Jan G. De Gooijer
Elements of Nonlinear Time Series Analysis and Forecasting
Elements of Nonlinear Time Series Analysis and Forecasting
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This book provides an overview of the current state-of-the-art of nonlinear time series analysis, with examples, pseudocode algorithms, and real-world applications. It is suitable for graduate courses and advanced readers and covers time-domain and frequency-domain methods for univariate and multivariate time series. It also includes supporting concepts and tables, theoretical and empirical exercises, and an extensive solutions manual.
\n Format: Paperback / softback
\n Length: 618 pages
\n Publication date: 18 July 2018
\n Publisher: Springer International Publishing AG
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This comprehensive book offers a thorough exploration of the cutting-edge techniques in nonlinear time series analysis, providing a rich understanding of the field. Through a wealth of examples, pseudocode algorithms, and real-world applications, it provides a clear and accessible introduction to the subject. Rather than relying on a traditional theorem-proof format, it focuses on practical applications across a diverse range of empirical time series. Whether used in graduate courses or for advanced readers, this book offers valuable insights and knowledge. While it assumes a basic understanding of linear time series concepts, Markov chains, and Monte Carlo simulation methods, it is largely self-contained.
The book covers both time-domain and frequency-domain methods, enabling the analysis of univariate and multivariate time series. It distinguishes between parametric models and semi- and nonparametric models, allowing readers to specialize in their preferred approach. To enhance accessibility, key supporting concepts and specialized tables are appended at the end of each chapter. Additionally, each chapter concludes with a summary of the main findings, a list of key terms and concepts, and an extensive solutions manual.
By presenting a balance of theoretical explanations and practical applications, this book serves as an invaluable resource for researchers, students, and practitioners in the field of nonlinear time series analysis. Its comprehensive coverage and user-friendly approach make it an essential tool for anyone seeking to advance their understanding of this dynamic and rapidly evolving area of study.
\n Weight: 1198g\n
Dimension: 178 x 254 x 40 (mm)\n
ISBN-13: 9783319827704\n
Edition number: Softcover reprint of the original 1st ed. 2017\n
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