Time Series : A Data Analysis Approach Using R

Robert H Shumway

ISBN 10: 0367221098 / ISBN 13: 9780367221096

Published by CRC Press Mai 2019, 2019

About this Item

Neuware - This textbook is designed for an introductory time series course where the prerequisites are an understanding of linear regression and some basic probability skills. All of the numerical examples were done using the R statistical package, and the code is typically listed at the end of an example.

Seller Inventory # 9780367221096

Bibliographic Details

• Title: Time Series : A Data Analysis Approach Using R
• Publisher: CRC Press Mai 2019
• Publication Date: 2019
• Language: English
• ISBN 10: 0367221098
• ISBN 13: 9780367221096
• Binding: Buch
• Condition: Neu
• Dimensions: 240W x 161H x 19D millimeters 240 millimeters width by 161 millimeters height by 19 millimeters depth
• Weight: 575 grams

About this title

Synopsis

The goals of this text are to develop the skills and an appreciation for the richness and versatility of modern time series analysis as a tool for analyzing dependent data. A useful feature of the presentation is the inclusion of nontrivial data sets illustrating the richness of potential applications to problems in the biological, physical, and social sciences as well as medicine. The text presents a balanced and comprehensive treatment of both time and frequency domain methods with an emphasis on data analysis.

Numerous examples using data illustrate solutions to problems such as discovering natural and anthropogenic climate change, evaluating pain perception experiments using functional magnetic resonance imaging, and the analysis of economic and financial problems. The text can be used for a one semester/quarter introductory time series course where the prerequisites are an understanding of linear regression, basic calculus-based probability skills, and math skills at the high school level. All of the numerical examples use the R statistical package without assuming that the reader has previously used the software.

About the Author

Robert H. Shumway is Professor Emeritus of Statistics, University of California, Davis. He is a Fellow of the American Statistical Association and has won the American Statistical Association Award for Outstanding Statistical Application. He is the author of numerous texts and served on editorial boards such as the Journal of Forecasting and the Journal of the American Statistical Association.

David S. Stoffer is Professor of Statistics, University of Pittsburgh. He is a Fellow of the American Statistical Association and has won the American Statistical Association Award for Outstanding Statistical Application. He is currently on the editorial boards of the Journal of Forecasting, the Annals of Statistical Mathematics, and the Journal of Time Series Analysis. He served as a Program Director in the Division of Mathematical Sciences at the National Science Foundation and as an Associate Editor for the Journal of the American Statistical Association and the Journal of Business & Economic Statistics.