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Foundations of Time Series Analysis and Prediction Theory
Mohsen Pourahmadi
€ 214.06
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Description for Foundations of Time Series Analysis and Prediction Theory
Hardcover. This text provides a mathematical foundation for prediction theory and time series analysis using the geometry of Hilbert spaces. Emphasis is on foundation and structure, supported by theory, application and exercises to provide reinforcement and to extend discussions. Series: Wiley Series in Probability and Statistics. Num Pages: 448 pages, Ill. BIC Classification: PBT. Category: (G) General (US: Trade); (P) Professional & Vocational; (UU) Undergraduate. Dimension: 242 x 159 x 26. Weight in Grams: 737.
Foundations of time series for researchers and students
This volume provides a mathematical foundation for time seriesanalysis and prediction theory using the idea of regression and thegeometry of Hilbert spaces. It presents an overview of the tools oftime series data analysis, a detailed structural analysis ofstationary processes through various reparameterizations employingtechniques from prediction theory, digital signal processing, andlinear algebra. The author emphasizes the foundation and structureof time series and backs up this coverage with theory andapplication.
End-of-chapter exercises provide reinforcement for self-study andappendices covering multivariate distributions and Bayesianforecasting add useful reference material. Further coveragefeatures:
... Read more
Foundations of time series for researchers and students
This volume provides a mathematical foundation for time seriesanalysis and prediction theory using the idea of regression and thegeometry of Hilbert spaces. It presents an overview of the tools oftime series data analysis, a detailed structural analysis ofstationary processes through various reparameterizations employingtechniques from prediction theory, digital signal processing, andlinear algebra. The author emphasizes the foundation and structureof time series and backs up this coverage with theory andapplication.
End-of-chapter exercises provide reinforcement for self-study andappendices covering multivariate distributions and Bayesianforecasting add useful reference material. Further coveragefeatures:
... Read more
Product Details
Format
Hardback
Publication date
2001
Publisher
John Wiley and Sons Ltd United States
Number of pages
448
Condition
New
Series
Wiley Series in Probability and Statistics
Number of Pages
448
Place of Publication
, United States
ISBN
9780471394341
SKU
V9780471394341
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Mohsen Pourahmadi
MOHSEN POURAHMADI, PhD, is Professor and Director of the Division of Statistics at Northern Illinois University in DeKalb, Illinois.
Reviews for Foundations of Time Series Analysis and Prediction Theory
"...provides a foundation for times series analysis and predictiontheory for researchers and advanced students..." (SciTech BookNews, Vol. 25, No. 4, December 2001) "...can be recommended as an excellent textbook (one of the bestwhich I have seen)." (Mathematical Reviews, 2002f) "...an excellent introduction to the remarkable developmentsduring the 20th century in the theory of time ... Read more