ebooks and download videos Search All  Title  Author 
Home / Nonfiction / Mathematics / Probability & Statistics

Time Series Analysis

| £91.61 | €103.03 | Ca$148.63 | Au$146.68
by Henrik Madsen
What is this?DRM-PDF | by download   add to wish list
Time Series Analysis by Henrik Madsen

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.

To view this DRM protected ebook on your desktop or laptop you will need to have Adobe Digital Editions installed. It is a free software. We also strongly recommend that you sign up for an AdobeID at the Adobe website. For more details please see FAQ 1&2. To view this ebook on an iPhone, iPad or Android mobile device you will need the Adobe Digital Editions app, or BlueFire Reader or Txtr app. These are free, too. For more details see this article.

SHARE  Share by Email  Share on Facebook  Share on Twitter  Share on Linked In  Share on Delicious
or call in the US toll free 1-888-866-9150 product ID: 724636

Ebook Details
Pages: 400
Size: 3.8 MB
Publisher: CRC Press
Date published:   2007
ISBN: 9781420059687 (DRM-PDF)

DRM Settings
Copying:not allowed
Printing:not allowed
Read Aloud:  not allowed

This product is listed in the following category:

Nonfiction > Mathematics > Probability & Statistics

This author has products in the following categories:

Nonfiction > Mathematics > Probability & Statistics
Nonfiction > Mathematics
Nonfiction > Business & Economics > Finance

If you find anything wrong with this product listing, perhaps the description is wrong, the author is incorrect, or it is listed in the wrong category, then please contact us. We will promptly address your feedback.

Submit 5 page SummaryWhat is this?

© 2016