EDP Sciences 1775753461 20260409 fre

laboutique.edpsciences.fr-R001626 03 01 01 R001626 00 ED E107 00 01 01 Statistics for astrophysics Time series analysis 01 eng 08 258 03 22 5769396 17 01 P1 EDP Sciences 01 01 P1 EDP Sciences 17 avenue du Hoggar - PA de Courtaboeuf - 91944 Les Ulis cedex A http://publications.edpsciences.org/ 11 00 20220215 02 01 002058 03 9782759827411 15 9782759827411 03 01 D1 EDP Sciences 45 03 laboutique.edpsciences.fr-002058 03 01 01 002058 03 9782759827411 15 9782759827411 10 EA E107 10 00 01 R001626 ED E107 1 10 01 02 EDP Sciences Proceedings 01 01 Statistics for astrophysics Time series analysis 1 A01 01 A1734 Didier Fraix‐Burnet Fraix‐Burnet, Didier Didier Fraix‐Burnet 2 A01 01 A2029 Gérard Grégoire Grégoire, Gérard Gérard Grégoire 01 eng 08 258 03 01 20 astrophysics;astronomy;statistics 10 2011 BISACSCI005000 01 520 06 06 05 03 00 This book is the result of the 2019 session of the School of Statistics for Astrophysics (Stat4Astro) that took place on October, 6 to 11, 2019, at Autrans near Grenoble, in France. The topic of this fourth session was the time series that, from celestial mechanics to gravitational waves, from exoplanets to quasars, concern nearly all the astrophysics. Variable phenomena are ubiquitous in the Universe: periodic (orbits, cycles, pulses, rotations...), transient (explosions, bursts, stellar activity...),random (accretion, ejection...) or regular (apparent motions...). The detection, the characterization and the classification of these variabilities is a discipline of statistics called time series analysis.<o:p></o:p>Time series analysis is not new in astrophysics, but has been the subject of major developments in many other disciplines (meteorology, finance, economy, medical sciences...). In this book,you will find lectures from two statisticians who are experts in this field.Gérard Grégoire, who has a long experience in econometrics and made a huge contribution to both this book and the session. He covers the basic elements of classical L2 time series, in the time domain as well as in the frequency domain, for univariate and multivariate series, and provides also tools for statistical inference. He gives an extensive presentation of ARMA and ARIMA series, and addresses some related advanced topics. He also devotes a chapter to linear Gaussian state space models and Kalman filtering that will be helpful to follow the last chapter written by Éric Moulines and collaborators: this final chapter is dedicated to state space models in a general framework and sequential MonteCarlo methods to leverage recursions generalizing the Kalman recursions for filtering and smoothing. Many practical exercises are given using the R environment.<o:p></o:p> This book is the result of the 2019 session of the School of Statistics for Astrophysics (Stat4Astro) that took place on October, 6 to 11, 2019, at Autrans near Grenoble, in France. The topic of this fourth session was the time series that, from celestial mechanics to gravitational waves, from exoplanets to quasars, concern nearly all the astrophysics. Variable phenomena are ubiquitous in the Universe: periodic (orbits, cycles, pulses, rotations...), transient (explosions, bursts, stellar activity...),random (accretion, ejection...) or regular (apparent motions...). The detection, the characterization and the classification of these variabilities is a discipline of statistics called time series analysis.<o:p></o:p>Time series analysis is not new in astrophysics, but has been the subject of major developments in many other disciplines (meteorology, finance, economy, medical sciences...). In this book,you will find lectures from two statisticians who are experts in this field.Gérard Grégoire, who has a long experience in econometrics and made a huge contribution to both this book and the session. He covers the basic elements of classical L2 time series, in the time domain as well as in the frequency domain, for univariate and multivariate series, and provides also tools for statistical inference. He gives an extensive presentation of ARMA and ARIMA series, and addresses some related advanced topics. He also devotes a chapter to linear Gaussian state space models and Kalman filtering that will be helpful to follow the last chapter written by Éric Moulines and collaborators: this final chapter is dedicated to state space models in a general framework and sequential MonteCarlo methods to leverage recursions generalizing the Kalman recursions for filtering and smoothing. Many practical exercises are given using the R environment. 02 00 <span lang="EN-US" style="font-size:11.0pt;line-height:107%;font-family:"Calibri",sans-serif;mso-fareast-font-family:Calibri;mso-fareast-theme-font:minor-latin;color:black;mso-themecolor:text1;mso-ansi-language:EN-US;mso-fareast-language:EN-US;mso-bidi-language:AR-SA">This book is theresult of the 2019 session of the School of Statistics for Astrophysics (Stat4Astro)that took place on October, 6 to 11, 2019, at Autrans near Grenoble, in France.The topic of this session was the time series that, from celestial mechanicsto gravitational waves, from exoplanets to quasars, concern nearly all theastrophysics. 04 00 Foreword 71 - AN OVERVIEW OF THIS BOOKExamples of time series. Modelization by linear regressionGérard Grégoire 92 - TIME SERIES, FUNDAMENTAL CONCEPTSGérard Grégoire 353 - ARMA AND ARIMA TIME SERIESGérard Grégoire 774 - COMPLEMENTS AND APPLICATIONSGérard Grégoire 1455 - KALMAN FILTER AND TIME SERIESGérard Grégoire 1816 - AN INTRODUCTION TO STATE SPACE MODELSRandal Douc, Éric Moulines & David Stoffer 215 Table of ContentsForeword 71 - AN OVERVIEW OF THIS BOOKExamples of time series. Modelization by linear regressionGérard Grégoire 92 - TIME SERIES, FUNDAMENTAL CONCEPTSGérard Grégoire 353 - ARMA AND ARIMA TIME SERIESGérard Grégoire 774 - COMPLEMENTS AND APPLICATIONSGérard Grégoire 1455 - KALMAN FILTER AND TIME SERIESGérard Grégoire 1816 - AN INTRODUCTION TO STATE SPACE MODELSRandal Douc, Éric Moulines & David Stoffer 215 21 00 06 01 https://laboutique.edpsciences.fr/produit/1247/9782759827411/statistics-for-astrophysics 01 00 03 02 https://laboutique.edpsciences.fr/system/product_pictures/data/009/982/584/original/9782759827411-Stat4Astro_couv-sofedis.jpg 17 14 20240913T172702+0200 01 P1 EDP Sciences 01 01 P1 EDP Sciences 17 avenue du Hoggar - PA de Courtaboeuf - 91944 Les Ulis cedex A http://publications.edpsciences.org/ 04 11 00 20220215 01 00 20220215 19 00 20220215 2026 06 3052868830012 01 WORLD 13 03 9782987527404 15 9782987527404 WORLD 08 EDP Sciences 04 01 00 20220215 03 01 D1 EDP Sciences 20 04 05 01 02 1 00 38.99 01 5.50 2.03 EUR 01 04 06 01 02 1 00 136.99 01 5.50 2.03 EUR 01 04 06 01 02 1 00 149.99 01 5.50 7.82 USD 01