Time Series Modelling

doi:10.3390/books978-3-0365-2122-0

dc.contributor.editor	Weiss, Christian H.
dc.date.accessioned	2022-01-11T13:45:47Z
dc.date.available	2022-01-11T13:45:47Z
dc.date.issued	2021
dc.identifier	ONIX_20220111_9783036521213_641
dc.identifier.uri	https://directory.doabooks.org/handle/20.500.12854/76906
dc.description.abstract	The analysis and modeling of time series is of the utmost importance in various fields of application. This Special Issue is a collection of articles on a wide range of topics, covering stochastic models for time series as well as methods for their analysis, univariate and multivariate time series, real-valued and discrete-valued time series, applications of time series methods to forecasting and statistical process control, and software implementations of methods and models for time series. The proposed approaches and concepts are thoroughly discussed and illustrated with several real-world data examples.
dc.language	English
dc.subject.classification	thema EDItEUR::N History and Archaeology::NH History	en_US
dc.subject.other	time series
dc.subject.other	anomaly detection
dc.subject.other	unsupervised learning
dc.subject.other	kernel density estimation
dc.subject.other	missing data
dc.subject.other	multivariate time series
dc.subject.other	nonstationary
dc.subject.other	spectral matrix
dc.subject.other	local field potential
dc.subject.other	electric power
dc.subject.other	forecasting accuracy
dc.subject.other	machine learning
dc.subject.other	extended binomial distribution
dc.subject.other	INAR
dc.subject.other	thinning operator
dc.subject.other	time series of counts
dc.subject.other	unemployment rate
dc.subject.other	SARIMA
dc.subject.other	SETAR
dc.subject.other	Holt–Winters
dc.subject.other	ETS
dc.subject.other	neural network autoregression
dc.subject.other	Romania
dc.subject.other	integer-valued time series
dc.subject.other	bivariate Poisson INGARCH model
dc.subject.other	outliers
dc.subject.other	robust estimation
dc.subject.other	minimum density power divergence estimator
dc.subject.other	CUSUM control chart
dc.subject.other	INAR-type time series
dc.subject.other	statistical process monitoring
dc.subject.other	random survival rate
dc.subject.other	zero-inflation
dc.subject.other	cointegration
dc.subject.other	subspace algorithms
dc.subject.other	VARMA models
dc.subject.other	seasonality
dc.subject.other	finance
dc.subject.other	volatility fluctuation
dc.subject.other	Student’s t-process
dc.subject.other	entropy based particle filter
dc.subject.other	relative entropy
dc.subject.other	count data
dc.subject.other	time series analysis
dc.subject.other	Julia programming language
dc.subject.other	ordinal patterns
dc.subject.other	long-range dependence
dc.subject.other	multivariate data analysis
dc.subject.other	limit theorems
dc.subject.other	integer-valued moving average model
dc.subject.other	counting series
dc.subject.other	dispersion test
dc.subject.other	Bell distribution
dc.subject.other	count time series
dc.subject.other	estimation
dc.subject.other	overdispersion
dc.subject.other	multivariate count data
dc.subject.other	INGACRCH
dc.subject.other	state-space model
dc.subject.other	bank failures
dc.subject.other	transactions
dc.subject.other	periodic autoregression
dc.subject.other	integer-valued threshold models
dc.subject.other	parameter estimation
dc.subject.other	models
dc.title	Time Series Modelling
dc.type	book
oapen.identifier.doi	10.3390/books978-3-0365-2122-0
oapen.relation.isPublishedBy	46cabcaa-dd94-4bfe-87b4-55023c1b36d0
oapen.relation.isbn	9783036521213
oapen.relation.isbn	9783036521220
oapen.pages	372
oapen.place.publication	Basel, Switzerland

Files in this item

Files	Size	Format	View
There are no files associated with this item.

This item appears in the following Collection(s)

Imported or submitted locally

Show simple item record

Except where otherwise noted, this item's license is described as https://creativecommons.org/licenses/by/4.0/