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Time Series - Tucker S. McElroy - Bog

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af Tucker S. McElroy
Time Series af Tucker S. McElroy
Bag om Time Series

The book provides the foundation of time series methods, including linear filters and a geometric approach to prediction. The important paradigm of ARMA models is studied in-depth, as well as frequency domain methods. Entropy and other information theoretic notions are introduced, with applications to time series modeling

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781032083308
  • Indbinding:
  • Paperback
  • Sideantal:
  • 586
  • Udgivet:
  • 30. juni 2021
  • Størrelse:
  • 234x159x43 mm.
  • Vægt:
  • 870 g.
  • 2-3 uger.
  • 13. december 2024

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The book provides the foundation of time series methods, including linear filters and a geometric approach to prediction. The important paradigm of ARMA models is studied in-depth, as well as frequency domain methods. Entropy and other information theoretic notions are introduced, with applications to time series modeling

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