Angewandte Zeitreihenanalyse mit R
Language: German
Published by De Gruyter Oldenbourg, 2020
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
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Add to basketItem description from seller
Druck auf Anfrage Neuware - Printed after ordering - Dieses Buch präsentiert die wichtigsten Modelle und Verfahren der Zeitreihenanalyse, unter Nutzung der Programmiersprache R, in einer für Studierende und Anwender leicht zugänglichen Form.Der Schwerpunkt liegt auf dem Zeitbereich; speziell werden explorative Methoden, ARMA-Modelle mit ihren Erweiterungen, Prognosemethoden und Zeitreihenregressionen behandelt. Auch der Frequenzbereich wird geeignet vorgestellt. Weiter werden multivariate Zeitreihen, Zustandsraummodelle und Modelle für Heteroskedastizität behandelt.Die Methoden werden überwiegend an Hand einfacher Situationen verdeutlicht und mittels zahlreicher realer Beispiele illustriert. Die Beispiele stammen aus den Bereichen Wirtschaftswissenschaften, Biologie, Geologie, Medizin und Meteorologie. Bei den Beispielen wird der zugehörige R-Code jeweils angegeben und kommentiert. Die selbst geschriebenen Funktionen werden in einem eigenen R-Paket zur Verfügung gestellt. Zudem enthält jedes Kapitel eine Übersicht über die entsprechenden R-Funktionen der verschiedenen R-Pakete.Für die Neuauflage wurde der Text aktualisiert und einzelne Kapitel wurden erweitert.…
Seller Inventory # 9783110694093
- Title
- Angewandte Zeitreihenanalyse mit R
- Author
- Cristina Sattarhoff
- Publisher
- De Gruyter Oldenbourg
- Publication year
- 2020
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- German
- ISBN 10
- 3110694093
- ISBN 13
- 9783110694093
- Edition
- 4th Edition
- Item weight
- 692 grams
- Dimensions
- 240x170x23 mm
"Synopsis" may belong to another edition of this title.
About the Author
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