Time series analysis.9781420059670 Time series analysis. Madsen, Henrik. Chapman & Hall/CRC 2008 380 pages $79.95 Hardcover Chapman & Hall/CRC texts in statistical science series; v.72 QA280 Statisticians Statisticians or people who made notable contributions to the theories of statistics, or related aspects of probability, or machine learning: A to E
 -dimensional vector denoted and linear stochastic processes, as
well as graduate students in engineering or science, will find plenty of
material here on the mathematical and statistical background needed to
understand time series analysis and modeling. Madsen (Technical U. of
Denmark) builds his chapters very logically an introduces more advanced
models and concepts as he progresses, making this work as a self-study
guide for the professional as well as a classroom text. He starts with
very interesting real-world applications of time series, then covers
multivariate random variables A multivariate random variable or random vector is a vector X = (X1, ..., Xn) whose components are scalar-valued random variables on the same probability space (Ω, P). , methods based on regression, linear
dynamic systems, stochastic processes, spectral analysis, linear systems
and stochastic processes, multivariate time series, recursive See recursion. recursive - recursion and estimation. The exercises are very helpful and Madsen also provides extra material on partial autocorrelations and some results from trigonometry trigonometry [Gr.,=measurement of triangles], a specialized area of geometry concerned with the properties of and relations among the parts of a triangle. Spherical trigonometry is concerned with the study of triangles on the surface of a sphere rather than in the . ([c]20082005 Book News, Inc., Portland, OR) |
|
||||||||||||||||
Printer friendly
Cite/link
Email
Feedback
Reader Opinion