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Time Series Modelling in Earth Sciences - B. K. Sahu

Time Series Modelling in Earth Sciences

Hardcover Published: 1st January 2003
ISBN: 9789058092670
Number Of Pages: 294

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Novel features of this book include the latest theories and applications of Time Series Modelling:- Intended for students, faculties and professionals having background of multivariate statistics, who wish to apply Time Series methods without toiling on Advanced Mathematics.- Highlights linear methods to yield ARIMA, SARIMA models and their multivariate (vector) extensions.- Time and Frequency Domains are given equal importance since these two are complementary.- Highlights nonlinear methods as well as State-Space, Dynamic Linear, Wavelet, Volatility and Long Memory Models.- Includes several solved case studies from mining, ore genesis, earthquakes, and climatology.- Includes several exercises and solved examples.

Prefacep. vii
Introductionp. 1
Dynamic Earthp. 1
Time/Spatial Seriesp. 8
Time Domain Analysisp. 13
Frequency Domain Analysisp. 16
Spectral Analysisp. 31
Simple Time Series Modelsp. 48
Model Validation and Inferencesp. 52
State-Space Model and Kalman Filteringp. 55
Procedures for Time Series Data Analysisp. 59
Examplesp. 61
Exercisesp. 72
Referencesp. 74
Stationary Univariate Time Series Modelsp. 77
Introductionp. 77
Stationary Processesp. 83
Identificationp. 115
Forecastingp. 133
Purely Seasonal ARMA Models ARMA(P, Q)sp. 139
Model Genesis and Realizationp. 142
Examplesp. 147
Exercisesp. 149
Referencesp. 152
Non-Stationary Univariate Time Series Modelsp. 153
Introductionp. 153
Transformations for Stationarityp. 154
Unit Root Problemsp. 160
Forecasting ARIMA Modelsp. 162
SARIMA Modelsp. 164
Exercisesp. 172
Referencesp. 173
Vector and Multidimensional Time Series Analysisp. 175
Introductionp. 175
Multivariate ARMA Processesp. 182
Transfer Function Modelsp. 190
Forecasting Techniquesp. 202
Some Case Studies from Economic Geologyp. 210
Exercisesp. 230
Referencesp. 232
Advanced Time Series Modelsp. 235
Introductionp. 235
State-Space Modelsp. 237
Dynamic Linear Modelling (DLM) with Switchingp. 258
Non-Linear Modelsp. 261
Case Historyp. 272
Exercisesp. 278
Referencesp. 280
Subject Indexp. 281
Table of Contents provided by Ingram. All Rights Reserved.

ISBN: 9789058092670
ISBN-10: 9058092674
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 294
Published: 1st January 2003
Publisher: TAYLOR & FRANCIS
Country of Publication: NL
Dimensions (cm): 22.86 x 16.51  x 1.91
Weight (kg): 0.59
Edition Number: 1

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