Introduction to State Space Time Series Analysis pdf epub mobi txt 电子书 下载 2024


Introduction to State Space Time Series Analysis

简体网页||繁体网页
Siem Jan Koopman
OUP Oxford
2007-7-17
190
GBP 48.49
Hardcover
9780199228874

图书标签: Time_Series  状态空间  时间序列  state  space  Statistics  NLP文庫  Econometrics   


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发表于2024-12-24

Introduction to State Space Time Series Analysis epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Introduction to State Space Time Series Analysis epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

Introduction to State Space Time Series Analysis pdf epub mobi txt 电子书 下载 2024



图书描述

Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. The only background required in order to understand the material presented in the book is a basic knowledge of classical linear regression models, of which a brief review is provided to refresh the reader's knowledge. Also, a few sections assume familiarity with matrix algebra, however, these sections may be skipped without losing the flow of the exposition. The book offers a step by step approach to the analysis of the salient features in time series such as the trend, seasonal, and irregular components. Practical problems such as forecasting and missing values are treated in some detail. This useful book will appeal to practitioners and researchers who use time series on a daily basis in areas such as the social sciences, quantitative history, biology and medicine. It also serves as an accompanying textbook for a basic time series course in econometrics and statistics, typically at an advanced undergraduate level or graduate level.

Introduction to State Space Time Series Analysis 下载 mobi epub pdf txt 电子书

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Introduction to State Space Time Series Analysis pdf epub mobi txt 电子书 下载
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立刻按 ctrl+D收藏本页
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用户评价

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Nice nontechnical introduction. It's enjoyable to go through the complete analysis of several data sets step by step.

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Nice nontechnical introduction. It's enjoyable to go through the complete analysis of several data sets step by step. Most results can be replicated by using dlm package in R.

评分

SS是现代TS研究的WORKHORSE,具有极强的兼容性和处理上的便捷……

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术语、概念和技术处理的内涵并没有讲述清楚,内容过于单薄,总的来说过于蜻蜓点水了;不值一读~~~

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SS是现代TS研究的WORKHORSE,具有极强的兼容性和处理上的便捷……

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