Statistical Visions in Time: A History of Time Series Analysis, 1662-1938Cambridge University Press, 28. okt. 1997 - 345 sider This work documents the history of techniques that statisticians have used to manipulate economic, meteorological, biological, and physical data taken from observations recorded over time. The manipulation tools include percent change, index numbers, moving averages, and "first differences," i.e., subtracting one observation from the previous value. Professor Klein argues that nineteenth-century business journals, such as The Economist, were as important to the development of time series analysis as Latin treatises on probability theory. While examining the roots of mathematical statistics in commercial practice, she traces changes in analytical forms from table to graph to equation. This history is accessible to students with a basic knowledge of statistics as well as financial analysts, statisticians, and historians of economic thought and science. |
Indhold
Reckoning on Death and Chance with the Merchants Rule | 25 |
Commercial Currents and First Differences | 54 |
The Interplay of Deception and Accountability in the Index | 73 |
Seasons Tides and Structures in Cycle Time | 103 |
SUBJECT CONTEXT AND STATISTICAL THEORY | 137 |
Laws of Deviation and the Capacity for Shifting Means | 161 |
Decomposition and Functions of Time | 221 |
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Statistical Visions in Time: A History of Time Series Analysis, 1662-1938 Judy L. Klein Ingen forhåndsvisning - 2005 |
Almindelige termer og sætninger
algorithms Anderson argued autoregressive Bank of England biometricians bullion business cycles calculated Cambridge century Chapter commercial component correlation coefficients cross sections curve cyclical Darwin death decompose decomposition determine differences differencing E. S. Pearson economic economists Edgeworth empirical equation Eugen Slutsky evolution example Figure fluctuations Francis Galton frequency distribution Galton Gauss geometric graphs Graunt Hooker index numbers investigation Jevons Jevons's Journal Karl Pearson law of error least squares logical variation London marriage rate mathematical mean measurement meteorology method motion moving average natural selection nineteenth nineteenth-century normal observations oscillations Oskar Anderson percent period periodogram phenomena plot political arithmetic population probability theory problem Quetelet random disturbances ratio regression relationship relative time framework Royal Statistical Society scaled series seasonal variation serial correlation series analysis series data Slutsky species stationary processes statistical theory statisticians stochastic processes Table techniques tion trade trend Udny Yule variables wheat Wold Yule's
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