Handbook of Discrete-Valued Time Series - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Handbook of Discrete-Valued Time Series write by Richard A. Davis. This book was released on 2016-01-06. Handbook of Discrete-Valued Time Series available in PDF, EPUB and Kindle. Model a Wide Range of Count Time Series Handbook of Discrete-Valued Time Series presents state-of-the-art methods for modeling time series of counts and incorporates frequentist and Bayesian approaches for discrete-valued spatio-temporal data and multivariate data. While the book focuses on time series of counts, some of the techniques discussed ca
An Introduction to Discrete-Valued Time Series
An Introduction to Discrete-Valued Time Series - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook An Introduction to Discrete-Valued Time Series write by Christian H. Weiss. This book was released on 2018-02-05. An Introduction to Discrete-Valued Time Series available in PDF, EPUB and Kindle. A much-needed introduction to the field of discrete-valued time series, with a focus on count-data time series Time series analysis is an essential tool in a wide array of fields, including business, economics, computer science, epidemiology, finance, manufacturing and meteorology, to name just a few. Despite growing interest in discrete-valued time series—especially those arising from counting specific objects or events at specified times—most books on time series give short shrift to that increasingly important subject area. This book seeks to rectify that state of affairs by providing a much needed introduction to discrete-valued time series, with particular focus on count-data time series. The main focus of this book is on modeling. Throughout numerous examples are provided illustrating models currently used in discrete-valued time series applications. Statistical process control, including various control charts (such as cumulative sum control charts), and performance evaluation are treated at length. Classic approaches like ARMA models and the Box-Jenkins program are also featured with the basics of these approaches summarized in an Appendix. In addition, data examples, with all relevant R code, are available on a companion website. Provides a balanced presentation of theory and practice, exploring both categorical and integer-valued series Covers common models for time series of counts as well as for categorical time series, and works out their most important stochastic properties Addresses statistical approaches for analyzing discrete-valued time series and illustrates their implementation with numerous data examples Covers classical approaches such as ARMA models, Box-Jenkins program and how to generate functions Includes dataset examples with all necessary R code provided on a companion website An Introduction to Discrete-Valued Time Series is a valuable working resource for researchers and practitioners in a broad range of fields, including statistics, data science, machine learning, and engineering. It will also be of interest to postgraduate students in statistics, mathematics and economics.
Hidden Markov and Other Models for Discrete- valued Time Series
Hidden Markov and Other Models for Discrete- valued Time Series - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Hidden Markov and Other Models for Discrete- valued Time Series write by Iain L. MacDonald. This book was released on 1997-01-01. Hidden Markov and Other Models for Discrete- valued Time Series available in PDF, EPUB and Kindle. Discrete-valued time series are common in practice, but methods for their analysis are not well-known. In recent years, methods have been developed which are specifically designed for the analysis of discrete-valued time series. Hidden Markov and Other Models for Discrete-Valued Time Series introduces a new, versatile, and computationally tractable class of models, the "hidden Markov" models. It presents a detailed account of these models, then applies them to data from a wide range of diverse subject areas, including medicine, climatology, and geophysics. This book will be invaluable to researchers and postgraduate and senior undergraduate students in statistics. Researchers and applied statisticians who analyze time series data in medicine, animal behavior, hydrology, and sociology will also find this information useful.
Stochastic Models, Statistics and Their Applications
Stochastic Models, Statistics and Their Applications - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Models, Statistics and Their Applications write by Ansgar Steland. This book was released on 2015-02-04. Stochastic Models, Statistics and Their Applications available in PDF, EPUB and Kindle. This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, change-point analysis and detection, empirical processes, time series analysis, survival analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, experiment design, and stochastic models in engineering. Stochastic models and related statistical procedures play an important part in furthering our understanding of the challenging problems currently arising in areas of application such as the natural sciences, information technology, engineering, image analysis, genetics, energy and finance, to name but a few. This collection arises from the 12th Workshop on Stochastic Models, Statistics and Their Applications, Wroclaw, Poland.
Copula-Based Markov Models for Time Series
Copula-Based Markov Models for Time Series - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Copula-Based Markov Models for Time Series write by Li-Hsien Sun. This book was released on 2020-07-01. Copula-Based Markov Models for Time Series available in PDF, EPUB and Kindle. This book provides statistical methodologies for time series data, focusing on copula-based Markov chain models for serially correlated time series. It also includes data examples from economics, engineering, finance, sport and other disciplines to illustrate the methods presented. An accessible textbook for students in the fields of economics, management, mathematics, statistics, and related fields wanting to gain insights into the statistical analysis of time series data using copulas, the book also features stand-alone chapters to appeal to researchers. As the subtitle suggests, the book highlights parametric models based on normal distribution, t-distribution, normal mixture distribution, Poisson distribution, and others. Presenting likelihood-based methods as the main statistical tools for fitting the models, the book details the development of computing techniques to find the maximum likelihood estimator. It also addresses statistical process control, as well as Bayesian and regression methods. Lastly, to help readers analyze their data, it provides computer codes (R codes) for most of the statistical methods.
