Series:

Wiley Series in Probability and Statistics

3 primary works • 9 total works

Book 526

Cover of Introduction to Time Series Analysis and Forecasting
An accessible introduction to the most current thinking in and practicality of forecasting techniques in the context of time-oriented data. Analyzing time-oriented data and forecasting are among the most important problems that analysts face across many fields, ranging from finance and economics to production operations and the natural sciences. As a result, there is a widespread need for large groups of people in a variety of fields to understand the basic concepts of time series analysis and forecasting. Introduction to Time Series Analysis and Forecasting presents the time series analysis branch of applied statistics as the underlying methodology for developing practical forecasts, and it also bridges the gap between theory and practice by equipping readers with the tools needed to analyze time-oriented data and construct useful, short- to medium-term, statistically based forecasts.
Seven easy-to-follow chapters provide intuitive explanations and in-depth coverage of key forecasting topics, including: Regression-based methods, heuristic smoothing methods, and general time series models Basic statistical tools used in analyzing time series data Metrics for evaluating forecast errors and methods for evaluating and tracking forecasting performance over time Cross-section and time series regression data, least squares and maximum likelihood model fitting, model adequacy checking, prediction intervals, and weighted and generalized least squares Exponential smoothing techniques for time series with polynomial components and seasonal data Forecasting and prediction interval construction with a discussion on transfer function models as well as intervention modeling and analysis Multivariate time series problems, ARCH and GARCH models, and combinations of forecasts The ARIMA model approach with a discussion on how to identify and fit these models for non-seasonal and seasonal time series The intricate role of computer software in successful time series analysis is acknowledged with the use of Minitab, JMP, and SAS software applications, which illustrate how the methods are imple-mented in practice.
An extensive FTP site is available for readers to obtain data sets, Microsoft Office PowerPoint slides, and selected answers to problems in the book. Requiring only a basic working knowledge of statistics and complete with exercises at the end of each chapter as well as examples from a wide array of fields, Introduction to Time Series Analysis and Forecasting is an ideal text for forecasting and time series courses at the advanced undergraduate and beginning graduate levels. The book also serves as an indispensable reference for practitioners in business, economics, engineering, statistics, mathematics, and the social, environmental, and life sciences.

Book 705

Cover of Response Surface Methodology
This volume on the design of experiments covers two-level factorial and fractional factorial designs, and some aspects of empirical modelling with regression techniques. It also concentrates on response surface methodology, mixture experiments, and robust design methodology. The text includes many examples of the applications of this methodology and illustrates how the computer can be a useful aid in problem-solving.

Book 791

Cover of Generalized Linear Models
Maintaining the same nontechnical approach as its acclaimed predecessor, this second edition of Generalized Linear Models is now thoroughly extended to include the latest developments in the field, the most relevant computational approaches, and the most relevant examples from the fields of engineering and physical sciences. This new edition is more tutorial in nature with added examples, exercises, and step-by-step analyses that can be easily worked using the SAS, Minitab, JMP, and R software packages. Its relevant for upper-undergraduate and graduate students as well as engineers, scientists, and statisticians.

Cover of Time Series Analysis and Forecasting By Example
An intuition-based approach enables you to master time series analysis with ease Time Series Analysis and Forecasting by Example provides the fundamental techniques in time series analysis using various examples. By introducing necessary theory through examples that showcase the discussed topics, the authors successfully help readers develop an intuitive understanding of seemingly complicated time series models and their implications. The book presents methodologies for time series analysis in a simplified, example-based approach. Using graphics, the authors discuss each presented example in detail and explain the relevanttheorywhile also focusing on the interpretation of results in data analysis.
Following a discussion of why autocorrelation is often observed when data is collected in time, subsequent chapters explore related topics, including: Graphical tools in time series analysis Procedures for developing stationary, non-stationary, and seasonal models How to choose the best time series model Constant term and cancellation of terms in ARIMA models Forecasting using transfer function-noise models The final chapter is dedicated to key topics such as spurious relationships, autocorrelation in regression, and multiple time series. Throughout the book, real-world examples illustrate step-by-step procedures and instructions using statistical software packages such as SAS(r), JMP, Minitab, SCA, and R. A related Web site features PowerPoint slides to accompany each chapter as well as the book's data sets. With its extensive use of graphics and examples to explain key concepts, Time Series Analysis and Forecasting by Example is an excellent book for courses on time series analysis at the upper-undergraduate and graduate levels. it also serves as a valuable resource for practitioners and researchers who carry out data and time series analysis in the fields of engineering, business, and economics.

Cover of Student Solutions Manual to Accompany Introduction to Time Series Analysis and Forecasting
An accessible introduction to the most current thinking in and practicality of forecasting techniques in the context of time-oriented data. Analyzing time-oriented data and forecasting are among the most important problems that analysts face across many fields, ranging from finance and economics to production operations and the natural sciences. As a result, there is a widespread need for large groups of people in a variety of fields to understand the basic concepts of time series analysis and forecasting. Introduction to Time Series Analysis and Forecasting presents the time series analysis branch of applied statistics as the underlying methodology for developing practical forecasts, and it also bridges the gap between theory and practice by equipping readers with the tools needed to analyze time-oriented data and construct useful, short- to medium-term, statistically based forecasts.
Seven easy-to-follow chapters provide intuitive explanations and in-depth coverage of key forecasting topics, including: Regression-based methods, heuristic smoothing methods, and general time series models Basic statistical tools used in analyzing time series data Metrics for evaluating forecast errors and methods for evaluating and tracking forecasting performance over time Cross-section and time series regression data, least squares and maximum likelihood model fitting, model adequacy checking, prediction intervals, and weighted and generalized least squares Exponential smoothing techniques for time series with polynomial components and seasonal data Forecasting and prediction interval construction with a discussion on transfer function models as well as intervention modeling and analysis Multivariate time series problems, ARCH and GARCH models, and combinations of forecasts The ARIMA model approach with a discussion on how to identify and fit these models for non-seasonal and seasonal time series The intricate role of computer software in successful time series analysis is acknowledged with the use of Minitab, JMP, and SAS software applications, which illustrate how the methods are imple-mented in practice.
An extensive FTP site is available for readers to obtain data sets, Microsoft Office PowerPoint slides, and selected answers to problems in the book. Requiring only a basic working knowledge of statistics and complete with exercises at the end of each chapter as well as examples from a wide array of fields, Introduction to Time Series Analysis and Forecasting is an ideal text for forecasting and time series courses at the advanced undergraduate and beginning graduate levels. The book also serves as an indispensable reference for practitioners in business, economics, engineering, statistics, mathematics, and the social, environmental, and life sciences.

Cover of Introduction to Linear Regression Analysis
Intended as a text for a basic course in linear regression analysis, this manual blends both theory and application so that the reader will obtain an understanding of the basic principles necessary to apply regression methods in a variety of practical settings. New material has been added on regression diagnostics, sample computer output with expanded interpretations, handling missing observations, and handling generalized linear models and nonlinear regress. The examples and problem sets have been revised.

Cover of Design of Experiments for Reliability Achievement

ENABLES READERS TO UNDERSTAND THE METHODS OF EXPERIMENTAL DESIGN TO SUCCESSFULLY CONDUCT LIFE TESTING TO IMPROVE PRODUCT RELIABILITY

This book illustrates how experimental design and life testing can be used to understand product reliability in order to enable reliability improvements. The book is divided into four sections. The first section focuses on statistical distributions and methods for modeling reliability data. The second section provides an overview of design of experiments including response surface methodology and optimal designs. The third section describes regression models for reliability analysis focused on lifetime data. This section provides the methods for how data collected in a designed experiment can be properly analyzed. The final section of the book pulls together all of the prior sections with customized experiments that are uniquely suited for reliability testing. Throughout the text, there is a focus on reliability applications and methods. It addresses both optimal and robust design with censored data.

To aid in reader comprehension, examples and case studies are included throughout the text to illustrate the key factors in designing experiments and emphasize how experiments involving life testing are inherently different. The book provides numerous state-of-the-art exercises and solutions to help readers better understand the real-world applications of experimental design and reliability. The authors utilize R and JMP® software throughout as appropriate, and a supplemental website contains the related data sets.

Written by internationally known experts in the fields of experimental design methodology and reliability data analysis, sample topics covered in the book include:

  • An introduction to reliability, lifetime distributions, censoring, and inference for parameter of lifetime distributions
  • Design of experiments, optimal design, and robust design
  • Lifetime regression, parametric regression models, and the Cox Proportional Hazard Model
  • Design strategies for reliability achievement
  • Accelerated testing, models for acceleration, and design of experiments for accelerated testing

The text features an accessible approach to reliability for readers with various levels of technical expertise. This book is a key reference for statistical researchers, reliability engineers, quality engineers, and professionals in applied statistics and engineering. It is a comprehensive textbook for upper-undergraduate and graduate-level courses in statistics and engineering.

Cover of Advanced Statistical Quality Control

Cover of Statistical Methods for the Reliability of Repairable Systems
A unique, practical guide for industry professionals who need to improve product quality and reliability in repairable systems Owing to its vital role in product quality, reliability has been intensely studied in recent decades. Most of this research, however, addresses systems that are nonrepairable and therefore discarded upon failure. Statistical Methods for the Reliability of Repairable Systems fills the gap in the field, focusing exclusively on an important yet long-neglected area of reliability. Written by two highly recognized members of the reliability and statistics community, this new work offers a unique, systematic treatment of probabilistic models used for repairable systems as well as the statistical methods for analyzing data generated from them. Liberally supplemented with examples as well as exercises boasting real data, the book clearly explains the difference between repairable and nonrepairable systems and helps readers develop an understanding of stochastic point processes.
Data analysis methods are discussed for both single and multiple systems and include graphical methods, point estimation, interval estimation, hypothesis tests, goodness-of-fit tests, and reliability prediction. Complete with extensive graphs, tables, and references, Statistical Methods for the Reliability of Repairable Systems is an excellent working resource for industry professionals involved in producing reliable systems and a handy reference for practitioners and researchers in the field.