Time Series Analysis: Univariate and Multivariate Methods - Hardcover

Wei, William W.S.

Hardcover

ISBN 10: 0321322169 ISBN 13: 9780321322166

Publisher: Pearson, 2005

Synopsis

With its broad coverage of methodology, this comprehensive book is a useful learning and reference tool for those in applied sciences where analysis and research of time series is useful. Its plentiful examples show the operational details and purpose of a variety of univariate and multivariate time series methods. Numerous figures, tables and real-life time series data sets illustrate the models and methods useful for analyzing, modeling, and forecasting data collected sequentially in time. The text also offers a balanced treatment between theory and applications.

 

Time Series Analysis is a thorough introduction to both time-domain and frequency-domain analyses of univariate and multivariate time series methods, with coverage of the most recently developed techniques in the field.

Edition details

• Publisher: Pearson
• Publication date: 2005
• Language: English
• ISBN 10: 0321322169
• ISBN 13: 9780321322166
• Binding: Hardcover
• Edition number: 2
• Number of pages: 640