Time Series Analysis and Its Applications : With R Examples - Robert H. Shumway

Time Series Analysis and Its Applications

With R Examples

By: Robert H. Shumway, David S. Stoffer

Hardcover | 28 February 2025 | Edition Number 5

At a Glance

Hardcover


$243.04

or 4 interest-free payments of $60.76 with

 or 

This title is not currently in stock at the Booktopia Warehouse and needs to be ordered from our supplier.

This 5th edition of this popular graduate textbook, presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. It includes numerous examples using nontrivial data illustrate solutions to problems such as discovering natural and anthropogenic climate change, evaluating pain perception experiments using functional magnetic resonance imaging, and monitoring a nuclear test ban treaty. The R package 'astsa' has had major updates and the text will reflect those updates. In general, the graphics have been improved. New topics include random number generation, modeling and fitting predator-prey interactions, more emphasis on structural models, testing for linearity, discussion of EM algorithm is more extensive, Bayesian analysis of state space models and MCMC is more extensive (including new scripts in astsa), particle methods are introduced, stochastic volatility coverage is expanded, changepoint detection is introduced (new topic).

The book is designed as a textbook for graduate level students in the physical, biological, and social sciences and as a graduate level text in statistics. Some parts may also serve as an undergraduate introductory course. Theory and methodology are separated to allow presentations on different levels. In addition to coverage of classical methods of time series regression, ARIMA models, spectral analysis and state-space models, the text includes modern developments including categorical time series analysis, multivariate spectral methods, long memory series, nonlinear models, resampling techniques, GARCH models, ARMAX models, stochastic volatility, wavelets, and Markov chain Monte Carlo integration methods.

This edition includes R code for each numerical example in addition to Appendix R, which provides a reference for the data sets and R scripts used in the text in addition to a tutorial on basic R commands and R time series. An additional file is available on the book's website for download, making all the data sets and scripts easy to load into R.


More in Probability & Statistics

Discovering Statistics Using IBM SPSS Statistics : (Paperback plus Ebook) 5ed - Andy Field
The Maths Book : Big Ideas Simply Explained - DK

RRP $42.99

$36.50

15%
OFF
On the Edge : The Art of Risking Everything - Nate Silver

RRP $36.99

$33.25

10%
OFF
Statistics for The Behavioral Sciences : 10th Edition - Frederick J. Gravetter
The Art of Statistics : Learning from Data - David Spiegelhalter
Statistics Using Stata : 3rd Edition - An Integrative Approach - Daphna  Harel
Statistics Without Tears : An Introduction For Non-Mathematicians - Derek Rowntree
Mathematical Statistics with Applications : 7th Edition - Dennis Wackerly
Multivariate Data Analysis : 8th Edition - Joseph F. Hair

RRP $169.95

$137.95

19%
OFF
Introduction to Medical Statistics : 4th edition - Martin Bland

RRP $70.95

$62.35

12%
OFF
Sampling : 3rd Edition - Design and Analysis - Sharon L. Lohr

RRP $145.00

$120.25

17%
OFF
Psychology Statistics For Dummies : For Dummies - Donncha Hanna

RRP $39.95

$35.25

12%
OFF
ISE Business Statistics and Analytics in Practice : 9th Edition - Bruce L. Bowerman
Business Research Methods : 14th edition - Pamela S. Schindler

RRP $159.95

$141.90

11%
OFF
Introductory Econometrics for Finance : 4th edition - Chris  Brooks

RRP $101.95

$84.35

17%
OFF
Statistics in a Nutshell : In a Nutshell - Sarah Boslaugh

RRP $104.50

$46.90

55%
OFF
Tidy Modeling with R : A Framework for Modeling in the Tidyverse - Julia Silge