Introductory Time Series with R (Record no. 59395)

MARC details
000 -LEADER
fixed length control field 03675nam a22005175i 4500
001 - CONTROL NUMBER
control field 978-0-387-88698-5
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20251006084429.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr nn 008mamaa
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 100301s2009 xxu| s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780387886985
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 99780387886985
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/978-0-387-88698-5
Source of number or code doi
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Metcalfe, Andrew V.
Relator term author.
245 10 - TITLE STATEMENT
Title Introductory Time Series with R
Medium [electronic resource] /
Statement of responsibility, etc. by Andrew V. Metcalfe, Paul S.P. Cowpertwait.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture New York, NY :
Name of producer, publisher, distributor, manufacturer Springer New York,
Date of production, publication, distribution, manufacture, or copyright notice 2009.
300 ## - PHYSICAL DESCRIPTION
Extent XVI, 256 p.
Other physical details online resource.
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
347 ## - DIGITAL FILE CHARACTERISTICS
File type text file
Encoding format PDF
Source rda
490 1# - SERIES STATEMENT
Series statement Use R
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Time Series Data -- Correlation -- Forecasting Strategies -- Basic Stochastic Models -- Regression -- Stationary Models -- Non-stationary Models -- Long-Memory Processes -- Spectral Analysis -- System Identification -- Multivariate Models -- State Space Models.
520 ## - SUMMARY, ETC.
Summary, etc. Yearly global mean temperature and ocean levels, daily share prices, and the signals transmitted back to Earth by the Voyager space craft are all examples of sequential observations over time known as time series. This book gives you a step-by-step introduction to analysing time series using the open source software R. Each time series model is motivated with practical applications, and is defined in mathematical notation. Once the model has been introduced it is used to generate synthetic data, using R code, and these generated data are then used to estimate its parameters. This sequence enhances understanding of both the time series model and the R function used to fit the model to data. Finally, the model is used to analyse observed data taken from a practical application. By using R, the whole procedure can be reproduced by the reader. All the data sets used in the book are available on the website http://staff.elena.aut.ac.nz/Paul-Cowpertwait/ts/. The book is written for undergraduate students of mathematics, economics, business and finance, geography, engineering and related disciplines, and postgraduate students who may need to analyse time series as part of their taught programme or their research. Paul Cowpertwait is an associate professor in mathematical sciences (analytics) at Auckland University of Technology with a substantial research record in both the theory and applications of time series and stochastic models. Andrew Metcalfe is an associate professor in the School of Mathematical Sciences at the University of Adelaide, and an author of six statistics text books and numerous research papers. Both authors have extensive experience of teaching time series to students at all levels.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element STATISTICS.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element COMPUTER SCIENCE.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element MATHEMATICAL STATISTICS.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element ECONOMETRICS.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element MARKETING.
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element STATISTICS.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element ENVIRONMENTAL MONITORING/ANALYSIS.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element SIGNAL, IMAGE AND SPEECH PROCESSING.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element ECONOMETRICS.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element MARKETING.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element PROBABILITY AND STATISTICS IN COMPUTER SCIENCE.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element STATISTICAL THEORY AND METHODS.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Cowpertwait, Paul S.P.
Relator term author.
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
773 0# - HOST ITEM ENTRY
Title Springer eBooks
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Printed edition:
International Standard Book Number 9780387886978
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Use R
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://dx.doi.org/10.1007/978-0-387-88698-5">http://dx.doi.org/10.1007/978-0-387-88698-5</a>
Public note Ver el texto completo en las instalaciones del CICY
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-- ZDB-2-SMA
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Libros electrónicos
Holdings
Lost status Source of classification or shelving scheme Damaged status Not for loan Collection Home library Current library Shelving location Date acquired Total checkouts Date last seen Price effective from Koha item type
  Dewey Decimal Classification     Libro electrónico CICY CICY Libro electrónico 06.10.2025   06.10.2025 06.10.2025 Libros electrónicos