请选择 进入手机版 | 继续访问电脑版
楼主: abaobao
18391 71

[学科前沿] [下载] Chris Chatfield : The Analysis of Time Series: An Introduction, 6 Ed [推广有奖]

  • 13关注
  • 1粉丝

讲师

25%

还不是VIP/贵宾

-

威望
0
论坛币
4186 个
通用积分
2.3881
学术水平
2 点
热心指数
2 点
信用等级
2 点
经验
352 点
帖子
783
精华
0
在线时间
125 小时
注册时间
2005-2-22
最后登录
2017-7-23

abaobao 发表于 2009-7-23 11:06:40 |显示全部楼层 |坛友微信交流群
相似文件 换一批

+2 论坛币
k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群
赵安豆老师微信:zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

感谢您参与论坛问题回答

经管之家送您两个论坛币!

+2 论坛币
The Analysis of Time Series: An Introduction, Sixth Edition (Texts in Statistical Science)
By Chris Chatfield

Publisher:   Chapman & Hall/CRC
Number Of Pages:   352
Publication Date:   2003-07-29
ISBN-10 / ASIN:   1584883170
ISBN-13 / EAN:   9781584883173

Since 1975, The Analysis of Time Series: An Introduction has introduced legions of statistics students and researchers to the theory and practice of time series analysis. With each successive edition, best-selling author Chris Chatfield has honed and refined his presentation, updated the material to reflect advances in the field, and presented interesting new data sets.The sixth edition is no exception. It provides an accessible, comprehensive introduction to the theory and practice of time series analysis. The treatment covers a wide range of topics, including ARIMA probability models, forecasting methods, spectral analysis, linear systems, state-space models, and the Kalman filter. It also addresses nonlinear, multivariate, and long-memory models. The author has carefully updated each chapter, added new discussions, incorporated new datasets, and made those datasets available for download. Highlights of the Sixth Edition:·A new section on Handling Real Data·New discussion on prediction intervals·A completely revised and restructured chapter on more advanced topics, with new material on the aggregation of time series, analyzing time series in finance, and discrete-valued time series·A new chapter of Examples and Practical Advice·Thorough updates and revisions throughout the text that reflect recent developments and dramatic changes in computing practices over the last few yearsThe analysis of time series can be a difficult topic, but as this book has demonstrated for two-and-a-half decades, it does not have to be daunting. The accessibility, polished presentation, and broad coverage of The Analysis of Time Series make it simply the best introduction to the subject available.

Contents
  
   Preface to the Sixth Edition     xi

   Abbreviations and Notation     xiii

  
1   Introduction
     1.1  Some Representative Time Series
     1.2  Terminology
     1.3  Objectives of Time-Series Analysis
     1.4  Approaches to Time-Series Analysis
     1.5  Review of Books on Time Series
  
2   Simple Descriptive Techniques
     2.1  Types of Variation
     2.2  Stationary Time Series
     2.3  The Time Plot
     2.4  Transformations
     2.5  Analysing Series that Contain a Trend
     2.6  Analysing Series that Contain Seasonal Variation
     2.7  Autocorrelation and the Correlogram
     2.8  Other Tests of Randomness
     2.9  Handling Real Data
  
3   Some Time-Series Models
     3.1  Stochastic Processes and Their Properties
     3.2  Stationary Processes
     3.3  Some Properties of the Autocorrelation Function
     3.4  Some Useful Models
     3.5  The Wold Decomposition Theorem
   
4   Fitting Time-Series Models in the Time Domain
     4.1  Estimating Autocovariance and Autocorrelation Functions
     4.2  Fitting an Autoregressive Process
     4.3  Fitting a Moving Average Process
     4.4  Estimating Parameters of an ARMA Model
     4.5  Estimating Parameters of an ARIMA Model
     4.6  Box-Jenkins Seasonal ARIMA Models
     4.7  Residual Analysis
     4.8  General Remarks on Model Building

5   Forecasting
     5.1  Introduction
     5.2  Univariate Procedures
     5.3  Multivariate Procedures
     5.4  Comparative Review of Forecasting Procedures
     5.5  Some Examples
     5.6  Prediction Theory
  
6   Stationary Processes in the Frequency Domain
     6.1  Introduction
     6.2  The Spectral Distribution Function
     6.3  The Spectral Density Function
     6.4  The Spectrum of a Continuous Process
     6.5  Derivation of Selected Spectra
  
7   Spectral Analysis
     7.1  Fourier Analysis
     7.2  A Simple Sinusoidal Model
     7.3  Periodogram Analysis
     7.4  Some Consistent Estimation Procedures
     7.5  Confidence Intervals for the Spectrum
     7.6  Comparison of Different Estimation Procedures
     7.7  Analysing a Continuous Time Series
     7.8  Examples and Discussion
  
8   Bivariate processes
     8.1  Cross-Covariance and Cross-Correlation
     8.2  The Cross-Spectrum
  
9   Linear Systems
     9.1  Introduction
     9.2  Linear Systems in the Time Domain
     9.3  Linear Systems in the Frequency Domain
     9.4  Identification of Linear Systems
  
10   State-Space Models and the Kalman Filter
     10.1  State-Space Models
     10.2  The Kalman Filter
  
11   Non-Linear Models
     11.1  Introduction
     11.2  Some Models with Non-Linear Structure
     11.3  Models for Changing Variance
     11.4  Neural Networks
     11.5  Chaos
     11.6  Concluding Remarks
     11.7  Bibliography
  
12   Multivariate Time-Series Modelling
     12.1  Introduction
     12.2  Single Equation Models
     12.3  Vector Autoregressive Models
     12.4  Vector ARMA Models
     12.5  Fitting VAR and VARMA Models
     12.6  Co-integration
     12.7  Bibliography
  
13   Some More Advanced Topics
     13.1  Model Identification Tools
     13.2  Modelling Non-Stationary Series
     13.3  Fractional Differencing and Long-Memory Models
     13.4  Testing for Unit Roots
     13.5  Model Uncertainty
     13.6  Control Theory
     13.7  Miscellanea
  
14   Examples and Practical Advice
     14.1  General Comments
     14.2  Computer Software
     14.3  Examples
     14.4  More on the Time Plot
     14.5  Concluding Remarks
     14.6  Data Sources and Exercises
   
这是一本非常好的时间序列方面的书籍,本来打算免费提供,不过考虑到“太容易得来的书常常只是用来压箱底”,所以要收一些论坛币,希望下载的朋友能认真阅读,如果还能将读后感写出来共享,就更好了。


另外,要说明一下,这里所提供的书籍不是 PDF 格式的。

二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

关键词:introduction Time Series troduction Chatfield Analysis practice Series Chris

Chris chatfield --- The Analysis of Time Series An Introduction 6 Ed.rar

4.35 MB

需要: 8 个论坛币  [购买]

本帖被以下文库推荐

asshole 发表于 2009-7-23 14:19:23 |显示全部楼层 |坛友微信交流群
楼主, 为什么不是 PDF, 而是一个网业?还有这个网业有一些有问题的, 还收20块? 可有PDF 吗?我已经给了20块

使用道具

abaobao 发表于 2009-7-23 14:48:20 |显示全部楼层 |坛友微信交流群
你点 start_here.html ,就可以逐页翻看了,另外,如果需要查找其中的某一页,就在文件夹里找就行了。很多书都是这种格式,我自己觉得比pdf的阅读起来更习惯,只是打印的时候不方便就是了。另外,你是如何知道这本书的?

使用道具

abaobao 发表于 2009-7-23 14:57:56 |显示全部楼层 |坛友微信交流群
另外,2 楼的朋友,你所看到的有问题的网页,大概是那些 Tex 编辑的公式,希望不要再有类似的误会了。

使用道具

asshole 发表于 2009-7-23 16:14:51 |显示全部楼层 |坛友微信交流群
请问楼主可不可以贴上 PDF? 因为我想打印出来阅读,谢谢帮忙

使用道具

abaobao 发表于 2009-7-23 19:33:15 |显示全部楼层 |坛友微信交流群
呵呵,你可以自己 copy and then paste 到word文档,然后转成pdf,只是费些时间而已。要是你觉得不满意,告诉我你的邮箱,我可以再友情赠送一本chris chatfield 的书,不过希望你的确会认真的阅读,千万别出现“容易得来的东西不珍惜”

使用道具

asshole 发表于 2009-7-24 12:08:28 |显示全部楼层 |坛友微信交流群
楼主, 我没有邮箱, 可不可以我加添您为好友, 然后发一份给小弟? 谢谢

使用道具

abaobao 发表于 2009-7-24 13:43:07 |显示全部楼层 |坛友微信交流群
呵呵,你把我加为好友之后,我该怎样操作啊?要么你现在注册一个雅虎或者126的邮箱

使用道具

ggtcw 发表于 2009-8-2 10:11:37 |显示全部楼层 |坛友微信交流群
8# abaobao 你好,我非常需要这本书上课, 请问可不可以给我发一份, 我没有钱, (waterinus at yahoo dot com)

使用道具

abaobao 发表于 2009-8-14 15:54:21 |显示全部楼层 |坛友微信交流群
非常抱歉,我刚刚才看到你的留言,现在就发给你。

其他的朋友如果需要 the analysis of time series: an introduction 的话,请将你的信箱留给我。

若还有需要chris chatfield 写的另外一本书 time series forecasting的朋友,也请将你的信箱留给我。

使用道具

您需要登录后才可以回帖 登录 | 我要注册

本版微信群
加好友,备注jltj
拉您入交流群

京ICP备16021002-2号 京B2-20170662号 京公网安备 11010802022788号 论坛法律顾问:王进律师 知识产权保护声明   免责及隐私声明

GMT+8, 2024-3-28 17:33