Time Series Analysis
Edition: 1
Copyright: 2025
Pages: 118
Edition: 1
Copyright: 2025
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This undergraduate level text discusses the structure of basic stochastic processes, in depth. We develop fitting Box-Jenkins (ARIMA) models in some detail. We look at forecasting of those models. We also consider some other classical time series methods. We discuss neural nets and using neural nets for time series. Finally, we consider aggregation and disaggregation of time series. We use the R programming language as the software for this text. There is an appendix for new users of R.
Dr. Erin Hodgess is currently an adjunct instructor in the Mathematical Sciences Department of the University of Northern Colorado. Dr. Hodgess spent most of her academic career at the University of Houston – Downtown, along with several years with Western Governors University. She has a Master’s degree in Economics from the University of Pittsburgh, a Master’s and a Ph.D. in Statistics from Temple University, and a graduate certificate in Geographic Information Systems from the University of Denver. Her areas of research include time series, geostatistics, and statistical computing.
This undergraduate level text discusses the structure of basic stochastic processes, in depth. We develop fitting Box-Jenkins (ARIMA) models in some detail. We look at forecasting of those models. We also consider some other classical time series methods. We discuss neural nets and using neural nets for time series. Finally, we consider aggregation and disaggregation of time series. We use the R programming language as the software for this text. There is an appendix for new users of R.
Dr. Erin Hodgess is currently an adjunct instructor in the Mathematical Sciences Department of the University of Northern Colorado. Dr. Hodgess spent most of her academic career at the University of Houston – Downtown, along with several years with Western Governors University. She has a Master’s degree in Economics from the University of Pittsburgh, a Master’s and a Ph.D. in Statistics from Temple University, and a graduate certificate in Geographic Information Systems from the University of Denver. Her areas of research include time series, geostatistics, and statistical computing.