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Author: Chris Chatfield
Publisher: CRC Press
ISBN: 1420036203
Category : Business & Economics
Languages : en
Pages : 281
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Book Description
From the author of the bestselling "Analysis of Time Series," Time-Series Forecasting offers a comprehensive, up-to-date review of forecasting methods. It provides a summary of time-series modelling procedures, followed by a brief catalogue of many different time-series forecasting methods, ranging from ad-hoc methods through ARIMA and state-space
Author: Chris Chatfield
Publisher: CRC Press
ISBN: 1420036203
Category : Business & Economics
Languages : en
Pages : 281
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Book Description
From the author of the bestselling "Analysis of Time Series," Time-Series Forecasting offers a comprehensive, up-to-date review of forecasting methods. It provides a summary of time-series modelling procedures, followed by a brief catalogue of many different time-series forecasting methods, ranging from ad-hoc methods through ARIMA and state-space
Author: Michael P. Clements
Publisher: OUP USA
ISBN: 0195398645
Category : Business & Economics
Languages : en
Pages : 732
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Book Description
Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.
Author: Uwe Hassler
Publisher: John Wiley & Sons
ISBN: 1119470404
Category : Mathematics
Languages : en
Pages : 288
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Book Description
Provides a simple exposition of the basic time series material, and insights into underlying technical aspects and methods of proof Long memory time series are characterized by a strong dependence between distant events. This book introduces readers to the theory and foundations of univariate time series analysis with a focus on long memory and fractional integration, which are embedded into the general framework. It presents the general theory of time series, including some issues that are not treated in other books on time series, such as ergodicity, persistence versus memory, asymptotic properties of the periodogram, and Whittle estimation. Further chapters address the general functional central limit theory, parametric and semiparametric estimation of the long memory parameter, and locally optimal tests. Intuitive and easy to read, Time Series Analysis with Long Memory in View offers chapters that cover: Stationary Processes; Moving Averages and Linear Processes; Frequency Domain Analysis; Differencing and Integration; Fractionally Integrated Processes; Sample Means; Parametric Estimators; Semiparametric Estimators; and Testing. It also discusses further topics. This book: Offers beginning-of-chapter examples as well as end-of-chapter technical arguments and proofs Contains many new results on long memory processes which have not appeared in previous and existing textbooks Takes a basic mathematics (Calculus) approach to the topic of time series analysis with long memory Contains 25 illustrative figures as well as lists of notations and acronyms Time Series Analysis with Long Memory in View is an ideal text for first year PhD students, researchers, and practitioners in statistics, econometrics, and any application area that uses time series over a long period. It would also benefit researchers, undergraduates, and practitioners in those areas who require a rigorous introduction to time series analysis.
Author: Jason Brownlee
Publisher: Machine Learning Mastery
ISBN:
Category : Computers
Languages : en
Pages : 572
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Book Description
Deep learning methods offer a lot of promise for time series forecasting, such as the automatic learning of temporal dependence and the automatic handling of temporal structures like trends and seasonality. With clear explanations, standard Python libraries, and step-by-step tutorial lessons you’ll discover how to develop deep learning models for your own time series forecasting projects.
Author: JAN G. DE GOOIJER
Publisher:
ISBN:
Category :
Languages : en
Pages : 756
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Book Description
Author: International Statistical Institute
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 556
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Book Description
V. 1-5, v. 7-10 include "Bulletin bibliographique."
Author: Michael P. Clements
Publisher: John Wiley & Sons
ISBN: 140517191X
Category : Social Science
Languages : en
Pages : 616
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Book Description
A Companion to Economic Forecasting provides an accessible and comprehensive account of recent developments in economic forecasting. Each of the chapters has been specially written by an expert in the field, bringing together in a single volume a range of contrasting approaches and views. Uniquely surveying forecasting in a single volume, the Companion provides a comprehensive account of the leading approaches and modeling strategies that are routinely employed.
Author: Paul Doukhan
Publisher: Birkhauser
ISBN:
Category : Mathematics
Languages : en
Pages : 744
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Book Description
Long-range dependence is an important topic in the rapidly developing area of data analysis. This unique collection presents self-contained chapters written by specialists that present a comprehensive overview of the subject from the probabilistic and statistical perspective. A special section is devoted solely to mathematical techniques, and diagrams and illustrations enhance the presentation. The book discusses a number of applications from various areas including simulation and estimation, wavelets and computer networks, and econometrics and finance. Copyright © Libri GmbH. All rights reserved.
Author: International Statistical Institute
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 548
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Book Description
Author: Peter M. Robinson
Publisher: Advanced Texts in Econometrics
ISBN: 9780199257300
Category : Business & Economics
Languages : en
Pages : 396
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Book Description
Long memory time series are characterized by a strong dependence between distant events.
