Applied Time Series Analysis

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  • Edition: 1st
  • Format: Hardcover
  • Copyright: 2011-10-26
  • Publisher: CRC Press
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Virtually any random process that develops chronologically can be viewed as a time series. This textbook presents real-world examples from the fields of engineering, economics, medicine, biology, and chemistry to promote a solid understanding of the data and associated methods. The text explores many important new methodologies that have developed in time series, such as ARCH and GARCH processes, time varying autocorrelations, time varying frequencies (TVF), autoregressive processes with time-dependent coefficients, wavelets, and more. The authors also provide a Windows-based time series software package.

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