Practical Time Series Analysis in Natural Sciences is popular PDF and ePub book, written by Victor Privalsky in 2023-03-09, it is a fantastic choice for those who relish reading online the Science genre. Let's immerse ourselves in this engaging Science book by exploring the summary and details provided below. Remember, Practical Time Series Analysis in Natural Sciences can be Read Online from any device for your convenience.
Practical Time Series Analysis in Natural Sciences Book PDF Summary
This book presents an easy-to-use tool for time series analysis and allows the user to concentrate upon studying time series properties rather than upon how to calculate the necessary estimates. The two attached programs provide, in one run of the program, a time and frequency domain description of scalar or multivariate time series approximated with a sequence of autoregressive models of increasing orders. The optimal orders are chosen by five order selection criteria. The results for scalar time series include time domain stochastic difference equations, spectral density estimates, predictability properties, and a forecast of scalar time series based upon the Kolmogorov-Wiener theory. For the bivariate and trivariate time series, the results contain a time domain description with multivariate stochastic difference equations, statistical predictability criterion, and information for calculating feedback and Granger causality properties in the bivariate case. The frequency domain information includes spectral densities, ordinary, multiple, and partial coherence functions, ordinary and multiple coherent spectra, gain, phase, and time lag factors. The programs seem to be unique and using them does not require professional knowledge of theory of random processes. The book contains many examples including three from engineering.
Detail Book of Practical Time Series Analysis in Natural Sciences PDF
- Author : Victor Privalsky
- Release : 09 March 2023
- Publisher : Springer Nature
- ISBN : 9783031168918
- Genre : Science
- Total Page : 209 pages
- Language : English
- PDF File Size : 19,7 Mb
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