Including the latest theories and applications of time series modelling, this book is intended for students, faculties and professionals with a background in multivariate statistics.Highlighting linear methods to yield ARIMA, SARIMA models and their multivariate (vector) extensions, the text also draws attention to non-linear methods, as well as state-space, dynamic linear, wavelet, volatility and long memory models. Also included are several solved case studies and exercises from the fields of mining, ore genesis, earthquakes, and climatology.
ISBN: | 9781000443820 |
Publication date: | 30th June 2021 |
Author: | Sahu, B.K. |
Publisher: | CRC Press |
Format: | Ebook |