Time Series Analysis: With Applications in R
暫譯: 時間序列分析：R 語言應用實例

Cryer, Jonathan D., Chan, Kung-Sik

Time Series Analysis: With Applications in R

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商品描述

The theory and practice of time series analysis have developed rapidly since the appe- ance in 1970 of the seminal work of George E. P. Box and Gwilym M. Jenkins, Time Series Analysis: Forecasting and Control, now available in its third edition (1994) with co-author Gregory C. Reinsel. Many books on time series have appeared since then, but some of them give too little practical application, while others give too little theoretical background. This book attempts to present both application and theory at a level acc- sible to a wide variety of students and practitioners. Our approach is to mix application and theory throughout the book as they are naturally needed. The book was developed for a one-semester course usually attended by students in statistics, economics, business, engineering, and quantitative social sciences. Basic applied statistics through multiple linear regression is assumed. Calculus is assumed only to the extent of minimizing sums of squares, but a calculus-based introduction to statistics is necessary for a thorough understanding of some of the theory. However, required facts concerning expectation, variance, covariance, and correlation are reviewed in appendices. Also, conditional expectation properties and minimum mean square error prediction are developed in appendices. Actual time series data drawn from various disciplines are used throughout the book to illustrate the methodology. The book contains additional topics of a more advanced nature that can be selected for inclusion in a course if the instructor so chooses.

商品描述(中文翻譯)

自從1970年George E. P. Box和Gwilym M. Jenkins發表其開創性著作《時間序列分析：預測與控制》（Time Series Analysis: Forecasting and Control）以來，時間序列分析的理論和實踐迅速發展，該書目前已出版第三版（1994年），共同作者為Gregory C. Reinsel。自那時以來，許多關於時間序列的書籍相繼問世，但其中一些書籍提供的實用應用過少，而另一些則缺乏理論背景。本書旨在以適合各種學生和實務工作者的水平，呈現應用與理論。我們的做法是將應用與理論自然地混合在整本書中。該書是為一學期的課程而開發，通常由統計學、經濟學、商業、工程學和定量社會科學的學生參加。假設讀者具備基本的應用統計知識，並了解多元線性回歸。微積分的知識僅限於最小化平方和，但為了徹底理解某些理論，仍需具備基於微積分的統計學入門知識。然而，關於期望、方差、協方差和相關性的必要事實已在附錄中回顧。此外，條件期望性質和最小均方誤差預測的內容也在附錄中發展。全書使用來自各個學科的實際時間序列數據來說明方法論。本書還包含一些更高級的主題，若講師選擇，可以在課程中納入。

作者簡介

Jonathan Cryer is Professor Emeritus, University of Iowa, in the Department of Statistics and Actuarial Science. He is a Fellow of the American Statistical Association and received a Collegiate Teaching Award from the University of Iowa College of Liberal Arts and Sciences. He is the author of Statistics for Business: Data Analysis and Modeling, Second Edition, (with Robert B. Miller), the Minitab Handbook, Fifth Edition, (with Barbara Ryan and Brian Joiner), the Electronic Companion to Statistics (with George Cobb), Electronic Companion to Business Statistics (with George Cobb) and numerous research papers.

Kung-Sik Chan is Professor, University of Iowa, in the Department of Statistics and Actuarial Science. He is a Fellow of the American Statistical Association and the Institute of the Mathematical Statistics, and an Elected Member of the International Statistical Institute. He received a Faculty Scholar Award from the University of Iowa in 1996. He is the author of Chaos: A Statistical Perspective (with Howell Tong) and numerous research papers.

作者簡介(中文翻譯)

喬納森·克萊爾（Jonathan Cryer）是愛荷華大學（University of Iowa）統計與精算科學系的名譽教授。他是美國統計協會（American Statistical Association）的會士，並獲得愛荷華大學文理學院（University of Iowa College of Liberal Arts and Sciences）的大學教學獎。他是《商業統計：數據分析與建模》（Statistics for Business: Data Analysis and Modeling, Second Edition，與羅伯特·B·米勒（Robert B. Miller）合著）、《Minitab手冊》（Minitab Handbook, Fifth Edition，與芭芭拉·瑞安（Barbara Ryan）和布萊恩·喬伊納（Brian Joiner）合著）、《統計電子伴侶》（Electronic Companion to Statistics，與喬治·科布（George Cobb）合著）、《商業統計電子伴侶》（Electronic Companion to Business Statistics，與喬治·科布合著）以及多篇研究論文的作者。

陳公式（Kung-Sik Chan）是愛荷華大學統計與精算科學系的教授。他是美國統計協會（American Statistical Association）和數學統計學會（Institute of the Mathematical Statistics）的會士，並且是國際統計學會（International Statistical Institute）的當選會員。他於1996年獲得愛荷華大學的教職員學者獎（Faculty Scholar Award）。他是《混沌：統計視角》（Chaos: A Statistical Perspective，與霍威爾·唐（Howell Tong）合著）以及多篇研究論文的作者。

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