Time Series: A First Course with Bootstrap Starter

Time Series: A First Course with Bootstrap Starter is an introductory course on time series analysis that covers mathematical completeness, computational illustration, and conciseness, with a focus on geometric notions, frequency domain, entropy maximization, and recent computer-intensive methods. It includes over 600 exercises and supplements with a website and R code.

\n Format: Paperback / softback
\n Length: 586 pages
\n Publication date: 30 June 2021
\n Publisher: Taylor & Francis Ltd
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Time Series: A First Course with Bootstrap Starter is an introductory course on time series analysis that meets the three key criteria of mathematical completeness, computational illustration and implementation, and conciseness and accessibility to upper-level undergraduate and M.S. students. The book presents fundamental theoretical results in a mathematically convincing manner, while also developing data analysis methods through examples and exercises in the R programming language. A student with a basic course in mathematical statistics will gain proficiency in both analyzing time series and interpreting the results.

The book provides a comprehensive foundation for time series methods, including linear filters and a geometric approach to prediction. It delves into the important paradigm of ARMA models, studying them in depth along with frequency domain methods. Entropy and other information theoretic notions are introduced, with applications to time series modeling. The second half of the book focuses on statistical inference, fitting time series models, and computational aspects of forecasting.

One distinctive feature of the book is its emphasis on geometric notions and the frequency domain, along with the discussion of entropy maximization. It also provides a thorough treatment of recent computer-intensive methods for time series, such as subsampling and the bootstrap. The book includes over 600 exercises, half of which involve R coding and/or data analysis.

Supplements to the book include a website with 12 key data sets and all R code for the book's examples, as well as the solutions to exercises. This resource enhances the learning experience and allows students to apply the concepts learned in the book to real-world data.

Overall, Time Series: A First Course with Bootstrap Starter is an excellent resource for students and researchers interested in time series analysis. Its comprehensive coverage, mathematical rigor, and practical applications make it an invaluable tool for understanding and analyzing time series data.

\n Weight: 870g\n
Dimension: 159 x 234 x 43 (mm)\n
ISBN-13: 9781032083308\n \n