Time Series Analysis and Its Applications / Edition 1

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"Time Series Analysis and Its Applications presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using non trivial data illustrate solutions to problems such as evaluating pain perception experiments using magnetic resonance imaging or monitoring a nuclear test ban treaty. The book is designed to be useful as a text for graduate-level students in the physical, biological, and social sciences and as a graduate-level text in statistics. Some parts may also serve as an undergraduate introductory course." "Theory and methodology are separated to allow presentations on different levels. Material from the earlier 1988 Prentice-Hall text Applied Statistical Time Series Analysis has been updated by adding modern developments involving categorical time series analysis and the spectral envelope, multivariate spectral methods, long memory series, nonlinear models, longitudinal data analysis, resampling techniques, ARCH models, stochastic volatility, wavelets, and Monte Carlo Markov chain integration methods. These odd to a classical coverage of time series regression, univariate and multivariate ARIMA models, spectral analysis, and state-space models. The book is complemented by offering accessibility, via the World Wide Web, to the data and an exploratory time series analysis program ASTSA for Windows that can be downloaded as Freeware."--BOOK JACKET.

"...includes techniques which are useful in dealing with data gathered in ares of economics, medicine as well as environmental studies where the data are measured over time all presented in a balanced, comprehensive style."

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Product Details

  • ISBN-13: 9780387989501
  • Publisher: Springer-Verlag New York, LLC
  • Publication date: 2/1/2000
  • Series: Texts in Statistics Series
  • Edition description: Older Edition
  • Edition number: 1
  • Pages: 572
  • Product dimensions: 6.45 (w) x 9.56 (h) x 1.27 (d)

Table of Contents

Ch. 1 Characteristics of Time Series
Ch. 2 Time Series Regression and ARIMA Models
Ch. 3 Spectral Analysis and Filtering
Ch. 4 State-Space and Multivariate ARMAX Models
Ch. 5 Statistical Methods in the Frequency Domain
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Sort by: Showing all of 3 Customer Reviews
  • Anonymous

    Posted October 29, 2003

    Worst of the worst

    This book is absolutely not for beginners. The organization of the content is terrible. They present the ideas in a stange manner that usually using the theorm first and then presenting it at the very last. A lot of typos in the problems. And one bad thing: They use their own strange NOTATIONS instead of common using statistics Notation, and keep changing it thourghout the book. Yeah, for example, the coeiffients of predictors have at least 5 different notations with the same meaning. So you confusing. Not recommended.

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  • Anonymous

    Posted October 31, 2000

    This is an excellent text.

    I am currently using this text to learn time series on my own. The text is lucid. Difficult concepts are explained in a clear manner, and the material is supported by interesting (rather than contrived) data analyses. After reading the first chapter, which is basically an introduction, you already have a wealth of knowledge about time series analysis and its capabilities. The other reviewer is completely off the mark. First, I have found no typos so far other than what is in the author's errata on their web site. Second, having the data available on the web, rather than on a disk, is a good idea because it keeps the cost of the text down. Third, the fact that the data are on the web is mentioned at least two places, on the back cover and in the preface. The level of the text is intermediate, and one should have a basic knowledge of calculus based statistics and linear regression. Bottom line: I highly recommend this text.

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  • Anonymous

    Posted October 18, 2000

    too many problems with this book

    this is one of the worst textbook I ever had. for one thing, there are many important type errors which take you hours to figure out. second, the book is not self-sufficient, you have to go to the author's website to get the data for exercise problems and, the worst thing, the book doesn't mention that! (how genius you have to be to figure that out?) third, the narrative is really lousy ---- this is a subjective evaluation, so judge by yourself when you have a chance to read it.

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