Time Series Analysis (Chapman & Hall/CRC Texts in Statistical Science)

3 avg rating
( 1 ratings by Goodreads )
 
9781420059670: Time Series Analysis (Chapman & Hall/CRC Texts in Statistical Science)
View all copies of this ISBN edition:
 
 

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.

"synopsis" may belong to another edition of this title.

About the Author:

Technical University Denmark, Lyngby, Denmark

Review:

"In this book the author gives a detailed account of estimation, identification methodologies for univariate and multivariate stationary time-series models. The interesting aspect of this introductory book is that it contains several real data sets and the author made an effort to explain and motivate the methodology with real data. ... this introductory book will be interesting and useful not only to undergraduate students in the UK universities but also to statisticians who are keen to learn time-series techniques and keen to apply them. I have no hesitation in recommending the book."
Journal of Time Series Analysis, December 2009

"The book material is invaluable and presented with clarity ... it is strongly recommended to libraries and all who are interested in time series analysis."
―Hassan S. Bakouch, Tanta University, Journal of the Royal Statistical Society

"Although the book is simply called Time Series Analysis, it is really a time series text for engineers―and that is a good thing ... I see this text as a marble cake, mixing time series analysis and engineering in harmony, frosted with applications, and ready for students to gobble up." 
―Joshua D. Kerr, California State University–East Bay, Journal of the American Statistical Association, June 2009, Vol. 104, No. 486

"It is a very important and useful book which can be seen as a text for graduates in engineering or science departments, but also for statisticians who want to understand the link between models and methods for linear dynamical systems and linear stochastic processes." 
―T. Postelnicu, Zentralblatt MATH, 2009

"About this title" may belong to another edition of this title.

Top Search Results from the AbeBooks Marketplace

International Edition
International Edition

1.

MADSEN HENRIK
ISBN 10: 142005967X ISBN 13: 9781420059670
New Quantity Available: 2
International Edition
Seller:
firstbookstore
(New Delhi, India)
Rating
[?]

Book Description Condition: Brand New. Brand New Paperback International Edition, Perfect Condition. Printed in English. Excellent Quality, Service and customer satisfaction guaranteed!. Seller Inventory # AINDN-72121

More information about this seller | Contact this seller

Buy New
US$ 45.83
Convert currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, rates & speeds
International Edition
International Edition

2.

MADSEN HENRIK
ISBN 10: 142005967X ISBN 13: 9781420059670
New Softcover Quantity Available: 2
International Edition
Seller:
Romtrade Corp.
(STERLING HEIGHTS, MI, U.S.A.)
Rating
[?]

Book Description Condition: New. Brand New Paperback International Edition.We Ship to PO BOX Address also. EXPEDITED shipping option also available for faster delivery.This item may ship fro the US or other locations in India depending on your location and availability. Seller Inventory # AUSBNN-72121

More information about this seller | Contact this seller

Buy New
US$ 49.00
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds
International Edition
International Edition

3.

Henrik Madsen
ISBN 10: 142005967X ISBN 13: 9781420059670
New Paperback Quantity Available: 1
International Edition
Seller:
Nick Book House
(Fresno, CA, U.S.A.)
Rating
[?]

Book Description Paperback. Condition: New. New, Softcover International Edition, Printed in Black and White, Different ISBN, Same Content As US edition, Book Cover may be Different, in English Language. Seller Inventory # 26282

More information about this seller | Contact this seller

Buy New
US$ 73.42
Convert currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds

4.

Henrik Madsen
Published by Chapman and Hall/CRC (2007)
ISBN 10: 142005967X ISBN 13: 9781420059670
New Quantity Available: > 20
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description Chapman and Hall/CRC, 2007. HRD. Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Seller Inventory # F9-9781420059670

More information about this seller | Contact this seller

Buy New
US$ 85.81
Convert currency

Add to Basket

Shipping: US$ 11.77
From United Kingdom to U.S.A.
Destination, rates & speeds

5.

MADSEN, HENRIK.
Published by Chapman and Hall/CRC (2018)
ISBN 10: 142005967X ISBN 13: 9781420059670
New Hardcover Quantity Available: 1
Print on Demand
Seller:
Herb Tandree Philosophy Books
(Stroud, GLOS, United Kingdom)
Rating
[?]

Book Description Chapman and Hall/CRC, 2018. Hardback. Condition: NEW. 9781420059670 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Print on Demand title, produced to the highest standard, and there would be a delay in dispatch of around 10 working days. For all enquiries, please contact Herb Tandree Philosophy Books directly - customer service is our primary goal. Seller Inventory # HTANDREE0252277

More information about this seller | Contact this seller

Buy New
US$ 105.02
Convert currency

Add to Basket

Shipping: US$ 10.43
From United Kingdom to U.S.A.
Destination, rates & speeds

6.

Madsen, Henrik
Published by Chapman & Hall/CRC
ISBN 10: 142005967X ISBN 13: 9781420059670
New Hardcover Quantity Available: 1
Print on Demand
Seller:
Rating
[?]

Book Description Chapman & Hall/CRC. Condition: BRAND NEW. BRAND NEW Hardcover - This title is now printed on demand - please allow added time for shipment! A Brand New Quality Book from a Full-Time Veteran Owned Bookshop in business since 1992!. Seller Inventory # 3582762

More information about this seller | Contact this seller

Buy New
US$ 118.95
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds

7.

Henrik Madsen
Published by Chapman and Hall/CRC (2007)
ISBN 10: 142005967X ISBN 13: 9781420059670
New Hardcover Quantity Available: 1
Seller:
Ergodebooks
(RICHMOND, TX, U.S.A.)
Rating
[?]

Book Description Chapman and Hall/CRC, 2007. Hardcover. Condition: New. 1. Seller Inventory # DADAX142005967X

More information about this seller | Contact this seller

Buy New
US$ 124.36
Convert currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, rates & speeds

8.

Chatfield, Chris (Series edited by)/ Carlin, Bradley. P. (Series edited by)/ Tanner, Martin A. (Series edited by)/ Faraway, Julian J. (Series edited by)/ Zidek, James V. (Series edited by)/ Madsen, Henrik (Author)
Published by Chapman & Hall (2007)
ISBN 10: 142005967X ISBN 13: 9781420059670
New Hardcover Quantity Available: 1
Seller:
Revaluation Books
(Exeter, United Kingdom)
Rating
[?]

Book Description Chapman & Hall, 2007. Hardcover. Condition: Brand New. 1st edition. 400 pages. 9.25x6.50x1.00 inches. In Stock. Seller Inventory # __142005967X

More information about this seller | Contact this seller

Buy New
US$ 123.68
Convert currency

Add to Basket

Shipping: US$ 9.80
From United Kingdom to U.S.A.
Destination, rates & speeds

9.

Henrik Madsen
Published by Chapman and Hall/CRC 2007-12-11 (2007)
ISBN 10: 142005967X ISBN 13: 9781420059670
New Quantity Available: 5
Seller:
Chiron Media
(Wallingford, United Kingdom)
Rating
[?]

Book Description Chapman and Hall/CRC 2007-12-11, 2007. Condition: New. Brand new book, sourced directly from publisher. Dispatch time is 4-5 working days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Seller Inventory # NU-TNFPD-00068024

More information about this seller | Contact this seller

Buy New
US$ 98.68
Convert currency

Add to Basket

Shipping: US$ 39.22
From United Kingdom to U.S.A.
Destination, rates & speeds

10.

Madsen, Henrik
Published by Chapman and Hall/CRC (2018)
ISBN 10: 142005967X ISBN 13: 9781420059670
New Hardcover Quantity Available: > 20
Print on Demand
Seller:
Murray Media
(NORTH MIAMI BEACH, FL, U.S.A.)
Rating
[?]

Book Description Chapman and Hall/CRC, 2018. Hardcover. Condition: New. Never used! This item is printed on demand. Seller Inventory # 142005967X

More information about this seller | Contact this seller

Buy New
US$ 144.14
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds

There are more copies of this book

View all search results for this book