Time Series: A Biostatistical Introduction (Oxford Statistical Science Series, 5)

This book is an introductory account of time-series analysis, examined from the perspective of an applied statistician specializing in biological applications. It includes covers exploratory methods, including time-plots, smoothing, the correlogram and periodgram, as well as the theory of stationary random processes, spectral analysis and regression modelling, repeated measurements, ARIMA modelling, forecasting, and bivariate time series analysis. The book emphasizes biological and medical applications, but will be particularly useful to students and practitioners of applied statistics in all fields of application, as well as to biologists whose work involves the analysis of time-series data.

Peter J. Diggle is at University of Lancaster.