The Analysis of Time Series
An Introduction with R
Chris Chatfield author Haipeng Xing author
Format:Hardback
Publisher:Taylor & Francis Ltd
Published:8th May '19
Currently unavailable, and unfortunately no date known when it will be back
This hardback is available in another edition too:
- Paperback£71.99(9781498795630)
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.
"Chris Chatfield has already written some popular books in statistics. Haipeng Xing is also a renowned researcher in statistics with more than 8000 citation. Efforts have been made by both authors to publish reliable data and information relating to different applications... The best part of the book is that some exercises are explained explicitly with sufficient hints. The authors also review several books on time series by other researchers from 1971 to 2010...Overall, this book is a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis in a wide range of topics. The book is intended for masters and undergraduate students in mathematics, probability, economics, statistics, astrophysics, biomedical engineering, and neuroscience. However, students who are early in a relevant PhD programme should also read this book to gain fundamental background knowledge."
- Chitaranjan Mahapatra, ISCB News, July 2020
"One would never fail to notice the accessibility and the patience with which the authors introduce each of the topics in this classical textbook. The new edition successfully continues the style of the past editions, to be the one of the most accessible textbook on time series analysis. It introduces the topics with intuitions, followed with the most necessary technical details. I am particularly pleased that the R-code and data sets accompanying all the graphical analysis throughout the book, appear right where the definitions are introduced, satisfying the immediate curiosity of the readers. Together with the homework, they provide a nice platform to engage in description, explanation, prediction and control using time series data. Many data sets are updated or newly incorporated, relative to the previous version. A must-read for anyone interested in an introduction to time series."
- Feng Yao, West Virginia University
ISBN: 9781138066137
Dimensions: unknown
Weight: 725g
414 pages
7th edition