Time series analysis

Author: Wang Zhenlong
Publisher:
Publish Date: 2002-06-01
Features: This book is a national key textbook for the "Nineth Five-Year Plan" of general higher education, as well as a planned undergraduate textbook for the "Nineth Five-Year Plan" by the National Statistics Textbook Editorial Committee. From an applied perspective, the book attempts to abstract away the profound mathematical theories and complex calculations by leveraging the storage and computing functions of computers, enabling readers with only general mathematical knowledge to master and apply time series analysis methods. In the exposition, it avoids rigorous mathematical derivations and proofs as much as possible, instead explaining and expanding on the inertia of system movement (i.e., the memory method). Alternatively, the book views time series analysis as an analytical tool in statistics rather than a branch of mathematical theory.