非線形時系列分析・予測の基礎
Elements of Nonlinear Time Series Analysis and Forecasting
Springer Series in Statistics
De Gooijer, J. G.
- 内容紹介：
-
This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a "theorem-proof" format, it shows concrete applications on a variety of empirical time series.