Time Series Analysis by State Space Methods

Time Series Analysis by State Space Methods, Second Edition (repost)  eBooks & eLearning

Posted by roxul at June 7, 2017
Time Series Analysis by State Space Methods, Second Edition (repost)

The late James Durbin, Siem Jan Koopman, "Time Series Analysis by State Space Methods, Second Edition"
2012 | ISBN-10: 019964117X | 368 pages | PDF | 2 MB

Elements of Multivariate Time Series Analysis  eBooks & eLearning

Posted by AvaxGenius at Aug. 20, 2023
Elements of Multivariate Time Series Analysis

Elements of Multivariate Time Series Analysis by Gregory C. Reinsel
English | PDF | 1993 | 278 Pages | ISBN : 1468402005 | 22.6 MB

The use of methods of time series analysis in the study of multivariate time series has become of increased interest in recent years. Although the methods are rather well developed and understood for univarjate time series analysis, the situation is not so complete for the multivariate case. This book is designed to introduce the basic concepts and methods that are useful in the analysis and modeling of multivariate time series, with illustrations of these basic ideas. The development includes both traditional topics such as autocovariance and auto­ correlation matrices of stationary processes, properties of vector ARMA models, forecasting ARMA processes, least squares and maximum likelihood estimation techniques for vector AR and ARMA models, and model checking diagnostics for residuals, as well as topics of more recent interest for vector ARMA models such as reduced rank structure, structural indices, scalar component models, canonical correlation analyses for vector time series, multivariate unit-root models and cointegration structure, and state-space models and Kalman filtering techniques and applications.

New Introduction to Multiple Time Series Analysis  eBooks & eLearning

Posted by AvaxGenius at March 11, 2022
New Introduction to Multiple Time Series Analysis

New Introduction to Multiple Time Series Analysis by Helmut Lütkepohl
English | PDF(True) | 2005 | 765 Pages | ISBN : 3540401725 | 13.3 BMB

This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated,vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models.

Time Series Analysis with Python Cookbook [Repost]  eBooks & eLearning

Posted by IrGens at July 29, 2023
Time Series Analysis with Python Cookbook [Repost]

Time Series Analysis with Python Cookbook: Practical recipes for exploratory data analysis, data preparation, forecasting, and model evaluation by Tarek A. Atwan
English | June 30, 2022 | ISBN: 1801075549 | True PDF | 630 pages | 38.7 MB

Applied Time Series Analysis and Forecasting with Python  eBooks & eLearning

Posted by AvaxGenius at Oct. 22, 2022
Applied Time Series Analysis and Forecasting with Python

Applied Time Series Analysis and Forecasting with Python by Changquan Huang, Alla Petukhina
English | PDF,EPUB | 2022 | 377 Pages | ISBN : 3031135830 | 59.6 MB

This textbook presents methods and techniques for time series analysis and forecasting and shows how to use Python to implement them and solve data science problems. It covers not only common statistical approaches and time series models, including ARMA, SARIMA, VAR, GARCH and state space and Markov switching models for (non)stationary, multivariate and financial time series, but also modern machine learning procedures and challenges for time series forecasting. Providing an organic combination of the principles of time series analysis and Python programming, it enables the reader to study methods and techniques and practice writing and running Python code at the same time.

Time Series Analysis and Applications to Geophysical Systems: Part I  eBooks & eLearning

Posted by AvaxGenius at July 23, 2023
Time Series Analysis and Applications to Geophysical Systems: Part I

Time Series Analysis and Applications to Geophysical Systems: Part I by David R. Brillinger, Enders Anthony Robinson, Frederic Paik Schoenberg
English | PDF(True) | 262 Pages | ISBN : 0387978968 | 31.8 MB

Part of a two volume set based on a recent IMA program of the same name. The goal of the program and these books is to develop a community of statistical and other scientists kept up-to-date on developments in this quickly evolving and interdisciplinary field. Consequently, these books present recent material by distinguished researchers. Topics discussed in Part I include nonlinear and non- Gaussian models and processes (higher order moments and spectra, nonlinear systems, applications in astronomy, geophysics, engineering, and simulation) and the interaction of time series analysis and statistics (information model identification, categorical valued time series, nonparametric and semiparametric methods). Self-similar processes and long-range dependence (time series with long memory, fractals, 1/f noise, stable noise) and time series research common to engineers and economists (modeling of multivariate and possibly non-stationary time series, state space and adaptive methods) are discussed in Part II.

An Introduction to State Space Time Series Analysis (Practical Econometrics)(Repost)  eBooks & eLearning

Posted by Nice_smile) at Jan. 13, 2017
An Introduction to State Space Time Series Analysis (Practical Econometrics)(Repost)

An Introduction to State Space Time Series Analysis (Practical Econometrics) by Jacques J.F. Commandeur
English | 2007 | ISBN: 0199228876 | 240 Pages | PDF | 1.05 MB

Introduction to Time Series and Forecasting  eBooks & eLearning

Posted by AvaxGenius at Nov. 14, 2021
Introduction to Time Series and Forecasting

Introduction to Time Series and Forecasting by Peter J. Brockwell
English | PDF | 1996 | 429 Pages | ISBN : 0387947191 | 34.7 MB

Some of the key mathematical results are stated without proof in order to make the underlying theory acccessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics.

Time Series Analysis with Python Cookbook (Repost)  eBooks & eLearning

Posted by DZ123 at June 19, 2023
Time Series Analysis with Python Cookbook (Repost)

Tarek A. Atwan, "Time Series Analysis with Python Cookbook: Practical recipes for exploratory data analysis, data preparation, forecasting, and model evaluation"
English | 2022 | ISBN: 1801075549 | EPUB | pages: 630 | 27.9 mb

Time Series Analysis [Repost]  eBooks & eLearning

Posted by Free butterfly at May 7, 2019
Time Series Analysis [Repost]

Time Series Analysis by Henrik Madsen
English | November 28, 2007 | ISBN: 142005967X | 400 pages | PDF | 5.06 Mb