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Time Series by Example
Contributor(s): Bisgaard (Author), Kulahci (Author)
ISBN: 0470540648     ISBN-13: 9780470540640
Publisher: John Wiley & Sons
OUR PRICE:   $163.30  
Product Type: Hardcover - Other Formats
Published: June 2011
Qty:
Additional Information
BISAC Categories:
- Mathematics | Probability & Statistics - Time Series
Dewey: 519.55
LCCN: 2010048281
Series: Wiley Probability and Statistics
Physical Information: 1.13" H x 6.45" W x 9.3" (1.48 lbs) 400 pages
 
Descriptions, Reviews, Etc.
Publisher Description:
An intuition-based approach enables you to master time series analysis with ease

Time Series Analysis and Forecasting by Example provides the fundamental techniques in time series analysis using various examples. By introducing necessary theory through examples that showcase the discussed topics, the authors successfully help readers develop an intuitive understanding of seemingly complicated time series models and their implications.

The book presents methodologies for time series analysis in a simplified, example-based approach. Using graphics, the authors discuss each presented example in detail and explain the relevant theory while also focusing on the interpretation of results in data analysis. Following a discussion of why autocorrelation is often observed when data is collected in time, subsequent chapters explore related topics, including:

  • Graphical tools in time series analysis
  • Procedures for developing stationary, non-stationary, and seasonal models
  • How to choose the best time series model
  • Constant term and cancellation of terms in ARIMA models
  • Forecasting using transfer function-noise models

The final chapter is dedicated to key topics such as spurious relationships, autocorrelation in regression, and multiple time series. Throughout the book, real-world examples illustrate step-by-step procedures and instructions using statistical software packages such as SAS(R), JMP, Minitab, SCA, and R. A related Web site features PowerPoint slides to accompany each chapter as well as the book's data sets.

With its extensive use of graphics and examples to explain key concepts, Time Series Analysis and Forecasting by Example is an excellent book for courses on time series analysis at the upper-undergraduate and graduate levels. it also serves as a valuable resource for practitioners and researchers who carry out data and time series analysis in the fields of engineering, business, and economics.