Long Memory Time Series Analysis by Gnanadarsha Sanjaya Dissa... - 9781032626994

Name: Long Memory Time Series Analysis by Gnanadarsha Sanjaya Dissa... - 9781032626994
Brand: Taylor & Francis Ltd

Taylor & Francis Ltd

Long Memory Time Series Analysis is a comprehensive text which covers long memory time series with the different long memory time series discussed. The authors cover modelling and forecasting using various time series, deploying traditional and machine learning methodologies. The reader also learns recent research trends, such as state space modelling of generalized long memory time series and the use of the tsfGRNN machine learning tool in R. The book starts from autoregressive (AR) and moving average (MA) processes to descriptions of the autoregressive integrated moving average (ARMA) time series, the ARIMA model, and the autoregressive fractionally integrated moving average (ARFIMA) process. The differences of short, intermediate, and long memory processes are highlighted. The reader\n\nLong Memory Time Series Analysis\n\nFree UK delivery on this item.\n\nThis brand new item is available with free UK delivery using Royal Mail tracked services.\n\nPlease note that the price adverti;