Introduction to State Space Time Series Analysis 在線電子書 圖書標籤: Time_Series 狀態空間 時間序列 state space Statistics NLP文庫 Econometrics
發表於2024-12-24
Introduction to State Space Time Series Analysis 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024
術語、概念和技術處理的內涵並沒有講述清楚,內容過於單薄,總的來說過於蜻蜓點水瞭;不值一讀~~~
評分Nice nontechnical introduction. It's enjoyable to go through the complete analysis of several data sets step by step.
評分SS是現代TS研究的WORKHORSE,具有極強的兼容性和處理上的便捷……
評分SS是現代TS研究的WORKHORSE,具有極強的兼容性和處理上的便捷……
評分SS是現代TS研究的WORKHORSE,具有極強的兼容性和處理上的便捷……
Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. The only background required in order to understand the material presented in the book is a basic knowledge of classical linear regression models, of which a brief review is provided to refresh the reader's knowledge. Also, a few sections assume familiarity with matrix algebra, however, these sections may be skipped without losing the flow of the exposition. The book offers a step by step approach to the analysis of the salient features in time series such as the trend, seasonal, and irregular components. Practical problems such as forecasting and missing values are treated in some detail. This useful book will appeal to practitioners and researchers who use time series on a daily basis in areas such as the social sciences, quantitative history, biology and medicine. It also serves as an accompanying textbook for a basic time series course in econometrics and statistics, typically at an advanced undergraduate level or graduate level.
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Introduction to State Space Time Series Analysis 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024