Paperback
Telling Time Workbook: Practice Reading and Draw the Hand on the Clocks One Hour Half Hour 15 5 1 Minutes
Winny, Renzo
Paperback
Large Language Model Recipes: A Hands-On Guide to Fine-Tuning, Optimization, Deployment, and Real-World Applications
Bolla, Bharath Kumar
Subbaiah, Kalpa
Kaata, Sashi Kiran
Paperback
Unlocking Dbt: Design and Deploy Transformations in Your Cloud Data Warehouse
Cyr, Cameron
Dorsey, Dustin
Paperback
Bayesian Analysis with Python - Third Edition: A practical guide to probabilistic modeling
Martin, Osvaldo
Paperback
The ESRI Guide to GIS Analysis, Volume 2: Spatial Measurements and Statistics
Mitchell, Andy
Griffin, Lauren Scott
Paperback
Databricks Data Intelligence Platform: Powering the Agentic Era
Gupta, Nikhil
Wojtyczka, Marcin
Yip, Jason
Paperback
Practical Generative Ai: From Concept to Deployment: Building and Deploying Ethical AI-Powered Solutions
Singh, Pramod
McKeone, James
Paperback
R in Action, Third Edition: Data Analysis and Graphics with R and Tidyverse
Kabacoff, Robert I.
Paperback
Building AI Systems with Python: Practical Machine Learning and Agentic Workflows with Python and Pytorch
Hander, Martin
Paperback
Building Generative AI Agents: Using Langgraph, Autogen, and Crewai
Taulli, Tom
Deshmukh, Gaurav
Paperback
The Practical Guide to Large Language Models: Hands-On AI Applications with Hugging Face Transformers
Gridin, Ivan
Paperback
Guesstimation: Solving the World's Problems on the Back of a Cocktail Napkin
Adam, John a.
Weinstein, Lawrence
Paperback