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Angewandte Zeitreihenanalyse Mit R by Rainer Schlittgen

Angewandte Zeitreihenanalyse Mit R

by Rainer Schlittgen
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Book cover type: Paperback
  • ISBN13: 9783110694093
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Walter de Gruyter
  • Publisher Imprint: Walter de Gruyter
  • Publication Date:
  • Pages: 350
  • Original Price: USD 51.99
  • Language: German
  • Edition: 4., Aktualisier
  • Item Weight: 681 grams
  • BISAC Subject(s): Statistics

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.

Schlittgen, Rainer: - Rainer Schlittgen; Cristina Sattarhoff, Universität Hamburg.

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