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Applied time series analysis.


Applied time series analysis.

Woodward, Wayne A. et al.

CRC Press


540 pages



Statistics; textbooks and monographs


This text for first- and second-semester time series courses covers areas that are not typically dealt with in other texts, such as long-memory models and data with time-varying frequencies/autocorrelations. Students will learn how to model, forecast, and identify the underlying components of a time series in order to solve real problems. No previous knowledge of the frequency domain is assumed. After an introduction to stationarity and an analysis of stationary time series from both the time and frequency domains, the text covers topics such as linear filters, various stationary and non-stationary time series models, and wavelets. Chapter exercises are included. It is strongly recommended that the text be used in combination with a Windows-based software program called GW-WINKS, which can be found on a website. The software is designed to help students understand time series models and analyze data. Woodward is affiliated with Southern Methodist University.

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Publication:Reference & Research Book News
Article Type:Book review
Date:Feb 1, 2012
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