{"product_id":"a-course-in-time-series-analysis-9780471361640","title":"A Course in Time Series Analysis","description":"\u003cp\u003e • Author(s): Daniel Pe a.\u003cbr\u003e • Publisher: Wiley-Interscience\u003cbr\u003e • Publisher Imprint: Wiley-Interscience\u003cbr\u003e • BISAC: Probability \u0026amp; Statistics - Time Series\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cb\u003eNew statistical methods and future directions of research in time series\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e\u003ci\u003eA Course in Time Series Analysis\u003c\/i\u003e demonstrates how to build time series models for univariate and multivariate time series data. It brings together material previously available only in the professional literature and presents a unified view of the most advanced procedures available for time series model building. The authors begin with basic concepts in univariate time series, providing an up-to-date presentation of ARIMA models, including the Kalman filter, outlier analysis, automatic methods for building ARIMA models, and signal extraction. They then move on to advanced topics, focusing on heteroscedastic models, nonlinear time series models, Bayesian time series analysis, nonparametric time series analysis, and neural networks. Multivariate time series coverage includes presentations on vector ARMA models, cointegration, and multivariate linear systems. Special features include:\u003c\/p\u003e  *Contributions from eleven of the worldâ??s leading figures in time series *Shared balance between theory and application *Exercise series sets *Many real data examples *Consistent style and clear, common notation in all contributions *60 helpful graphs and tables  \u003cp\u003eRequiring no previous knowledge of the subject, \u003ci\u003eA Course in Time Series Analysis\u003c\/i\u003e is an important reference and a highly useful resource for researchers and practitioners in statistics, economics, business, engineering, and environmental analysis.\u003c\/p\u003e \u003cp\u003eAn Instructor's Manual presenting detailed solutions to all the problems in he book is available upon request from the Wiley editorial department.\u003c\/p\u003e","brand":"Wiley-Interscience","offers":[{"title":"Hardcover","offer_id":45201843683479,"sku":"9780471361640","price":21992.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9780471361640.webp?v=1767307663","url":"https:\/\/atlanticbooks.com\/products\/a-course-in-time-series-analysis-9780471361640","provider":"Atlantic Books","version":"1.0","type":"link"}