# Электронная книга: William Wei W.S. «Multivariate Time Series Analysis and Applications»

An essential guide on high dimensional multivariate time series including all the latest topics from one of the leading experts in the field Following the highly successful and much lauded book, Time Series Analysis—Univariate and Multivariate Methods, this new work by William W.S. Wei focuses on high dimensional multivariate time series, and is illustrated with numerous high dimensional empirical time series. Beginning with the fundamentalconcepts and issues of multivariate time series analysis,this book covers many topics that are not found in general multivariate time series books. Some of these are repeated measurements, space-time series modelling, and dimension reduction. The book also looks at vector time series models, multivariate time series regression models, and principle component analysisof multivariate time series. Additionally, it provides readers with information on factor analysis of multivariate time series, multivariate GARCH models, and multivariate spectral analysis of time series. With the development of computers and the internet, we have increased potential for data exploration. In the next few years, dimension will become a more serious problem. Multivariate Time Series Analysis and its Applications provides some initial solutions, which may encourage the development of related software needed for the high dimensional multivariate time series analysis. Written bybestselling author and leading expert in the field Covers topics not yet explored in current multivariate books Features classroom tested material Written specifically for time series courses Multivariate Time Series Analysis and its Applications is designed for an advanced time series analysis course. It is a must-have for anyone studying time series analysis and is also relevant for students in economics, biostatistics, and engineering. Издательство: "John Wiley&Sons Limited"
ISBN: 9781119502944 электронная книга Купить за 9365.69 руб и скачать на Litres |

### Другие книги схожей тематики:

Автор | Книга | Описание | Год | Цена | Тип книги |
---|---|---|---|---|---|

Ruey S. Tsay | Multivariate Time Series Analysis. With R and Financial Applications | An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel… — John Wiley&Sons Limited, Подробнее... | 10810.32 | электронная книга | |

George E. P. Box | Time Series Analysis. Forecasting and Control | Praise for the Fourth Edition“The book follows faithfully the style of the original edition. The approach is heavily motivated by real-world time series, and by developing a complete approach to… — John Wiley&Sons Limited, Подробнее... | 11582.49 | электронная книга | |

Ngai Chan Hang | Time Series. Applications to Finance with R and S-Plus | A new edition of the comprehensive, hands-on guide to financial time series, now featuring S-Plus® and R software Time Series: Applications to Finance with R and S-Plus®, Second Edition is designed… — John Wiley&Sons Limited, Подробнее... | 11238.83 | электронная книга | |

Hannu Oja | Robust Correlation. Theory and Applications | This bookpresents material on both the analysis of the classical concepts of correlation and on the development of their robust versions, as well as discussing the related concepts of correlation… — John Wiley&Sons Limited, Подробнее... | 6857.18 | электронная книга | |

Ricardo Maronna A. | Robust Statistics. Theory and Methods (with R) | A new edition of this popular text on robust statistics, thoroughly updated to include new and improved methods and focus on implementation of methodology using the increasingly popular open-source… — John Wiley&Sons Limited, Подробнее... | 10302.26 | электронная книга | |

Schuenemeyer John | Statistics for Earth and Environmental Scientists | A comprehensive treatment of statistical applications for solving real-world environmental problems A host of complex problems face today's earth science community, such as evaluating the supply of… — John Wiley&Sons Limited, Подробнее... | 10692.49 | электронная книга | |

Paolo Brandimarte | Quantitative Methods. An Introduction for Business Management | An accessible introduction to the essential quantitative methods for making valuable business decisions Quantitative methods-research techniques used to analyze quantitative data-enable professionals… — John Wiley&Sons Limited, Подробнее... | 11316.87 | электронная книга |

### Look at other dictionaries:

**Time series**— Time series: random data plus trend, with best fit line and different smoothings In statistics, signal processing, econometrics and mathematical finance, a time series is a sequence of data points, measured typically at successive times spaced at … Wikipedia**Multivariate statistics**— is a form of statistics encompassing the simultaneous observation and analysis of more than one statistical variable. The application of multivariate statistics is multivariate analysis. Methods of bivariate statistics, for example simple linear… … Wikipedia**Multivariate analysis of variance**— (MANOVA) is a generalized form of univariate analysis of variance (ANOVA). It is used when there are two or more dependent variables. It helps to answer : 1. do changes in the independent variable(s) have significant effects on the dependent … Wikipedia**Analysis of variance**— In statistics, analysis of variance (ANOVA) is a collection of statistical models, and their associated procedures, in which the observed variance in a particular variable is partitioned into components attributable to different sources of… … Wikipedia**Principal component analysis**— PCA of a multivariate Gaussian distribution centered at (1,3) with a standard deviation of 3 in roughly the (0.878, 0.478) direction and of 1 in the orthogonal direction. The vectors shown are the eigenvectors of the covariance matrix scaled by… … Wikipedia**Singular Spectrum Analysis**— The Singular Spectrum Analysis (SSA) techniqueis a powerful technique of time series analysisincorporating the elements of classical time series analysis,multivariate statistics, multivariate geometry, dynamical systemsand signal processing. The… … Wikipedia**Meta-analysis**— In statistics, a meta analysis combines the results of several studies that address a set of related research hypotheses. In its simplest form, this is normally by identification of a common measure of effect size, for which a weighted average… … Wikipedia**Survival analysis**— is a branch of statistics which deals with death in biological organisms and failure in mechanical systems. This topic is called reliability theory or reliability analysis in engineering, and duration analysis or duration modeling in economics or … Wikipedia**Errors and residuals in statistics**— For other senses of the word residual , see Residual. In statistics and optimization, statistical errors and residuals are two closely related and easily confused measures of the deviation of a sample from its theoretical value . The error of a… … Wikipedia**First-hitting-time model**— In statistics, first hitting time models are a sub class of survival models. The first hitting time, also called first passage time, of a set A with respect to an instance of a stochastic process is the time until the stochastic process first… … Wikipedia**Correlation and dependence**— This article is about correlation and dependence in statistical data. For other uses, see correlation (disambiguation). In statistics, dependence refers to any statistical relationship between two random variables or two sets of data. Correlation … Wikipedia