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"As an introduction to techniques for analyzing discrete time series, this textbook explains probability models, the spectral density function, time ...Show synopsis"As an introduction to techniques for analyzing discrete time series, this textbook explains probability models, the spectral density function, time-invariant linear systems, state-space models, nonlinear models, and multivariate time series models."--"Book News, Inc.."Hide synopsis
The Analysis of Time Series: An Introduction, Sixth Edition (CRC Press) – Trade paperback (2003)
by
Chris Chatfield
Trade paperback, CRC Press 2003
English
6th ed.
352 pages
ISBN: 1584883170 ISBN-13: 9781584883173
Since 1975, "The Analysis of Time Series: An Introduction" has introduced legions of statistics students and researchers to the theory and practice of time series analysis. With each successive edition, best-selling author Chris Chatfield has honed and refined his presentation, updated the material to reflect advances in the field, and presented interesting new data sets. The sixth edition is no exception. It provides an accessible, comprehensive introduction to the theory and practice of time series analysis. The treatment ...Show moreSince 1975, "The Analysis of Time Series: An Introduction" has introduced legions of statistics students and researchers to the theory and practice of time series analysis. With each successive edition, best-selling author Chris Chatfield has honed and refined his presentation, updated the material to reflect advances in the field, and presented interesting new data sets. The sixth edition is no exception. It provides an accessible, comprehensive introduction to the theory and practice of time series analysis. The treatment covers a wide range of topics, including ARIMA probability models, forecasting methods, spectral analysis, linear systems, state-space models, and the Kalman filter. It also addresses nonlinear, multivariate, and long-memory models. The author has carefully updated each chapter, added new discussions, incorporated new datasets, and made those datasets available for download.This sixth edition includes: a new section on Handling Real Data; new discussion on prediction intervals; a completely revised and restructured chapter on more advanced topics, with new material on the aggregation of time series, analyzing time series in finance, and discrete-valued time series; a new chapter of Examples and Practical Advice; and, thorough updates and revisions throughout the text that reflect recent developments and dramatic changes in computing practices over the last few years. The analysis of time series can be a difficult topic, but as this book has demonstrated for two-and-a-half decades, it does not have to be daunting. The accessibility, polished presentation, and broad coverage of "The Analysis of Time Series" make it simply the best introduction to the subject available.Hide
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Title: The Analysis of Time Series: an Introduction, Sixth Edition (Chapman & Hall/Crc Texts in Statistical Science) Author:Chris Chatfield ISBN-13:9781584883173 ISBN:1584883170
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Title: The Analysis of Time Series: an Introduction, Sixth Edition (Chapman & Hall/Crc Texts in Statistical Science) Author:Chris Chatfield ISBN-13:9781584883173 ISBN:1584883170
Description:Good. Binding solid. Cover shows some wear. Text contains...Good. Binding solid. Cover shows some wear. Text contains moderate interior markings, underlines, or highlights.
Title: The Analysis of Time Series: an Introduction, Sixth Edition (Chapman & Hall/Crc Texts in Statistical Science) Author:Chris Chatfield ISBN-13:9781584883173 ISBN:1584883170
Description:Good condition. CHARITY SALE! 100% of the proceeds benefit the...Good condition. CHARITY SALE! 100% of the proceeds benefit the literacy and educational efforts of Books for America.
Title: The Analysis of Time Series: an Introduction, Sixth Edition (Chapman & Hall/Crc Texts in Statistical Science) Author:Chris Chatfield ISBN-13:9781584883173 ISBN:1584883170
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