Time Series: Edition 2

Peter Diggle · Emanuele Giorgi

2024년 6월 · Oxford University Press

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eBook 정보

Time series analysis is one of several branches of statistics whose practical importance has increased with the availability of powerful computational tools. Methodology that was originally developed for specialized applications, for example in finance or geophysics, is now widely available within general statistical packages. The second edition of Time Series: A Biostatistical Introduction is an introductory account of time series analysis, written from the perspective of applied statisticians whose interests lie primarily in the biomedical and health sciences. This edition has a stronger focus on substantive applications, in which each statistical analysis is directed at a specific research question. Separate chapters cover simple descriptive methods of analysis, including time-plots, smoothing, the correlogram and the periodogram; theory of stationary random processes; discrete-time models for single series; continuous-time models for single series; generalized linear models for time series of counts; models for replicated series; spectral analysis, and bivariate time series. The book is unique in its focus on biomedical and health science applications, which has been strengthened in this second edition. Nevertheless, the methods described are more widely applicable. It should be useful to teachers and students on masters-level degree courses in statistics, biostatistics and epidemiology, and to biomedical and health scientists with a knowledge of statistical methods at undergraduate level. Throughout, examples based on real datasets show a close interplay between statistical method and substantive science. This book will also describe the implementation of the methods in the R computing environment and provide access to R code and datasets.

저자 정보

Peter Diggle is a Distinguished University Professor Emeritus in the Faculty of Health and Medicine, Lancaster University. He holds Adjunct positions at Johns Hopkins and Yale Universities, and was president of the Royal Statistical Society from July 2014 to December 2016. His publications include 12 books and more than 300 articles on the development and application of statistical methods for spatial and longitudinal data analysis. Awards for his research in these areas include the Royal Statistical Society Guy Medal in Silver (1997), and the Dean's Medal, Johns Hopkins University School of Public Health (2023). Dr. Emanuele Giorgi, a Lancaster University Ph.D. graduate in Statistics and Epidemiology (2015), is an Associate Professor in Biostatistics at the Lancaster Medical School. While leading the Centre for Health Informatics, Computing, and Statistics (CHICAS), he specializes in the development of spatial and spatio-temporal statistical methods and their application to tropical diseases epidemiology.