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An Introduction to Discrete-Valued Time Series
ISBN: 978-1-119-09699-3
December 2017
304 pages
A much-needed introduction to the field of discrete-valued time series, with a focus on count-data time series
Time series analysis is an essential tool in a wide array of fields, including business, economics, computer science, epidemiology, finance, manufacturing and meteorology, to name just a few. Despite growing interest in discrete-valued time series – especially those arising from counting specific objects or events at specified times – most books on time series give short shrift to that increasingly important subject area. An Introduction to Discrete-Valued Time Series seeks to rectify that state of affairs by providing a much needed introduction to discrete-valued time series, with particular focus on count-data time series.
The main focus of this book is on modeling. Throughout, numerous examples are provided illustrating models currently used in discrete-valued time series applications. Statistical process control, including various control charts (such as cumulative sum control charts) and performance evaluation are treated at length.
This book:
An Introduction to Discrete-Valued Time Series is a valuable working resource for researchers and practitioners in a broad range of fields, including statistics, data science, machine learning and engineering. It will also be of interest to postgraduate students in statistics, mathematics and economics.