The goals of this text are to develop the skills and an appreciation for the richness and versatility of modern time series analysis as a tool for analyzing dependent data. A useful feature of the presentation is the inclusion of nontrivial data sets illustrating the richness of potential applications to problems in the biological, physical, and social sciences as well as medicine. The text presents a balanced and comprehensive treatment of both time and frequency domain methods with an emphasis on data analysis.
Numerous examples using data illustrate solutions to problems such as discovering natural and anthropogenic climate change, evaluating pain perception experiments using functional magnetic resonance imaging, and the analysis of economic and financial problems. The text can be used for a one semester/quarter introductory time series course where the prerequisites are an understanding of linear regression, basic calculus-based probability skills, and math skills at the high school level. All of the numerical examples use the R statistical package without assuming that the reader has previously used the software.
Robert H. Shumway is Professor Emeritus of Statistics, University of California, Davis. He is a Fellow of the American Statistical Association and has won the American Statistical Association Award for Outstanding Statistical Application. He is the author of numerous texts and served on editorial boards such as the Journal of Forecasting and the Journal of the American Statistical Association.
David S. Stoffer is Professor of Statistics, University of Pittsburgh. He is a Fellow of the American Statistical Association and has won the American Statistical Association Award for Outstanding Statistical Application. He is currently on the editorial boards of the Journal of Forecasting, the Annals of Statistical Mathematics, and the Journal of Time Series Analysis. He served as a Program Director in the Division of Mathematical Sciences at the National Science Foundation and as an Associate Editor for the Journal of the American Statistical Association and the Journal of Business & Economic Statistics.
- 2019 Taylor & Francis Group, LLC
Choosing a Book Format
EPUB is the standard publishing format used by many e-book readers including iBooks, Easy Reader, VoiceDream Reader, etc. This is the most popular and widely used format.
DAISY format is used by GoRead, Read2Go and most Kurzweil devices.
Audio (MP3) format is used by audio only devices, such as iPod.
Braille format is used by Braille output devices.
DAISY Audio format works on DAISY compatible players such as Victor Reader Stream.
Accessible Word format can be unzipped and opened in any tool that supports .docx files.