{"product_id":"9780471394341","title":"Foundations of Time Series Analysis and Prediction Theory","description":"\u003ch3\u003eWiley Series in Probability and Statistics\u003c\/h3\u003e\u003ch1\u003eFoundations of Time Series Analysis and Prediction Theory\u003c\/h1\u003e\u003ch3\u003eMohsen Pourahmadi\u003c\/h3\u003e\u003cdiv\u003e\u003cb\u003eMathematics \/ Probability \u0026amp; Statistics \/ General\u003c\/b\u003e\u003c\/div\u003e\u003cbr\u003e\u003cdiv\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\/div\u003e\u003cdiv\u003e MOHSEN POURAHMADI, PhD, is Professor and Director of the Division of Statistics at Northern Illinois University in DeKalb, Illinois.\u003c\/div\u003e\u003cbr\u003e\u003ctable\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublication Date: \u003c\/td\u003e\n\u003ctd\u003e01 June 2001\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePublisher: \u003c\/td\u003e\n\u003ctd\u003eWiley\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eImprint: \u003c\/td\u003e\n\u003ctd\u003eWiley-Interscience\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eISBN-13: \u003c\/td\u003e\n\u003ctd\u003e9780471394341\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eFormat: \u003c\/td\u003e\n\u003ctd\u003eHardback\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003ePage Count: \u003c\/td\u003e\n\u003ctd\u003e448\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003ctr\u003e\n\u003ctd\u003eWeight (oz): \u003c\/td\u003e\n\u003ctd\u003e26.32\u003c\/td\u003e\n\u003c\/tr\u003e\n\u003c\/table\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":44315101724812,"sku":"9780471394341","price":203.36,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9780471394341_d11ef4d7-9988-4796-bbb2-42c86c091fb8.jpg?v=1780159779","url":"https:\/\/lateknightbooks.com\/products\/9780471394341","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}