Time Series Analysis and Its Applications (Record no. 81678)
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000 -LEADER | |
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fixed length control field | 04735nam a22005175i 4500 |
001 - CONTROL NUMBER | |
control field | 978-3-319-52452-8 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | DE-He213 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20221102211544.0 |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr nn 008mamaa |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 170410s2017 sz | s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9783319524528 |
-- | 978-3-319-52452-8 |
024 7# - OTHER STANDARD IDENTIFIER | |
Standard number or code | 10.1007/978-3-319-52452-8 |
Source of number or code | doi |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA276-280 |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBT |
Source | bicssc |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | MAT029000 |
Source | bisacsh |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBT |
Source | thema |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.5 |
Edition number | 23 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Shumway, Robert H. |
Relator term | author. |
Relationship | aut |
-- | http://id.loc.gov/vocabulary/relators/aut |
9 (RLIN) | 66578 |
245 10 - TITLE STATEMENT | |
Title | Time Series Analysis and Its Applications |
Medium | [electronic resource] : |
Remainder of title | With R Examples / |
Statement of responsibility, etc. | by Robert H. Shumway, David S. Stoffer. |
250 ## - EDITION STATEMENT | |
Edition statement | 4th ed. 2017. |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
Place of production, publication, distribution, manufacture | Cham : |
Name of producer, publisher, distributor, manufacturer | Springer International Publishing : |
-- | Imprint: Springer, |
Date of production, publication, distribution, manufacture, or copyright notice | 2017. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | XIII, 562 p. 148 illus., 70 illus. in color. |
Other physical details | online resource. |
336 ## - CONTENT TYPE | |
Content type term | text |
Content type code | txt |
Source | rdacontent |
337 ## - MEDIA TYPE | |
Media type term | computer |
Media type code | c |
Source | rdamedia |
338 ## - CARRIER TYPE | |
Carrier type term | online resource |
Carrier type code | cr |
Source | rdacarrier |
347 ## - DIGITAL FILE CHARACTERISTICS | |
File type | text file |
Encoding format | |
Source | rda |
490 1# - SERIES STATEMENT | |
Series statement | Springer Texts in Statistics, |
International Standard Serial Number | 2197-4136 |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | 1. Characteristics of Time Series -- 2. Time Series Regression and Exploratory Data Analysis -- 3. ARIMA Models -- 4. Spectral Analysis and Filtering -- 5. Additional Time Domain Topics -- 6. State-Space Models -- 7. Statistical Methods in the Frequency Domain -- 8. Appendix A: Large Sample Theory -- Appendix B: Time Domain Theory -- Appendix C: Spectral Domain Theory -- Appendix R: R Supplement. |
520 ## - SUMMARY, ETC. | |
Summary, etc. | The fourth edition of this popular graduate textbook, like its predecessors, presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using nontrivial data illustrate solutions to problems such as discovering natural and anthropogenic climate change, evaluating pain perception experiments using functional magnetic resonance imaging, and monitoring a nuclear test ban treaty. The book is designed as a textbook for graduate level students in the physical, biological, and social sciences and as a graduate level text in statistics. Some parts may also serve as an undergraduate introductory course. Theory and methodology are separated to allow presentations on different levels. In addition to coverage of classical methods of time series regression, ARIMA models, spectral analysis and state-space models, the text includes modern developments including categorical time series analysis, multivariate spectral methods, long memory series, nonlinear models, resampling techniques, GARCH models, ARMAX models, stochastic volatility, wavelets, and Markov chain Monte Carlo integration methods. This edition includes R code for each numerical example in addition to Appendix R, which provides a reference for the data sets and R scripts used in the text in addition to a tutorial on basic R commands and R time series. An additional file is available on the book’s website for download, making all the data sets and scripts easy to load into R. Student-tested and improved Accessible and complete treatment of modern time series analysis Promotes understanding of theoretical concepts by bringing them into a more practical context Comprehensive appendices covering the necessities of understanding the mathematics of time series analysis Instructor's Manual available for adopters New to this edition: Introductions to each chapter replaced with one-page abstracts All graphics and plots redone and made uniform in style Bayesian section completely rewritten, covering linear Gaussian state space models only R code for each example provided directly in the text for ease of data analysis replication Expanded appendices with tutorials containing basic R and R time series commands Data sets and additional R scripts available for download on Springer.com Internal online links to every reference (equations, examples, chapters, etc.). |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Statistics . |
9 (RLIN) | 31616 |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Biometry. |
9 (RLIN) | 27367 |
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Statistical Theory and Methods. |
9 (RLIN) | 31618 |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name entry element | Biostatistics. |
9 (RLIN) | 31707 |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Stoffer, David S. |
Relator term | author. |
Relationship | aut |
-- | http://id.loc.gov/vocabulary/relators/aut |
9 (RLIN) | 66579 |
710 2# - ADDED ENTRY--CORPORATE NAME | |
Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
9 (RLIN) | 66580 |
773 0# - HOST ITEM ENTRY | |
Title | Springer Nature eBook |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Relationship information | Printed edition: |
International Standard Book Number | 9783319524511 |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Relationship information | Printed edition: |
International Standard Book Number | 9783319524535 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | Springer Texts in Statistics, |
International Standard Serial Number | 2197-4136 |
9 (RLIN) | 66581 |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="https://doi.org/10.1007/978-3-319-52452-8">https://doi.org/10.1007/978-3-319-52452-8</a> |
912 ## - | |
-- | ZDB-2-SMA |
912 ## - | |
-- | ZDB-2-SXMS |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type | eTextbook |
No items available.