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Time Series Peter J. Diggle (Professor of Statistics, Department of Mathematics, Professor of Statistics, Department of Mathematics, University of Lancaster)

Time Series By Peter J. Diggle (Professor of Statistics, Department of Mathematics, Professor of Statistics, Department of Mathematics, University of Lancaster)

Summary

This book is an introductory account of time-series analysis, written from the perspective of an applied statistician with a particular interest in biological applications. Separate chapters cover exploratory methods, the theory of stationary random processes, spectral analysis, repeated measurements, ARIMA modelling, forecasting, and bivariate time-series analysis.

Time Series Summary

Time Series: A Biostatistical Introduction by Peter J. Diggle (Professor of Statistics, Department of Mathematics, Professor of Statistics, Department of Mathematics, University of Lancaster)

Time series analysis is one of several branches of statistics whose practical importance has increased with the availability of powerful computing tools. Methodology originally developed for specialized applications, for example in business forecasting or geophysical signal processing, is now widely available in general statistical packages. These computing developments have helped to bring the subject closer to the mainstream of applied statistics. This book is an introductory account of time-series analysis, written from the perspective of an applied statistician with a particular interest in biological applications. Separate chapters cover exploratory methods, the theory of stationary random processes, spectral analysis, repeated measurements, ARIMA modelling, forecasting, and bivariate time-series analysis. Throughout, analyses of data-sets drawn from the biological and medical sciences are integrated with the methodological development. The book is unique in its emphasis on biological and medical applications of time-series analysis. Nevertheless, its methodological content is more widely applicable, and it should be useful to both students and practitioners of applied statistics, whatever their specialization.

Time Series Reviews

'Professor Diggle's writing is clear and to the point. This book is easy to read regardless of prior time series experience ... excellent addition to the time series literature in that it focuses on the analysis of real biomedical data.' Scott L. Zeger, School of Hygiene and Public Health, Johns Hopkins University, Statistics in Medicine 10:3
'a welcome attempt to provide an introductory account with a strong biological and medical flavour ... This modestly priced and well-written paperback must be a strong competitor as an introductory text to time series analysis whether for class use or for private reading.' Paul Davies, University of Birmingham, Royal Statistical Society News & Notes, October 1991
'The particular appeal of the book to readers of this journal will be the way in which real biological data sets are used to illuminate the theory.' Biometrics, December 1993

Table of Contents

Introduction ; 1. Simple descriptive methods of analysis ; 2. Theory of stationery processes ; 3. Spectral analysis ; 4. Repeated measurements ; 5. Fitting autoregressive moving average processes to data ; 6. Forecasting ; 7. Elements of bivariate time-series analysis ; References ; Appendix A, B & C

Additional information

NPB9780198522263
9780198522263
0198522266
Time Series: A Biostatistical Introduction by Peter J. Diggle (Professor of Statistics, Department of Mathematics, Professor of Statistics, Department of Mathematics, University of Lancaster)
New
Paperback
Oxford University Press
19900222
268
N/A
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