|
||||||||||||||||||||
|
||||||||||||||||||||
|
||||||||||||||||||||
Introduction to Time Series and Forecasting
und über 1 Million weitere Bücher verfügbar für Amazon Kindle .
Erfahren Sie mehr
| ||||||||||||||||||
 Gutschein erhalten
Tauschen Sie jetzt Introduction to Time Series and Forecasting (Springer Texts in Statistics) gegen einen Amazon-Gutschein in Höhe von EUR 22,60 ein - einlösbar für Tausende von Artikeln bei Amazon.de. Entdecken Sie mehr eintauschbare Bücher im Bücher Trade-In Shop. Bitte beachten Sie die Teilnahmebedingungen.
 Jetzt für Amazon Student anmelden und um 20% erhöhten Eintauschwert sichern. |
Produktinformation
Möchten Sie die Produktinformationen aktualisieren oder Feedback zu den Produktabbildungen geben?
Ist der Verkauf dieses Produkts für Sie nicht akzeptabel? |
Mehr über die Autoren
Entdecken Sie Bücher, lesen Sie über Autoren und mehr
Produktbeschreibungen
Pressestimmen
From the reviews: "The emphasis is on hands-on experience and the friendly software that accompanies the book serves the purpose admirably. ... The authors should be congratulated for making the subject accessible and fun to learn. The book is a pleasure to read and highly recommended. I regard it as the best introductory text in town." ISI Short Book Reviews
Kurzbeschreibung
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. The emphasis is on methods and the analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed in detail and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills in this area. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Additional topics include harmonic regression, the Burg and Hannan-Rissanen algorithms, unit roots, regression with ARMA errors, structural models, the EM algorithm, generalized state-space models with applications to time series of count data, exponential smoothing, the Holt-Winters and ARAR forecasting algorithms, transfer function models and intervention analysis. Brief introducitons are also given to cointegration and to non-linear, continuous-time and long-memory models. The time series package included in the back of the book is a slightly modified version of the package ITSM, published separately as ITSM for Windows, by Springer-Verlag, 1994. It does not handle such large data sets as ITSM for Windows, but like the latter, runs on IBM-PC compatible computers under either DOS or Windows (version 3.1 or later). The programs are all menu-driven so that the reader can immediately apply the techniques in the book to time series data, with a minimal investment of time in the computational and algorithmic aspects of the analysis.
-- Dieser Text bezieht sich auf eine vergriffene oder nicht verfügbare Ausgabe dieses Titels.
Welche anderen Artikel kaufen Kunden, nachdem sie diesen Artikel angesehen haben?
In diesem Buch
(Mehr dazu)
Buchdeckel | Copyright | Inhaltsverzeichnis | Auszug | Stichwortverzeichnis
Mehr entdecken
Wortanzeiger
Ausgewählte Seiten ansehenWortanzeiger
Buchdeckel | Copyright | Inhaltsverzeichnis | Auszug | Stichwortverzeichnis
Tags(Was ist das?)Bei einem Tag handelt es sich um ein Schlagwort, das zum Produkt passt.
Tags erleichtern allen Kunden die Suche und die Sortierung ihrer Lieblingsprodukte. |
Kundenrezensionen
Es gibt noch keine Kundenrezensionen auf Amazon.de
5 Sterne
4 Sterne
3 Sterne
2 Sterne
1 Sterne
Die hilfreichsten Kundenrezensionen auf Amazon.com (beta)
Amazon.com:
15 Rezensionen
38 von 41 Kunden fanden die folgende Rezension hilfreich
Excellent introduction on time series analysis
1. Februar 2001
Format:Gebundene Ausgabe
Very good introductory book to ARMA models. Full of real-life examples that provide some intuitive insight about the issues that may arise when modelling time series and forecasting. Requires some initial knowledge in statistics and algebra but if you're involved in time series modelling, it should be your first book.
30 von 32 Kunden fanden die folgende Rezension hilfreich
good modern cover of both time and frequency domains
23. Januar 2008
Format:Gebundene Ausgabe
In contrast to their graduate text "Time Series: Theory and Methods" this book is more elementary and introductory and is pitched at the advanced undergraduate level requiring only calculus, elementary statistics and matrix algebra. It gives very good coverage to a wide variety of time series models and includes some nonstationary models. In this second edition the chapter on nonstationary models includes the latest coverage of ARCH and GARCH models presented in a way that I found very accessible.
Computations are done with ITSM and in this edition the ITSM 2000 version 7.0 edition is included on a CD so that students can reproduce the authors' calculations and run analyses of their own.
Another nice feature of the text that distinguishes it from other texts at this level is the introduction of multivariate time series, coverage of state space models, chaos and cointegration. Ideas are illustrated with examples. Important theory is discussed but is kept brief and theorems and proofs are not given to the extent of their other more theoretical text.
Computations are done with ITSM and in this edition the ITSM 2000 version 7.0 edition is included on a CD so that students can reproduce the authors' calculations and run analyses of their own.
Another nice feature of the text that distinguishes it from other texts at this level is the introduction of multivariate time series, coverage of state space models, chaos and cointegration. Ideas are illustrated with examples. Important theory is discussed but is kept brief and theorems and proofs are not given to the extent of their other more theoretical text.
10 von 10 Kunden fanden die folgende Rezension hilfreich
Carelessly put together and VERY unorganized
17. September 2010
Format:Gebundene Ausgabe|Von Amazon bestätigter Kauf
First off, my background is as follows: I have taken master's level courses in probability, statistical inference, linear regression, linear algebra, and differential equations from a very reputable university, and received high marks in all classes. Also, I've scored 800 on the Quantitative section of the GRE.
So you would think that a person like myself would find this book to be challenging yet rewarding and manageable. After spending 2 weeks trying to decipher the text, and going over 3 chapters, I've lost all hope in the book. When I read this textbook, it feels as though I am trying to understand the Authors' stream of consciousness.
As a student of math, I am quite used to spending countless hours deciphering the theorems and propositions of many mathematicians. But with this book, I also have the added burden of having to dicipher the Authors' thought process. To be clear, the material in the text book is very good, but the presentation of the material is that of a "rambler." At this point I have given up on the book as a source of my learning, and have purchased another text book to use as my reference.
I agree with the many other reviewers who stated that the book is unorganized and written poorly. It seems as though they spent MINIMAL time on producing this book just to meet a deadline. After the first few chapters, it REALLY gets annoying and makes you want to chastise the Authors for being so irresponsible. They may be geniuses in their field, but they have no right to teach the material with these kinds of products.
*UPDATE* 11DEC2010
I've more or less gone through the entire book(only by necessity since the homework questions were from the text). My opinion of this textbook still stands.
As an alternative I recommend "Analysis of Financial Time Series" by Tsay. I've read bits of it, and it seems very well written and progressive. Helped me out a TON in understanding ARCH/GARCH processes.
So you would think that a person like myself would find this book to be challenging yet rewarding and manageable. After spending 2 weeks trying to decipher the text, and going over 3 chapters, I've lost all hope in the book. When I read this textbook, it feels as though I am trying to understand the Authors' stream of consciousness.
As a student of math, I am quite used to spending countless hours deciphering the theorems and propositions of many mathematicians. But with this book, I also have the added burden of having to dicipher the Authors' thought process. To be clear, the material in the text book is very good, but the presentation of the material is that of a "rambler." At this point I have given up on the book as a source of my learning, and have purchased another text book to use as my reference.
I agree with the many other reviewers who stated that the book is unorganized and written poorly. It seems as though they spent MINIMAL time on producing this book just to meet a deadline. After the first few chapters, it REALLY gets annoying and makes you want to chastise the Authors for being so irresponsible. They may be geniuses in their field, but they have no right to teach the material with these kinds of products.
*UPDATE* 11DEC2010
I've more or less gone through the entire book(only by necessity since the homework questions were from the text). My opinion of this textbook still stands.
As an alternative I recommend "Analysis of Financial Time Series" by Tsay. I've read bits of it, and it seems very well written and progressive. Helped me out a TON in understanding ARCH/GARCH processes.
Waren diese Rezensionen hilfreich?
Wir wollen von Ihnen hören.
Kunden diskutieren
|
Das Forum zu diesem Produkt
Fragen stellen, Meinungen austauschen, Einblicke gewinnen Aktive Diskussionen in ähnlichen Foren
Kundendiskussionen durchsuchen
|
Ähnliche Foren
|
||||||||||||||||||||||||||||||||||
Lieblingslisten
|
|
Ähnliche Artikel finden
Anhand des Sachgebietes nach ähnlichen Produkten suchen:
Ihr Kommentar
Möchten Sie die Produktinformationen aktualisieren oder Feedback zu den Produktabbildungen geben?
|
