Time series analysis case study

Author: Xie Zhongjie
Publisher:
Publish Date: 2006-12-01
Features: This book is a specialized work on the empirical analysis of time series analysis applied to real-world research. It is divided into two main parts: Part 1 briefly introduces the fundamental theories and methods of time series analysis. These contents serve as the basic knowledge required to understand the case studies in this book; Part 2 consists of case studies. From these, readers can see how time series analysis is widely applied in practice and has become a core tool for solving various problems. The cases in the book involve how Chinese scientists discovered the rings of Uranus from their observational records, how filtering theory was applied to gravity exploration in the East and Yellow Seas of China, how spectral analysis was used to distinguish the brainwave characteristics of children with Down syndrome, how the k-l information of multivariate spectra was applied to detect the physiological features of elite pilots, and how periodic cycle analysis revealed endocrine rhythms in the pituitary gland even when it was isolated. Prediction theory is also applied to meteorological modeling and forecasting, and many other interesting and real research cases are presented. These research achievements have earned the author the National Natural Science Award of China and multiple awards both domestically and internationally. Through this book, readers not only learn the fundamental theories and methods of time series analysis but, more importantly, it introduces "how to transform a real-world problem into a mathematical problem," then apply mathematical and statistical theories and methods to solve it, and finally revert it to the real world, verifying it with experimental data. This book can serve as a teaching reference or supplementary textbook for undergraduate and graduate students in the field of applied time series analysis, as well as a valuable reference for applied statisticians and scientific and technical personnel, engineers, and researchers in related disciplines.