TY - BOOK AU - Derryberry,DeWayne R. TI - Basic data analysis for time series with R SN - 9781118422540 (hardback) U1 - 000SA.3 23 PY - 2014/// CY - New Jersey PB - John Wiley KW - Time-series analysis KW - Data processing KW - R (Computer program language) N1 - Includes bibliographical references and index; Part I Basic correlation structures -- 1 R Basics -- 2 Review of regression and more about R -- 3 Modeling approach taken in this book and some examples of typical serially correlated data -- 4 Some comments on assumptions 4.1 Introduction -- 5 Autocorrelation function and AR(1), AR(2) models -- 6 Moving average models MA(1) and MA(2) -- Part II Analysis of periodic data and model selection -- 7 Review of transcendental functions and complex numbers -- 8 Power spectrum and the periodogram -- 9 Smoothers, the bias-variance tradeoff, and the smoothed periodogram -- 10 A regression model for periodic data -- 11 Model selection and cross-validation -- 12 Fitting fourier series -- 13 Adjusting for AR(1) correlation in complex models -- Part III Complex temporal structures -- 14 Backshift operator, the impulse response function, and general ARMA models -- 15 Yule-Walker equations and the partial autocorrelation function -- 16 Modeling philosophy and complete examples -- Part IV Some detailed and complete examples -- 17 Wolf's sunspot number data -- 18 An analysis of some prostate and breast cancer data -- 19 Christopher Tennant/Ben Crosby watershed data -- 20 Vostok ice core data -- Appendix A Using datamarket -- Appendix B AIC is PRESS! -- Appendix C A 15-minute tutorial on nonlinear optimization -- References -- Index N2 - This book emphasizes the collaborative analysis of data that is used to collect increments of time or space. Written at a readily accessible level, but with the necessary theory in mind, the author uses frequency- and time-domain and trigonometric regression as themes throughout the book. The content includes modern topics such as wavelets, Fourier series, and Akaike's Information Criterion (AIC), which is not typical of current-day "classics." Applications to a variety of scientific fields are showcased. Exercise sets are well crafted with the express intent of supporting pedagogy through recognition and repetition. R subroutines are employed as the software and graphics tool of choice. Brevity is a key component to the retention of the subject matter. The book presumes knowledge of linear algebra, probability, data analysis, and basic computer programming ER -