Practical Time Series Analysis in Natural Sciences

Name: Practical Time Series Analysis in Natural Sciences
Brand: Springer Nature
SKU: 9783031168901
Availability: InStock

Practical Time Series Analysis in Natural Sciences

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9783031168901

Condition

New

0 Reviews

0 Questions | 0 Answers

Product Description

This book presents an easy-to-use tool for time series analysis and allows the user to concentrate upon studying time series properties rather than upon how to calculate the necessary estimates. The two attached programs provide, in one run of the program, a time and frequency domain description of scalar or multivariate time series approximated with a sequence of autoregressive models of increasing orders. The optimal orders are chosen by five order selection criteria. The results for scalar time series include time domain stochastic difference equations, spectral density estimates, predictability properties, and a forecast of scalar time series based upon the Kolmogorov-Wiener theory. For the bivariate and trivariate time series, the results contain a time domain description with multivariate stochastic difference equations, statistical predictability criterion, and information for calculating feedback and Granger causality properties in the bivariate case. The frequency domain information includes spectral densities, ordinary, multiple, and partial coherence functions, ordinary and multiple coherent spectra, gain, phase, and time lag factors. The programs seem to be unique and using them does not require professional knowledge of theory of random processes. The book contains many examples including three from engineering.

Available Colors

N/A

Available Sizes

N/A

1 Offer Price Range: $109.99 - $109.99

BEST PRICE

Single Product Purchase

$99.00

@ Link.springer.com with extra coupon Get Coupon & BUY

Price Comparison

Seller	Contact Seller	List Price	On Sale	Shipping	Best Promo	Final Price	Volume Discount	Financing	Availability	Seller's Page
BEST PRICE 1 Product Purchase @ Link.springer.com Rate Seller This functionality is for registered users only. Go to Login/Register		$109.99	$109.99		10% OFF This deals requires coupon Get Code Here your10off @ Link.springer.com Deals Ends 31/08/2025	$99.00		See Site	In stock	Visit Store