《時間序列分析實例研究》是由謝忠傑編寫，世界圖書出版公司出版的一本書籍。本書有關時間序列分析套用於實際的實證分析研究的專著。全書分為兩大部分：第一部分簡要介紹了時間序列分析的基礎理論和方法。這些內容是讀懂《時間序列分析實例研究》各案例研究所必備的基本知識；第二部分是案例研究。從中讀者可看出時間序列分析是如何廣泛地套用於實際並成為解決各種問題的核心工具。本書可作為套用時間序列分析領域的大學生和研究生教學參考書或補充教材，也是套用統計工作者和相關學科的科技人員、工程師很有價值的參考資料。
基本介紹
- 書名：時間序列分析實例研究
- 作者：謝忠傑
- ISBN：9787506273077
- 類別：科學與自然
- 頁數：282頁
- 定價：￥45.00元
- 出版社：世界圖書出版公司
- 出版時間：2006-12-01
- 裝幀：平裝
- 開本：16開
- 叢 書 名：科學前沿叢書
主要內容,圖書目錄,
主要內容
書中的案例涉及到當年中國科學家從自己的觀測記錄中是如何發現天王星的光環的，濾波理論如何套用於中國東海和黃海的重力勘探，譜分析如何判別先天性愚型兒童的腦電特徵、多元譜的K-L信息量如何套用於優秀飛行員的生理特徵的檢測，潛周期分析如何發現離體腦垂體仍有內分泌的節律周期。預測理論如何套用於氣象的建模和預報，等等許多非常有趣而真實的研究案例。這些研究成果使作者獲得了中國國家自然科學獎和國內外的多項獎項。
讀者通過《時間序列分析實例研究》的學習不僅可學到時間序列分析的基本理論和方法．更重要的是《時間序列分析實例研究》介紹了”如何將一個實際問題轉化成數學問題”，然後運用數學和統計學的理論和方法加以解決，這包括最後還原到實際，用實驗數據加以檢驗的完整過程。
圖書目錄
Preface
PART ONE
An Introduction to the Theory and Methods of Time Series Analysis
Chapter 1.Theory of Stationary Time Series
1.1 The definition of stationary stochastic processes
1.2 The spectral representation of covariance function
1.3 The Hilbert space of second order processes
1.4 Stochastic integral and the isomorphic relationship between H~ and the functional space L2(dFe)
1.4.1 Orthogonal stochastic measure
1.4.2 Stochastic integral and the representation of stationary processes
1.4.3.Karhunen theorem
1.5 Strong law of large numbers for stationary series
1.6 Sampling theorem for stochastic stationary processes
Chapter 2.ARMA Model and Model Fitting
2.1 ARMA model and the Wold decomposition
2.2 Orthogonal basis in Hilbert space Hf
2.3 The covariance function of ARMA model and Yule-Walker equation
2.4 Model fitting under the criterion of one-step ahead prediction error
2.5 M.E.model fitting for observed data
2.5.1 M.E.model fitting with sample covariance
2.5.2 Order selection problem
Chapter 3.Prediction, Filtering and Spectral Analysis of Time Series
3.1 Prediction of time series
3.1.1 The prediction formula for AR models
3.1.2 The prediction formula for ARMA models
3.2 The linear filtering of time series
a.a Spectral analysis of time series
3.3.1 Theory and methods of hidden periodicities analysis
3.3.2 Theory and methods of spectral density estimations
PART TWO Case Studies in Time Series Analysis
Case I.Digital Processing of a Dynamic Marine Gravity Meter
1.Problem statement and working diagram of a dynamic marine gravity meter
2.The first test for solving the problem
3.Design a new digital filter under Min-Max criterion
4.The frequency rectification by filtering
5.Practical checking in the prospecting field of the East Sea of China
Case II.Digital Filters Design by Maximum Entropy Modelling
1.Problem statement
2.Design the filter by maximum entropy modelling
3.A practical filter design
Case III.The Spectral Analysis of the Visual Evoked Potentials of Normal and Congenital Dull Children (Down's disease)
1.Introduction
2.Spectral analysis of VEP records for dull and normal children
3.Statistical analysis for detection of characteristics
4.Physiological interpretation
Appendix III
Case IV.Statistical Analysis of VEP and AI by the Principal Component Analyis of Time Serise in Frequency Domain
Case V.Periodicity Analysis of LH Release in Isolated Pituitary Gland by Hidden Frequency Analysis
Case VI.Statistical Detection of Uranian Ring Signnals from the Light Curve of Photoelectric Observation
Case VII.On the Forecasting of Freight Transportation by a New Model Fitting Procedure of Time Series
Case VIII.The Water Flow Prediction in Xiang River
Case IX.Miscellaneous Cases Study
Bibliography
Subject Index
