Foundations of Time Series Analysis & Prediction Theory

Wydawnictwo: angielskie
Data wydania: 2001
Kategoria: Popularnonaukowe
ISBN: 978-0-471-39434-1
Liczba stron: 0
Dodał/a książkę: Autor X

Ocena: 0 (0 głosów)

Foundations of time series for researchers and students This volume provides a mathematical foundation for time series analysis and prediction theory using the idea of regression and the geometry of Hilbert spaces. It presents an overview of the tools of time series data analysis, a detailed structural analysis of stationary processes through various reparameterizations employing techniques from prediction theory, digital signal processing, and linear algebra. The author emphasizes the foundation and structure of time series and backs up this coverage with theory and application. End-of-chapter exercises provide reinforcement for self-study and appendices covering multivariate distributions and Bayesian forecasting add useful reference material. Further coverage features: Similarities between time series analysis and longitudinal data analysis Parsimonious modeling of covariance matrices through ARMA-like models Fundamental roles of the Wold decomposition and orthogonalization Applications in digital signal processing and Kalman filtering Review of functional and harmonic analysis and prediction theory Foundations of Time Series Analysis and Prediction Theory guides readers from the very applied principles of time series analysis through the most theoretical underpinnings of prediction theory. It provides a firm foundation for a widely applicable subject for students, researchers, and professionals in diverse scientific fields.

Kup książkę Foundations of Time Series Analysis & Prediction Theory

Opinie o książce - Foundations of Time Series Analysis & Prediction Theory

Recenzje miesiąca
Sankofa. Nie zmarnuj życia
Tomasz Gaj OP, Magdalena Pajkowska
Okładka książki - Sankofa. Nie zmarnuj życia
Elementarz dla rodziców
Jacek Mycielski
Okładka książki - Elementarz dla rodziców
Pensjonat pod Świerkiem
praca zbiorowa
Okładka książki - Pensjonat pod Świerkiem
Powstanie film narodowy
Jacek Świdziński
Okładka książki - Powstanie  film narodowy
Frida Kahlo prywatnie
Suzanne Barbezat
Okładka książki - Frida Kahlo prywatnie
Pokaż wszystkie recenzje
Reklamy