The Practice of Time Series Analysis

  • Hirotugu Akaike
  • Genshiro Kitagawa

Part of the Statistics for Engineering and Physical Science book series (ISS)

Table of contents

  1. Front Matter
    Pages i-xviii
  2. Akinori Shimazaki
    Pages 131-151
  3. Akifumi Yafune
    Pages 153-162
  4. Fumiyasu Komaki
    Pages 163-173
  5. Xing-Qi Jiang
    Pages 175-191
  6. Yoshitaka Yagihara
    Pages 193-208
  7. Makio Ishiguro, Takio Oya
    Pages 209-228
  8. Shinzi Yamakawa
    Pages 229-245
  9. Sadao Naniwa
    Pages 299-312

About this book

Introduction

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 existing methods of analysis or models. The real thrill of the statistical analysis lies in the process of developing a new model depending on the purpose and the characteristics of the object of the research. The purpose of this book ist.o introduce the readers to successful applications of the meth­ ods of time series analysis in a variety of fields, such as engineering, earth science, medical science, biology, and economics. The editors have been aware of the importance of cooperative research in sta­ tistical science and carried out various cooperative research projects in the area of time series analysis. The Institute of Statistical Mathematics was reorganized as an inter-university research institute in 1985 and the activities of the Institute have been organized to promote the cooperative researches as its central activity. This book is composed of the outcomes of cooperative researches developed within this environ­ ment and contains the results ranging from the pioneering realizations of statistical control to the latest consequences of time series modeling.

Keywords

Factor Processing Switching control correlation cortex data analysis feedback information likelihood production statistical model time time series time series analysis

Editors and affiliations

  • Hirotugu Akaike
    • 1
    • 2
  • Genshiro Kitagawa
    • 1
  1. 1.The Institute of Statistical MathematicsTokyoJapan
  2. 2.TorideJapan

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4612-2162-3
  • Copyright Information Springer-Verlag New York 1999
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4612-7439-1
  • Online ISBN 978-1-4612-2162-3
  • Series Print ISSN 1613-9011
  • About this book