Elements of nonlinear time series analysis and forecasting / Jan G. De Gooijer.
Material type:
TextSeries: Springer series in statisticsPublication details: Cham : Springer, 2017.Description: xxi, 618 pages : illustrations (some color) ; 27 cmISBN: - 9783319432519 (alk. paper)
- 000SA.3 23 D319
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 000SA.3 D319 (Browse shelf(Opens below)) | Available | 138268 |
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| 000SA.3 B857 Time series | 000SA.3 C334 State-space methods for time series analysis : | 000SA.3 D263 Handbook of discrete-valued time series / | 000SA.3 D319 Elements of nonlinear time series analysis and forecasting / | 000SA.3 D438 Basic data analysis for time series with R / | 000SA.3 D728 Nonlinear times series : | 000SA.3 G633 Multivariate time series with linear state space structure / |
Includes bibliographical references and index.
1. Introduction and some basic concepts --
2. Classic nonlinear models --
3. Probabilistic properties --
4. Frequency-domain tests --
5. Time-domain linearity tests --
6. Model estimation, selection, and checking --
7. Tests for serial independence --
8. Time-reversibility --
9. Semi-and nonparametric forecasting --
10. Forecasting --
11. Vector parametric models and methods --
12. Vector semi-and nonparametric methods.
This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications.
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