Time Series Analysis and Its Applications
Ebook Download | Time Series Analysis and Its Applications | The goals of this book are to develop an appreciation for the richness and versatility of modern time series analysis as a tool for analyzing data, and still maintain a commitment to theoretical integrity, as exemplied by the seminal works of Brillinger (1975) and Hannan (1970) and the texts by Brockwell and Davis (1991) and Fuller (1995). The advent of inexpensive powerful computing has provided both real data and new software that can take one considerably beyond the tting of simple time domain models, such as have been elegantly described in the landmark work of Box and Jenkins (1970). This book is designed to be useful as a text for courses in time series on several dierent levels and as a reference work for practitioners facing the analysis of timecorrelated data in the physical, biological, and social sciences.
We have used earlier versions of the text at both the undergraduate and graduate levels over the past decade. Our experience is that an undergraduate course can be accessible to students with a background in regression analysis and may include $1.1 $1.6 $2.1 $2.3, the results and numerical parts of $3.1 $3.9, and briefly the results and numerical parts of $4.1 $4.6. At the advanced undergraduate or master's level, where the students have some mathematical statistics background, more detailed coverage of the same sections, with the inclusion of $2.4 and extra topics from Chapter 5 or Chapter 6 can be used as a one-semester course. Often, the extra topics are chosen by the students according to their interests. Finally, a two-semester upper-level graduate course for mathematics, statistics, and engineering graduate students can be crafted by adding selected theoretical appendices.
We have used earlier versions of the text at both the undergraduate and graduate levels over the past decade. Our experience is that an undergraduate course can be accessible to students with a background in regression analysis and may include $1.1 $1.6 $2.1 $2.3, the results and numerical parts of $3.1 $3.9, and briefly the results and numerical parts of $4.1 $4.6. At the advanced undergraduate or master's level, where the students have some mathematical statistics background, more detailed coverage of the same sections, with the inclusion of $2.4 and extra topics from Chapter 5 or Chapter 6 can be used as a one-semester course. Often, the extra topics are chosen by the students according to their interests. Finally, a two-semester upper-level graduate course for mathematics, statistics, and engineering graduate students can be crafted by adding selected theoretical appendices.