Ebook: The Practice of Time Series Analysis

Due to the introduction of the information criterion AIC and development of prac­ tical use of Bayesian modeling, the method of time analysis is now showing remarkable progress. In attempting the study of a new field the actual phenomenon is rarely so simple as to allow direct applications of existing methods of analysis or models. The real thrill of the statistical analysis lies in the process of developing a new model depending on the purpose and the characteristics of the object of the research. The purpose of this book ist.o introduce the readers to successful applications of the meth­ ods of time series analysis in a variety of fields, such as engineering, earth science, medical science, biology, and economics. The editors have been aware of the importance of cooperative research in sta­ tistical science and carried out various cooperative research projects in the area of time series analysis. The Institute of Statistical Mathematics was reorganized as an inter-university research institute in 1985 and the activities of the Institute have been organized to promote the cooperative researches as its central activity. This book is composed of the outcomes of cooperative researches developed within this environ­ ment and contains the results ranging from the pioneering realizations of statistical control to the latest consequences of time series modeling.

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This book presents a collection of applied papers on time series that have not appeared in English. The applications are primarily to engineering and the physical sciences.

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This book presents a collection of applied papers on time series that have not appeared in English. The applications are primarily to engineering and the physical sciences.
Content:
Front Matter....Pages i-xviii
Control of Boilers for Thermoelectric Power Plants by Means of a Statistical Model....Pages 1-17
Feedback Analysis of a Living Body by a Multivariate Autoregressive Model....Pages 19-35
Factor Decomposition of Economic Time Series Fluctuations — Economic and statistical models in harmony —....Pages 37-55
The Statistical Optimum Control of Ship Motion and a Marine Main Engine....Pages 57-77
High Precision Estimation of Seismic Wave Arrival Times....Pages 79-94
Analysis of Dynamic Characteristics of a Driver-Vehicle System....Pages 95-113
Estimation of Directional Wave Spectra Using Ship Motion Data....Pages 115-130
Control of Filature Production Process....Pages 131-151
Application to Pharmacokinetic Analysis....Pages 153-162
State Space Modeling of Switching Time Series....Pages 163-173
Time Varying Coefficient AR and VAR Models....Pages 175-191
Statistical Control of Cement Process....Pages 193-208
Analysis of a Human/2-wheeled-Vehicle System by ARdock....Pages 209-228
Vibration Data Analysis of Automobiles....Pages 229-245
Auto-regressive Spectral Analysis of RR-Interval Time Series in Healthy Fetus and Newborn Infants....Pages 247-261
Information Processing Mechanisms in the Mammalian Brain: Analysis of Spatio-temporal Neural Response in the Auditory Cortex....Pages 263-281
Time Series Analysis of Financial Asset Price Fluctuations....Pages 283-297
Dynamic Analysis of Economic Time Series....Pages 299-312
Processing of Time Series Data Obtained by Satellites....Pages 313-326
Analysis of Earth Tides Data....Pages 327-339
Detection of Groundwater Level Changes Related to Earthquakes....Pages 341-352
Processing of Missing Observations and Outliers in Time Series....Pages 353-365
Mental Preparation for Time Series Analysis....Pages 367-371
Back Matter....Pages 373-386

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This book presents a collection of applied papers on time series that have not appeared in English. The applications are primarily to engineering and the physical sciences.
Content:
Front Matter....Pages i-xviii
Control of Boilers for Thermoelectric Power Plants by Means of a Statistical Model....Pages 1-17
Feedback Analysis of a Living Body by a Multivariate Autoregressive Model....Pages 19-35
Factor Decomposition of Economic Time Series Fluctuations — Economic and statistical models in harmony —....Pages 37-55
The Statistical Optimum Control of Ship Motion and a Marine Main Engine....Pages 57-77
High Precision Estimation of Seismic Wave Arrival Times....Pages 79-94
Analysis of Dynamic Characteristics of a Driver-Vehicle System....Pages 95-113
Estimation of Directional Wave Spectra Using Ship Motion Data....Pages 115-130
Control of Filature Production Process....Pages 131-151
Application to Pharmacokinetic Analysis....Pages 153-162
State Space Modeling of Switching Time Series....Pages 163-173
Time Varying Coefficient AR and VAR Models....Pages 175-191
Statistical Control of Cement Process....Pages 193-208
Analysis of a Human/2-wheeled-Vehicle System by ARdock....Pages 209-228
Vibration Data Analysis of Automobiles....Pages 229-245
Auto-regressive Spectral Analysis of RR-Interval Time Series in Healthy Fetus and Newborn Infants....Pages 247-261
Information Processing Mechanisms in the Mammalian Brain: Analysis of Spatio-temporal Neural Response in the Auditory Cortex....Pages 263-281
Time Series Analysis of Financial Asset Price Fluctuations....Pages 283-297
Dynamic Analysis of Economic Time Series....Pages 299-312
Processing of Time Series Data Obtained by Satellites....Pages 313-326
Analysis of Earth Tides Data....Pages 327-339
Detection of Groundwater Level Changes Related to Earthquakes....Pages 341-352
Processing of Missing Observations and Outliers in Time Series....Pages 353-365
Mental Preparation for Time Series Analysis....Pages 367-371
Back Matter....Pages 373-386
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