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The Resource An introduction to discrete-valued time series, Christian H. Weiss

An introduction to discrete-valued time series, Christian H. Weiss

Label
An introduction to discrete-valued time series
Title
An introduction to discrete-valued time series
Statement of responsibility
Christian H. Weiss
Creator
Author
Subject
Language
eng
Summary
A much-needed introduction to the field of discrete-valued time series, with a focus on count-data time series Time series analysis is an essential tool in a wide array of fields, including business, economics, computer science, epidemiology, finance, manufacturing and meteorology, to name just a few. Despite growing interest in discrete-valued time series--especially those arising from counting specific objects or events at specified times--most books on time series give short shrift to that increasingly important subject area. This book seeks to rectify that state of affairs by providing a much needed introduction to discrete-valued time series, with particular focus on count-data time series. The main focus of this book is on modeling. Throughout numerous examples are provided illustrating models currently used in discrete-valued time series applications. Statistical process control, including various control charts (such as cumulative sum control charts), and performance evaluation are treated at length. Classic approaches like ARMA models and the Box-Jenkins program are also featured with the basics of these approaches summarized in an Appendix. In addition, data examples, with all relevant R code, are available on a companion website. Provides a balanced presentation of theory and practice, exploring both categorical and integer-valued series Covers common models for time series of counts as well as for categorical time series, and works out their most important stochastic properties Addresses statistical approaches for analyzing discrete-valued time series and illustrates their implementation with numerous data examples Covers classical approaches such as ARMA models, Box-Jenkins program and how to generate functions Includes dataset examples with all necessary R code provided on a companion website An Introduction to Discrete-Valued Time Series is a valuable working resource for researchers and practitioners in a broad range of fields, including statistics, data science, machine learning, and engineering. It will also be of interest to postgraduate students in statistics, mathematics and economics
Member of
Cataloging source
DLC
http://library.link/vocab/creatorDate
1977-
http://library.link/vocab/creatorName
Weiss, Christian H.
Dewey number
519.5/5
Illustrations
illustrations
Index
index present
LC call number
QA280
LC item number
.W456 2018
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/subjectName
  • Time-series analysis
  • Discrete-time systems
  • MATHEMATICS
  • MATHEMATICS
  • Discrete-time systems
  • Time-series analysis
Label
An introduction to discrete-valued time series, Christian H. Weiss
Instantiates
Publication
Copyright
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
A first approach for modeling time series of counts : the thinning-based INAR (1) model -- Further thinning-based models for count time series -- INGARCH models for count time series -- Further models for count time series -- Analyzing categorical time series -- Models for categorical time series -- Control charts for count processes -- Control charts for categorical processes
Control code
1004957494
Extent
1 online resource (xv, 284 pages)
Form of item
online
Isbn
9781119096986
Lccn
2017046480
Media category
computer
Media MARC source
rdamedia
Media type code
c
http://library.link/vocab/ext/overdrive/overdriveId
9781119096993
Specific material designation
remote
System control number
(OCoLC)1004957494
Label
An introduction to discrete-valued time series, Christian H. Weiss
Publication
Copyright
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
A first approach for modeling time series of counts : the thinning-based INAR (1) model -- Further thinning-based models for count time series -- INGARCH models for count time series -- Further models for count time series -- Analyzing categorical time series -- Models for categorical time series -- Control charts for count processes -- Control charts for categorical processes
Control code
1004957494
Extent
1 online resource (xv, 284 pages)
Form of item
online
Isbn
9781119096986
Lccn
2017046480
Media category
computer
Media MARC source
rdamedia
Media type code
c
http://library.link/vocab/ext/overdrive/overdriveId
9781119096993
Specific material designation
remote
System control number
(OCoLC)1004957494

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