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Science & Mathematics - Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics)

Description

Book Synopsis: 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.

Details

Unleash the power of time series analysis with "Time Series Analysis and Its Applications: With R Examples"! This fourth edition textbook dives deep into both time and frequency domain methods, providing a comprehensive treatment with real-world examples using nontrivial data. Whether you're studying climate change, conducting pain perception experiments, or monitoring a nuclear test ban treaty, this book has you covered.

Designed for graduate students in a variety of scientific fields and as a graduate level text in statistics, this book offers a perfect balance of theory and methodology. From classical methods like time series regression and ARIMA models to modern developments such as GARCH models and wavelets, this book covers it all. Plus, with R code for each numerical example and a tutorial on basic R commands, mastering time series analysis has never been easier!

If you're looking for a valuable resource that combines theory with practical applications, "Time Series Analysis and Its Applications" is the book for you. With its user-friendly approach, this textbook is not only informative but also a great tool for enhancing your data analysis skills. Don't miss out on this opportunity to take your understanding of time series analysis to the next level!

Ready to dive into the world of time series analysis? Order your copy of "Time Series Analysis and Its Applications: With R Examples" today and start mastering the complexities of time and frequency domain methods. Take the first step towards becoming an expert in this field!

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