Foundations of Time Series Analysis and Prediction Theory (Hardcover)
Language: English
Published by John Wiley & Sons Inc, New York, 2001
- Hardcover
- New
Seller: CitiRetail, Stevenage, United KingdomCitiRetail
AbeBooks seller since June 29, 2022
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£ 166.49
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Hardcover. Foundations of time series for researchers and students This volume provides a mathematical foundation for time seriesanalysis and prediction theory using the idea of regression and thegeometry of Hilbert spaces. It presents an overview of the tools oftime series data analysis, a detailed structural analysis ofstationary processes through various reparameterizations employingtechniques from prediction theory, digital signal processing, andlinear algebra. The author emphasizes the foundation and structureof time series and backs up this coverage with theory andapplication. End-of-chapter exercises provide reinforcement for self-study andappendices covering multivariate distributions and Bayesianforecasting add useful reference material. Further coveragefeatures: * Similarities between time series analysis and longitudinal dataanalysis * Parsimonious modeling of covariance matrices through ARMA-likemodels * Fundamental roles of the Wold decomposition andorthogonalization * Applications in digital signal processing and Kalmanfiltering * Review of functional and harmonic analysis and predictiontheory Foundations of Time Series Analysis and Prediction Theory guidesreaders from the very applied principles of time series analysisthrough the most theoretical underpinnings of prediction theory. Itprovides a firm foundation for a widely applicable subject forstudents, researchers, and professionals in diverse scientificfields. This book provides a mathematical foundation for prediction theory and time series analysis using the idea of regression (prediction) and the geometry of Hilbert spaces. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. …
Seller Inventory # 9780471394341
- Title
- Foundations of Time Series Analysis and Prediction Theory (Hardcover)
- Author
- Mohsen Pourahmadi
- Publisher
- John Wiley & Sons Inc, New York
- Publication year
- 2001
- Condition
- new
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0471394343
- ISBN 13
- 9780471394341
This volume provides a mathematical foundation for time seriesanalysis and prediction theory using the idea of regression and thegeometry of Hilbert spaces. It presents an overview of the tools oftime series data analysis, a detailed structural analysis ofstationary processes through various reparameterizations employingtechniques from prediction theory, digital signal processing, andlinear algebra. The author emphasizes the foundation and structureof time series and backs up this coverage with theory andapplication.
End-of-chapter exercises provide reinforcement for self-study andappendices covering multivariate distributions and Bayesianforecasting add useful reference material. Further coveragefeatures:
* Similarities between time series analysis and longitudinal dataanalysis
* Parsimonious modeling of covariance matrices through ARMA-likemodels
* Fundamental roles of the Wold decomposition andorthogonalization
* Applications in digital signal processing and Kalmanfiltering
* Review of functional and harmonic analysis and predictiontheory
Foundations of Time Series Analysis and Prediction Theory guidesreaders from the very applied principles of time series analysisthrough the most theoretical underpinnings of prediction theory. Itprovides a firm foundation for a widely applicable subject forstudents, researchers, and professionals in diverse scientificfields.
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CitiRetail
Stevenage, United Kingdom
AbeBooks seller since June 29, 2022
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