Skip to main content
SpringerLink
Log in
Book cover

The Practice of Time Series Analysis

  • Book
  • © 1999

Overview

Editors:
  1. Hirotugu Akaike

    1. The Institute of Statistical Mathematics, Tokyo, Japan
      Toride, Japan

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  2. Genshiro Kitagawa

    1. The Institute of Statistical Mathematics, Tokyo, Japan

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

Part of the book series: Information Science and Statistics (ISS)

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (23 chapters)

  1. Front Matter

    Pages i-xviii
    Download chapter PDF

  2. Control of Boilers for Thermoelectric Power Plants by Means of a Statistical Model

    • Hideo Nakamura
    Pages 1-17

  3. Feedback Analysis of a Living Body by a Multivariate Autoregressive Model

    • Takao Wada
    Pages 19-35

  4. Factor Decomposition of Economic Time Series Fluctuations — Economic and statistical models in harmony —

    • Kosei Fukuda
    Pages 37-55

  5. The Statistical Optimum Control of Ship Motion and a Marine Main Engine

    • Kohei Ohtsu
    Pages 57-77

  6. High Precision Estimation of Seismic Wave Arrival Times

    • Tetsuo Takanami
    Pages 79-94

  7. Analysis of Dynamic Characteristics of a Driver-Vehicle System

    • Hitoshi Soma
    Pages 95-113

  8. Estimation of Directional Wave Spectra Using Ship Motion Data

    • Toshio Iseki
    Pages 115-130

  9. Control of Filature Production Process

    • Akinori Shimazaki
    Pages 131-151

  10. Application to Pharmacokinetic Analysis

    • Akifumi Yafune
    Pages 153-162

  11. State Space Modeling of Switching Time Series

    • Fumiyasu Komaki
    Pages 163-173

  12. Time Varying Coefficient AR and VAR Models

    • Xing-Qi Jiang
    Pages 175-191

  13. Statistical Control of Cement Process

    • Yoshitaka Yagihara
    Pages 193-208

  14. Analysis of a Human/2-wheeled-Vehicle System by ARdock

    • Makio Ishiguro, Takio Oya
    Pages 209-228

  15. Vibration Data Analysis of Automobiles

    • Shinzi Yamakawa
    Pages 229-245

  16. Auto-regressive Spectral Analysis of RR-Interval Time Series in Healthy Fetus and Newborn Infants

    • Teruyuki Ogawa
    Pages 247-261

  17. Information Processing Mechanisms in the Mammalian Brain: Analysis of Spatio-temporal Neural Response in the Auditory Cortex

    • Kohyu Fukunishi
    Pages 263-281

  18. Time Series Analysis of Financial Asset Price Fluctuations

    • Hiroshi Tsuda
    Pages 283-297

  19. Dynamic Analysis of Economic Time Series

    • Sadao Naniwa
    Pages 299-312

  20. Processing of Time Series Data Obtained by Satellites

    • Tomoyuki Higuchi
    Pages 313-326
Back to top

Keywords

About this book

Due to the introduction of the information criterion AIC and development of prac­ tical use of Bayesian modeling, the method of time analysis is now showing remarkable progress. In attempting the study of a new field the actual phenomenon is rarely so simple as to allow direct applications of existing methods of analysis or models. The real thrill of the statistical analysis lies in the process of developing a new model depending on the purpose and the characteristics of the object of the research. The purpose of this book ist.o introduce the readers to successful applications of the meth­ ods of time series analysis in a variety of fields, such as engineering, earth science, medical science, biology, and economics. The editors have been aware of the importance of cooperative research in sta­ tistical science and carried out various cooperative research projects in the area of time series analysis. The Institute of Statistical Mathematics was reorganized as an inter-university research institute in 1985 and the activities of the Institute have been organized to promote the cooperative researches as its central activity. This book is composed of the outcomes of cooperative researches developed within this environ­ ment and contains the results ranging from the pioneering realizations of statistical control to the latest consequences of time series modeling.

Editors and Affiliations

  • The Institute of Statistical Mathematics, Tokyo, Japan

    Hirotugu Akaike, Genshiro Kitagawa

  • Toride, Japan

    Hirotugu Akaike

Bibliographic Information

Publish with us

Policies and ethics

Back to top

Search

Navigation