Introduction to State Space Time Series Analysis pdf epub mobi txt 電子書 下載2025
- Time_Series
- 狀態空間
- 時間序列
- state
- space
- Statistics
- NLP文庫
- Econometrics
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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Nice nontechnical introduction. It's enjoyable to go through the complete analysis of several data sets step by step. Most results can be replicated by using dlm package in R.
评分SS是現代TS研究的WORKHORSE，具有極強的兼容性和處理上的便捷……
评分Nice nontechnical introduction. It's enjoyable to go through the complete analysis of several data sets step by step. Most results can be replicated by using dlm package in R.
评分Nice nontechnical introduction. It's enjoyable to go through the complete analysis of several data sets step by step. Most results can be replicated by using dlm package in R.
评分Nice nontechnical introduction. It's enjoyable to go through the complete analysis of several data sets step by step. Most results can be replicated by using dlm package in R.
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