Introductory Time Series with R (Record no. 17805)
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000 -LEADER | |
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fixed length control field | 04549nam a22006375i 4500 |
001 - CONTROL NUMBER | |
control field | 978-0-387-88698-5 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | DE-He213 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20200712170735.0 |
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 | 100301s2009 xxu| s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9780387886985 |
-- | 978-0-387-88698-5 |
024 7# - OTHER STANDARD IDENTIFIER | |
Standard number or code | 10.1007/978-0-387-88698-5 |
Source of number or code | doi |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA273.A1-274.9 |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA274-274.9 |
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 |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBWL |
Source | thema |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.2 |
Edition number | 23 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Cowpertwait, Paul S.P. |
Relator term | author. |
Relator code | aut |
-- | http://id.loc.gov/vocabulary/relators/aut |
245 10 - TITLE STATEMENT | |
Title | Introductory Time Series with R |
Medium | [electronic resource] / |
Statement of responsibility, etc | by Paul S.P. Cowpertwait, Andrew V. Metcalfe. |
250 ## - EDITION STATEMENT | |
Edition statement | 1st ed. 2009. |
264 #1 - | |
-- | New York, NY : |
-- | Springer New York : |
-- | Imprint: Springer, |
-- | 2009. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | XVI, 256 p. |
Other physical details | online resource. |
336 ## - | |
-- | text |
-- | txt |
-- | rdacontent |
337 ## - | |
-- | computer |
-- | c |
-- | rdamedia |
338 ## - | |
-- | online resource |
-- | cr |
-- | rdacarrier |
347 ## - | |
-- | text file |
-- | |
-- | rda |
490 1# - SERIES STATEMENT | |
Series statement | Use R!, |
International Standard Serial Number | 2197-5736 |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | Time Series Data -- Correlation -- Forecasting Strategies -- Basic Stochastic Models -- Regression -- Stationary Models -- Non-stationary Models -- Long-Memory Processes -- Spectral Analysis -- System Identification -- Multivariate Models -- State Space Models. |
520 ## - SUMMARY, ETC. | |
Summary, etc | 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://staff.elena.aut.ac.nz/Paul-Cowpertwait/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 an associate professor in mathematical sciences (analytics) at Auckland University of Technology 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. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Probabilities. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | StatisticsĀ . |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Mathematical statistics. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Marketing. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Econometrics. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Signal processing. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Image processing. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Speech processing systems. |
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Probability Theory and Stochastic Processes. |
-- | http://scigraph.springernature.com/things/product-market-codes/M27004 |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Statistical Theory and Methods. |
-- | http://scigraph.springernature.com/things/product-market-codes/S11001 |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Probability and Statistics in Computer Science. |
-- | http://scigraph.springernature.com/things/product-market-codes/I17036 |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Marketing. |
-- | http://scigraph.springernature.com/things/product-market-codes/513000 |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Econometrics. |
-- | http://scigraph.springernature.com/things/product-market-codes/W29010 |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Signal, Image and Speech Processing. |
-- | http://scigraph.springernature.com/things/product-market-codes/T24051 |
700 1# - ADDED ENTRY--PERSONAL NAME | |
Personal name | Metcalfe, Andrew V. |
Relator term | author. |
Relator code | aut |
-- | http://id.loc.gov/vocabulary/relators/aut |
710 2# - ADDED ENTRY--CORPORATE NAME | |
Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY | |
Title | Springer eBooks |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Display text | Printed edition: |
International Standard Book Number | 9780387889474 |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Display text | Printed edition: |
International Standard Book Number | 9780387886978 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | Use R!, |
-- | 2197-5736 |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | <a href="https://doi.org/10.1007/978-0-387-88698-5">https://doi.org/10.1007/978-0-387-88698-5</a> |
912 ## - | |
-- | ZDB-2-SMA |
942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
Koha item type |
No items available.