Singular Spectrum Analysis: Using R

-15% su kodu: ENG15
89,74 
Įprasta kaina: 105,58 
-15% su kodu: ENG15
Kupono kodas: ENG15
Akcija baigiasi: 2025-03-03
-15% su kodu: ENG15
89,74 
Įprasta kaina: 105,58 
-15% su kodu: ENG15
Kupono kodas: ENG15
Akcija baigiasi: 2025-03-03
-15% su kodu: ENG15
2025-02-28 105.5800 InStock
Nemokamas pristatymas į paštomatus per 11-15 darbo dienų užsakymams nuo 10,00 

Knygos aprašymas

This book provides a broad introduction to computational aspects of Singular Spectrum Analysis (SSA) which is a non-parametric technique and requires no prior assumptions such as stationarity, normality or linearity of the series. This book is unique as it not only details the theoretical aspects underlying SSA, but also provides a comprehensive guide enabling the user to apply the theory in practice using the R software. Further, it provides the user with step- by- step coding and guidance for the practical application of the SSA technique to analyze their time series databases using R. The first two chapters present basic notions of univariate and multivariate SSA and their implementations in R environment. The next chapters discuss the applications of SSA to change point detection, missing-data imputation, smoothing and filtering. This book is appropriate for researchers, upper level students (masters level and beyond) and practitioners wishing to revive their knowledge of times series analysis or to quickly learn about the main mechanisms of SSA.

Informacija

Autorius: Rahim Mahmoudvand, Hossein Hassani,
Serija: Palgrave Advanced Texts in Econometrics
Leidėjas: Palgrave Macmillan UK
Išleidimo metai: 2018
Knygos puslapių skaičius: 164
ISBN-10: 1137409509
ISBN-13: 9781137409508
Formatas: 216 x 153 x 14 mm. Knyga kietu viršeliu
Kalba: Anglų

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