The Analysis of Time Series

An Introduction with R

von Chris Chatfield, Haipeng Xing

402 Seiten, Hardcover

Kurzbeschreibung des Verlags

The field of time series analysis has undergone a remarkable transformation since the publication of the seventh edition of this book. While classical statistical models such as autoregressive integrated moving average (ARIMA), state-space models, and spectral methods remain essential, the rise of artificial intelligence (AI) has introduced groundbreaking approaches to modelling, forecasting, and generating time-dependent data. This eighth edition of The Analysis of Time Series: An Introduction with R reflects these advancements with the addition of two new chapters: Predictive AI for Time Series and Generative AI for Time Series. These chapters bridge the gap between traditional time series methods and cutting-edge AI techniques, offering readers a comprehensive and integrated perspective on the field.Features - Comprehensive coverage of classical time series models including ARIMA, state-space models, and spectral methods - Two new chapters on predictive and generative AI, introducing cutting-edge methods like transformers, variational autoencoders, and diffusion models - Practical examples and illustrations using R, demonstrating the application of both classical and AI-based approaches to real-world time series data - Emphasis on the integration of classical statistical rigor with the flexibility and scalability of AI methods - Clear explanations and intuitive insights, making advanced concepts accessible to a broad audience - Updated content reflecting the latest developments in time series analysis, with a focus on modern, high-dimensional, and nonlinear data challenges The Analysis of Time Series: An Introduction with R, Eighth Edition is designed for students, researchers, and practitioners in statistics, as well as in finance, economics, climate science, health, and engineering. It serves as both a foundational text for those new to time series analysis and a valuable resource for experienced analysts seeking to engage with the rapidly evolving landscape of predictive and generative AI. With its balance of theory, practical implementation, and real-world examples, the book is ideal for use in academic courses, professional training, and self-study.

• Themen: Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management Wirtschaftswissenschaft Ökonometrie und Wirtschaftsstatistik
• ISBN: 9781041085867
• Sprache: Englisch
• Erscheinungsdatum: 16.08.2026
• Größe: 234 x 156 mm
• Verlag: CRC Press