{"product_id":"foundations-of-time-series-analysis-and-prediction-theory-hardback-9780471394341","title":"Foundations of Time Series Analysis and Prediction Theory (Hardback) 9780471394341","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eFoundations of Time Series Analysis and Prediction Theory\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cfont size=\"4\"\u003eMohsen Pourahmadi (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780471394341, Wiley\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 25 May 2001\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e448 pages, Tables: 10 B\u0026amp;W, 0 Color; Graphs: 23 B\u0026amp;W, 0 Color\u003cbr\u003e24.2 x 15.9 x 2.6 cm, 0.746 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cem\u003e\u003cfont size=\"3\"\u003e\"...provides a foundation for times series analysis and predictiontheory for researchers and advanced students...\" (SciTech BookNews, Vol. 25, No. 4, December 2001)\u003cbr\u003e \u003cbr\u003e \"...can be recommended as an excellent textbook (one of the bestwhich I have seen).\" (Mathematical Reviews, 2002f)\u003cbr\u003e \u003cbr\u003e \"...an excellent introduction to the remarkable developmentsduring the 20th century in the theory of time series analysis.\"(Journal of the American Statistical Association, December2002)\u003c\/font\u003e\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eFoundations of time series for researchers and students\u003cbr\u003e \u003cbr\u003e This volume provides a mathematical foundation for time seriesanalysis and prediction theory using the idea of regression and thegeometry of Hilbert spaces. It presents an overview of the tools oftime series data analysis, a detailed structural analysis ofstationary processes through various reparameterizations employingtechniques from prediction theory, digital signal processing, andlinear algebra. The author emphasizes the foundation and structureof time series and backs up this coverage with theory andapplication.\u003cbr\u003e \u003cbr\u003e End-of-chapter exercises provide reinforcement for self-study andappendices covering multivariate distributions and Bayesianforecasting add useful reference material. Further coveragefeatures:\u003cbr\u003e * Similarities between time series analysis and longitudinal dataanalysis\u003cbr\u003e * Parsimonious modeling of covariance matrices through ARMA-likemodels\u003cbr\u003e * Fundamental roles of the Wold decomposition andorthogonalization\u003cbr\u003e * Applications in digital signal processing and Kalmanfiltering\u003cbr\u003e * Review of functional and harmonic analysis and predictiontheory\u003cbr\u003e \u003cbr\u003e Foundations of Time Series Analysis and Prediction Theory guidesreaders from the very applied principles of time series analysisthrough the most theoretical underpinnings of prediction theory. Itprovides a firm foundation for a widely applicable subject forstudents, researchers, and professionals in diverse scientificfields.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePreface.\u003cbr\u003e \u003cbr\u003e Acknowledgements.\u003cbr\u003e \u003cbr\u003e Acronyms.\u003cbr\u003e \u003cbr\u003e Introduction.\u003cbr\u003e \u003cbr\u003e Time Series Analysis: One Long Series.\u003cbr\u003e \u003cbr\u003e Time Series Analysis: Many Short Series.\u003cbr\u003e \u003cbr\u003e Stationary ARMA Models.\u003cbr\u003e \u003cbr\u003e Stationary Processes.\u003cbr\u003e \u003cbr\u003e Parameterization and Prediction.\u003cbr\u003e \u003cbr\u003e Finite Prediction and Partial Correlations.\u003cbr\u003e \u003cbr\u003e Missing Values: Past and Future.\u003cbr\u003e \u003cbr\u003e Stationary Sequences in Hilbert Spaces.\u003cbr\u003e \u003cbr\u003e Stationarity and Hardy Spaces.\u003cbr\u003e \u003cbr\u003e Appendix A: Multivariate Distributions.\u003cbr\u003e \u003cbr\u003e Appendix B: The Bayesian Forecasting.\u003cbr\u003e \u003cbr\u003e References.\u003cbr\u003e \u003cbr\u003e Index.\u003cbr\u003e \u003cbr\u003e Author Index.\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Mathematics [\u003ca title=\"See our other books on Mathematics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Mathematics%20%5BPB%5D%22\"\u003ePB\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Wiley-Interscience","offers":[{"title":"Brand New","offer_id":52293466587416,"sku":"9780471394341","price":120.69,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9780471394341.jpg?v=1781640528","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/foundations-of-time-series-analysis-and-prediction-theory-hardback-9780471394341","provider":"Freshly Printed Books","version":"1.0","type":"link"}