Time Series Modelling in Earth Sciences
| By: | B.K. Sahu |
| Publisher: | Taylor & Francis |
| Print ISBN: | 9789058092670 |
| eText ISBN: | 9781000445824 |
| Edition: | 1 |
| Copyright: | 2003 |
| Format: | Reflowable |
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Including the latest theories and applications of time series modelling, this book is intended for students, faculties and professionals with a background in multivariate statistics.Highlighting linear methods to yield ARIMA, SARIMA models and their multivariate (vector) extensions, the text also draws attention to non-linear methods, as well as state-space, dynamic linear, wavelet, volatility and long memory models. Also included are several solved case studies and exercises from the fields of mining, ore genesis, earthquakes, and climatology.