Time series analysis and its applications : with R examples

By R. Shumway, David S. Stoffer. 2017

397 citations recorded by the source corpus.

Subfields: Artificial Intelligence

View Paper: https://www.semanticscholar.org/paper/87943f5befd688f73d32a2ef71b006e8cda69e84

Citations in the corpus

• Forecasting: theory and practice (2020, neutral): “However, while a basic coverage of the topic is available in most time series and risk management manuals (e.g., Shumway and Stoffer, 2017; McNeil et al., 2015), the profound implications of fat tails are rarely taken into consideration, and this can generate substantial errors in forecasts.”
• At the Frontiers of Modeling Intensive Longitudinal Data: Dynamic Structural Equation Models for the Affective Measurements from the COGITO Study (2018, neutral): “…concerned with N = 1 data (i.e., data from a single case; see Box, Jenkins, Reinsel, & Ljung, 2016; Chatfield, 2004; Hamilton, 1994; Kim & Nelson, 1999; Shumway & Stoffer, 2017), DSEM encompasses both N = 1 time series analysis and multilevel extensions of this (Asparouhov et al., 2017, 2018).”