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The Analysis of Time Series by Chris Chatfield

Title The Analysis of Time Series
Author Chris Chatfield
Publisher CRC Press
Release 2019-04-25
Category Mathematics
Total Pages 398
ISBN 1498795641
Language English, Spanish, and French
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Book Summary:

This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis. The book covers a wide range of topics, including ARIMA models, forecasting methods, spectral analysis, linear systems, state-space models, the Kalman filters, nonlinear models, volatility models, and multivariate models. It also presents many examples and implementations of time series models and methods to reflect advances in the field. Highlights of the seventh edition: A new chapter on univariate volatility models A revised chapter on linear time series models A new section on multivariate volatility models A new section on regime switching models Many new worked examples, with R code integrated into the text The book can be used as a textbook for an undergraduate or a graduate level time series course in statistics. The book does not assume many prerequisites in probability and statistics, so it is also intended for students and data analysts in engineering, economics, and finance.

Title The Analysis of Time Series Theory and Practice
Author Christopher Chatfield
Publisher Springer
Release 2013-12-01
Category Mathematics
Total Pages 263
ISBN 1489929258
Language English, Spanish, and French
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Book Summary:

Time-series analysis is an area of statistics which is of particular interest at the present time. Time series arise in many different areas, ranging from marketing to oceanography, and the analysis of such series raises many problems of both a theoretical and practical nature. I first became interested in the subject as a postgraduate student at Imperial College, when I attended a stimulating course of lectures on time-series given by Dr. (now Professor) G. M. Jenkins. The subject has fascinated me ever since. Several books have been written on theoretical aspects of time-series analysis. The aim of this book is to provide an introduction to the subject which bridges the gap between theory and practice. The book has also been written to make what is rather a difficult subject as understandable as possible. Enough theory is given to introduce the concepts of time-series analysis and to make the book mathematically interesting. In addition, practical problems are considered so as to help the reader tackle the analysis of real data. The book assumes a knowledge of basic probability theory and elementary statistical inference (see Appendix III). The book can be used as a text for an undergraduate or postgraduate course in time-series, or it can be used for self tuition by research workers. Throughout the book, references are usually given to recent readily accessible books and journals rather than to the original attributive references. Wold's (1965) bibliography contains many time series references published before 1959.

Title Design and Analysis of Time Series Experiments
Author Richard McCleary
Publisher Oxford University Press
Release 2017-05-11
Category Social Science
Total Pages 352
ISBN 0190661585
Language English, Spanish, and French
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Book Summary:

Design and Analysis of Time Series Experiments presents the elements of statistical time series analysis while also addressing recent developments in research design and causal modeling. A distinguishing feature of the book is its integration of design and analysis of time series experiments. Readers learn not only how-to skills but also the underlying rationales for design features and analytical methods. ARIMA algebra, Box-Jenkins-Tiao models and model-building strategies, forecasting, and Box-Tiao impact models are developed in separate chapters. The presentation of the models and model-building assumes only exposure to an introductory statistics course, with more difficult mathematical material relegated to appendices. Separate chapters cover threats to statistical conclusion validity, internal validity, construct validity, and external validity with an emphasis on how these threats arise in time series experiments. Design structures for controlling the threats are presented and illustrated through examples. The chapters on statistical conclusion validity and internal validity introduce Bayesian methods, counterfactual causality, and synthetic control group designs. Building on the earlier time series books by McCleary and McDowall, Design and Analysis of Time Series Experiments includes recent developments in modeling, and considers design issues in greater detail than does any existing work. Drawing examples from criminology, economics, education, pharmacology, public policy, program evaluation, public health, and psychology, the text is addressed to researchers and graduate students in a wide range of behavioral, biomedical and social sciences. It will appeal to those who want to conduct or interpret time series experiments, as well as to those interested in research designs for causal inference.

Title Introduction to Statistical Time Series
Author Wayne A. Fuller
Publisher John Wiley & Sons
Release 1995-12-29
Category Mathematics
Total Pages 728
ISBN 9780471552390
Language English, Spanish, and French
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Book Summary:

The subject of time series is of considerable interest, especiallyamong researchers in econometrics, engineering, and the naturalsciences. As part of the prestigious Wiley Series in Probabilityand Statistics, this book provides a lucid introduction to thefield and, in this new Second Edition, covers the importantadvances of recent years, including nonstationary models, nonlinearestimation, multivariate models, state space representations, andempirical model identification. New sections have also been addedon the Wold decomposition, partial autocorrelation, long memoryprocesses, and the Kalman filter. Major topics include: * Moving average and autoregressive processes * Introduction to Fourier analysis * Spectral theory and filtering * Large sample theory * Estimation of the mean and autocorrelations * Estimation of the spectrum * Parameter estimation * Regression, trend, and seasonality * Unit root and explosive time series To accommodate a wide variety of readers, review material,especially on elementary results in Fourier analysis, large samplestatistics, and difference equations, has been included.

The Analysis of Change by John Mordechai Gottman

Title The Analysis of Change
Author John Mordechai Gottman
Publisher Psychology Press
Release 2013-02-01
Category Psychology
Total Pages 544
ISBN 1134778058
Language English, Spanish, and French
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Book Summary:

Continuity and change have been major concerns of the social and behavioral sciences -- in the study of human development and in the study of processes that unfold in various ways across time. There has been a veritable explosion of techniques for studying change over time which have fundamentally changed how we need to think of and study change. Unfortunately, many of the old precepts and beliefs are still among us. The field of methodology for the study of change is itself ready to change. Recently, there have been many analytic and conceptual developments questioning our cherished beliefs about the study of change. As such, how are individuals to think about issues and correctly analyze change? The chapters in this volume address these issues. Divided into two sections, this book deals with designs that analyze change in multiple subjects, and with change in single subjects and an interacting system. Papers presented in this volume are accessible to scientists who are not methodologists. The character of the papers are more like primers than basic treatises on methodology, written for other methodologists. It is time that people stop thinking in rigid ways about how to study change and be introduced to a range of many possibilities. Change, stability, order and chaos are elusive concepts. The pursuit of the laws of change must be approached in as flexible and creative a fashion as possible. This book should help to lead the way.

Title Proceedings of the Second International Workshop on the Analysis of Multi Temporal Remote Sensing Images
Author Lorenzo Bruzzone
Publisher World Scientific
Release 2004
Category Computers
Total Pages 403
ISBN 9812702636
Language English, Spanish, and French
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Book Summary:

The development of effective methodologies for the analysis of multi-temporal data is one of the most important and challenging issues that the remote sensing community will face in the coming years. Its importance and timeliness are directly related to the ever-increasing quantity of multi-temporal data provided by the numerous remote sensing satellites that orbit our planet. The synergistic use of multi-temporal remote sensing data and advanced analysis methodologies results in the possibility of solving complex problems related to the monitoring of the Earth''s surface and atmosphere at different scales. However, the advances in the methodologies for the analysis of multi-temporal data have been significantly under-illuminated with respect to other remote sensing data analysis topics. In addition, the link between the end-users'' needs and the scientific community needs to be strengthened.This volume of proceedings contains 43 contributions from researchers representing academia, industry and governmental organizations. It is organized into three thematic sections: Image Analysis and Algorithms; Analysis of Synthetic Aperture Radar Data; Monitoring and Management of Resources.

Title Advanced Statistical Methods for the Analysis of Large Data Sets
Author Agostino Di Ciaccio
Publisher Springer Science & Business Media
Release 2012-03-05
Category Mathematics
Total Pages 486
ISBN 3642210376
Language English, Spanish, and French
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Book Summary:

The theme of the meeting was “Statistical Methods for the Analysis of Large Data-Sets”. In recent years there has been increasing interest in this subject; in fact a huge quantity of information is often available but standard statistical techniques are usually not well suited to managing this kind of data. The conference serves as an important meeting point for European researchers working on this topic and a number of European statistical societies participated in the organization of the event. The book includes 45 papers from a selection of the 156 papers accepted for presentation and discussed at the conference on “Advanced Statistical Methods for the Analysis of Large Data-sets.”

The Analysis of Gene Expression Data by Giovanni Parmigiani

Title The Analysis of Gene Expression Data
Author Giovanni Parmigiani
Publisher Springer Science & Business Media
Release 2006-04-11
Category Medical
Total Pages 456
ISBN 0387216790
Language English, Spanish, and French
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Book Summary:

This book presents practical approaches for the analysis of data from gene expression micro-arrays. It describes the conceptual and methodological underpinning for a statistical tool and its implementation in software. The book includes coverage of various packages that are part of the Bioconductor project and several related R tools. The materials presented cover a range of software tools designed for varied audiences.

The Analysis of Time Series by Christopher Chatfield

Title The Analysis of Time Series
Author Christopher Chatfield
Publisher
Release 2012
Category
Total Pages 333
ISBN
Language English, Spanish, and French
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Book Summary:

Title Spectral Analysis of Time series Data
Author Rebecca M. Warner
Publisher Guilford Press
Release 1998-05-22
Category Social Science
Total Pages 225
ISBN 9781572303386
Language English, Spanish, and French
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Book Summary:

This book provides a thorough introduction to methods for detecting and describing cyclic patterns in time-series data. It is written both for researchers and students new to the area and for those who have already collected time-series data but wish to learn new ways of understanding and presenting them. Facilitating the interpretation of observations of behavior, physiology, mood, perceptual threshold, social indicator variables, and other responses, the book focuses on practical applications and requires much less mathematical background than most comparable texts. Using real data sets and currently available software (SPSS for Windows), the author employs extensive examples to clarify key concepts. Topics covered include research design issues, preliminary data screening, identification and description of cycles, summary of results across time series, and assessment of relations between time series. Also considered are theoretical questions, problems of interpretation, and potential sources of artifact.

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