Practical Time Series Analysis in Natural Sciences By V. E. Privalskii

Category

Solar system: the sun & planet

Store

Wordery

Brand

Springer international publish

Practical Time Series Analysis in Natural Sciences : Springer : 9783031168901 : 3031168909 : 10 Mar 2023 : 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

119.99 GBP