The Practice of Time Series Analysis

Due to the introduction of the information criterion AIC and development of prac­ tical use of Bayesian modeling, the method of time analysis is now showing remarkable progress. In attempting the study of a new field the actual phenomenon is rarely so simple as to allow direct applications of existi...

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Bibliographic Details
Other Authors: Akaike, Hirotugu (Editor), Kitagawa, Genshiro (Editor)
Format: eBook
Published: New York, NY Springer New York 1999, 1999
Edition:1st ed. 1999
Series:Information Science and Statistics
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • 1 Control of Boilers for Thermoelectric Power Plants by Means of a Statistical Model
  • 2 Feedback Analysis of a Living Body by a Multivariate Autoregressive Model
  • 3 Factor Decomposition of Economic Time Series Fluctuations — Economic and Statistical Models in Harmony
  • 4 The Statistical Optimum Control of Ship Motion and a Marine Main Engine
  • 5 High Precision Estimation of Seismic Wave Arrival Times
  • 6 Analysis of Dynamic Characteristics of a Driver-Vehicle System
  • 7 Estimation of Directional Wave Spectra Using Ship Motion Data
  • 8 Control of Filature Production Process
  • 9 Application to Pharmacokinetic Analysis
  • 10 State Space Modeling of Switching Time Series
  • 11 Time Varying Coefficient AR and VAR Models
  • 12 Statistical Control of Cement Process
  • 13 Analysis of a Human/2-Wheeled-Vehicle System by ARdock
  • 14 Vibration Data Analysis of Automobiles
  • 15 Auto-Regressive Spectral Analysis of RR-Interval Time Series in Healthy Fetus and Newborn Infants
  • 16 Information Processing Mechanisms in the Mammalian Brain: Analysis of Spatio-Temporal Neural Response in the Auditory Cortex
  • 17 Time Series Analysis of Financial Asset Price Fluctuations
  • 18 Dynamic Analysis of Economic Time Series
  • 19 Processing of Time Series Data Obtained by Satellites
  • 20 Analysis of Earth Tides Data
  • 21 Detection of Groundwater Level Changes Related to Earthquakes
  • 22 Processing of Missing Observations and Outliers in Time Series
  • 23 Mental Preparation for Time Series Analysis