EBOOK Introduction to State Space Time Series Analysis -

EBOOK Introduction to State Space Time Series Analysis

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Wydawnictwo: Oxford University Press
ISBN: 9780191607806
EAN: 46D6A7C4EB
Format: 0,0 x 0,0 x 0,0
Oprawa: ...
Stron: 192
Data wydania: 2007
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Providing a practical introduction to state space methods as applied to unobserved        components time series models, also known as structural time series models, this        book introduces time series analysis using state space methodology to readers who        are neither familiar with time series analysis, nor with state space methods. The        only background required in order to understand the material presented in the book        is a basic knowledge of classical linear regression models, of which a briefreview        is provided to refresh the reader's knowledge. Also, a few sections assume        familiarity with matrix algebra, however, these sections may be skipped without        losing the flow of the exposition.The book offers a step by step approach to the        analysis of the salient features in time series such as the trend, seasonal, and        irregular components. Practical problems such as forecasting and missing values are        treated in some detail. This useful book will appeal to practitioners and        researchers who use time series on a daily basis in areas such as the social        sciences, quantitative history, biology and medicine. It also serves as an        accompanying textbook for a basic time series course ineconometrics and statistics,        typically at an advanced undergraduate level or graduate level.

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