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1-05-2015, 00:36

Time Series Analysis and Forecasting by Example

Category: E-Books

Time Series Analysis and Forecasting by Example

Søren Bisgaard and Murat Kulahci, "Time Series Analysis and Forecasting by Example"
English | ISBN: 0470540648 | 2011 | 392 pages | PDF | 13 MB

An intuition-based approach enables you to master time series analysis with ease

provides the fundamental techniques in time series analysis using various examples. By introducing necessary theory through examples that showcase the discussed topics, the authors successfully help readers develop an intuitive understanding of seemingly complicated time series models and their implications.

The book presents methodologies for time series analysis in a simplified, example-based approach. Using graphics, the authors discuss each presented example in detail and explain the relevant theory while also focusing on the interpretation of results in data analysis. Following a discussion of why autocorrelation is often observed when data is collected in time, subsequent chapters explore related topics, including:

Graphical tools in time series analysis
Procedures for developing stationary, non-stationary, and seasonal models
How to choose the best time series model
Constant term and cancellation of terms in ARIMA models
Forecasting using transfer function-noise models

The final chapter is dedicated to key topics such as spurious relationships, autocorrelation in regression, and multiple time series. Throughout the book, real-world examples illustrate step-by-step procedures and instructions using statistical software packages such as SAS, JMP, Minitab, SCA, and R. A related Web site features PowerPoint slides to accompany each chapter as well as the book′s data sets.

With its extensive use of graphics and examples to explain key concepts, is an excellent book for courses on time series analysis at the upper-undergraduate and graduate levels. it also serves as a valuable resource for practitioners and researchers who carry out data and time series analysis in the fields of engineering, business, and economics.



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