Yearly global mean temperature and ocean levels, daily share prices, and the signals transmitted back to Earth by the Voyager space craft are all examples of sequential observations over time known as time series. This book gives you a step-by-step introduction to analysing time series using the open source software R. Each time series model is motivated with practical applications, and is defined in mathematical notation. Once the model has been introduced it is used to generate synthetic data, using R code, and these generated data are then used to estimate its parameters. This sequence enhances understanding of both the time series model and the R function used to fit the model to data. Finally, the model is used to analyse observed data taken from a practical application. By using R, the whole procedure can be reproduced by the reader. All the data sets used in the book are available on the website http://www.massey.ac.nz/~pscowper/ts.
The book is written for undergraduate students of mathematics, economics, business and finance, geography, engineering and related disciplines, and postgraduate students who may need to analyse time series as part of their taught programme or their research.
Paul Cowpertwait is a senior lecturer in statistics at Massey University with a substantial research record in both the theory and applications of time series and stochastic models. Andrew Metcalfe is an associate professor in the School of Mathematical Sciences at the University of Adelaide, and an author of six statistics text books and numerous research papers. Both authors have extensive experience of teaching time series to students at all levels.
發表於2024-12-04
Introductory Time Series with R 2024 pdf epub mobi 電子書 下載
Paul Cowpertwait 原是新西蘭梅西大學北岸校區的講師,主講TimeSeries。入學的時候,我選瞭Timeseries的課程,無奈校區沒有主講教師,隻能通過遠程授課。 上瞭一段時間,纔知曉本校區原先就有大牛。09-10年左右Paul已經轉到AUT(奧剋蘭理工大學)做副教授。他的研究方麵涉及降...
評分Paul Cowpertwait 原是新西蘭梅西大學北岸校區的講師,主講TimeSeries。入學的時候,我選瞭Timeseries的課程,無奈校區沒有主講教師,隻能通過遠程授課。 上瞭一段時間,纔知曉本校區原先就有大牛。09-10年左右Paul已經轉到AUT(奧剋蘭理工大學)做副教授。他的研究方麵涉及降...
評分Paul Cowpertwait 原是新西蘭梅西大學北岸校區的講師,主講TimeSeries。入學的時候,我選瞭Timeseries的課程,無奈校區沒有主講教師,隻能通過遠程授課。 上瞭一段時間,纔知曉本校區原先就有大牛。09-10年左右Paul已經轉到AUT(奧剋蘭理工大學)做副教授。他的研究方麵涉及降...
評分Paul Cowpertwait 原是新西蘭梅西大學北岸校區的講師,主講TimeSeries。入學的時候,我選瞭Timeseries的課程,無奈校區沒有主講教師,隻能通過遠程授課。 上瞭一段時間,纔知曉本校區原先就有大牛。09-10年左右Paul已經轉到AUT(奧剋蘭理工大學)做副教授。他的研究方麵涉及降...
評分Paul Cowpertwait 原是新西蘭梅西大學北岸校區的講師,主講TimeSeries。入學的時候,我選瞭Timeseries的課程,無奈校區沒有主講教師,隻能通過遠程授課。 上瞭一段時間,纔知曉本校區原先就有大牛。09-10年左右Paul已經轉到AUT(奧剋蘭理工大學)做副教授。他的研究方麵涉及降...
圖書標籤: R TimeSeries 統計 數據挖掘 計量 統計學 數學 statistics
備課需要,讀完瞭全書。定位很清晰【時間序列入門】,脈絡也很清楚。每一個知識點都點到為止,但是講解的角度很好,行文也非常自信。例子也都選的不錯。文章最後譜分析花的篇幅有點偏重,我猜作者比較喜歡這個方法。。。狀態空間模型講的稍顯粗糙。
評分備課需要,讀完瞭全書。定位很清晰【時間序列入門】,脈絡也很清楚。每一個知識點都點到為止,但是講解的角度很好,行文也非常自信。例子也都選的不錯。文章最後譜分析花的篇幅有點偏重,我猜作者比較喜歡這個方法。。。狀態空間模型講的稍顯粗糙。
評分簡單易懂,後幾章難度抖升。
評分很實用
評分其實沒全部讀完,瀏覽瞭一半,還不錯的入門書。
Introductory Time Series with R 2024 pdf epub mobi 電子書 下載