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发表于 2025-3-21 16:06:00
书目名称Introductory Time Series with R影响因子(影响力)<br> http://figure.impactfactor.cn/if/?ISSN=BK0474494<br><br> <br><br>书目名称Introductory Time Series with R影响因子(影响力)学科排名<br> http://figure.impactfactor.cn/ifr/?ISSN=BK0474494<br><br> <br><br>书目名称Introductory Time Series with R网络公开度<br> http://figure.impactfactor.cn/at/?ISSN=BK0474494<br><br> <br><br>书目名称Introductory Time Series with R网络公开度学科排名<br> http://figure.impactfactor.cn/atr/?ISSN=BK0474494<br><br> <br><br>书目名称Introductory Time Series with R被引频次<br> http://figure.impactfactor.cn/tc/?ISSN=BK0474494<br><br> <br><br>书目名称Introductory Time Series with R被引频次学科排名<br> http://figure.impactfactor.cn/tcr/?ISSN=BK0474494<br><br> <br><br>书目名称Introductory Time Series with R年度引用<br> http://figure.impactfactor.cn/ii/?ISSN=BK0474494<br><br> <br><br>书目名称Introductory Time Series with R年度引用学科排名<br> http://figure.impactfactor.cn/iir/?ISSN=BK0474494<br><br> <br><br>书目名称Introductory Time Series with R读者反馈<br> http://figure.impactfactor.cn/5y/?ISSN=BK0474494<br><br> <br><br>书目名称Introductory Time Series with R读者反馈学科排名<br> http://figure.impactfactor.cn/5yr/?ISSN=BK0474494<br><br> <br><br>
Notorious
发表于 2025-3-21 21:24:39
Introductory Time Series with R978-0-387-88698-5Series ISSN 2197-5736 Series E-ISSN 2197-5744
follicle
发表于 2025-3-22 00:28:37
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食品室
发表于 2025-3-22 06:36:49
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cunning
发表于 2025-3-22 10:22:59
System Identification,it is the principle underlying the design of loudspeakers, and it describes the response of buildings to earthquakes. The squealing of disc brakes on a car is caused by vibration. The up and down motion of a ship at sea is a lowfrequency vibration. Spectral analysis provides the means for understanding and controlling vibration.
传授知识
发表于 2025-3-22 13:57:57
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爱管闲事
发表于 2025-3-22 18:08:40
Andrew V. Metcalfe,Paul S.P. CowpertwaitMotivated with real cases addressing contemporary issues.Detailed explanations of the use of R for time series analysis.Includes supplementary material:
Constant
发表于 2025-3-23 00:39:10
Use R!http://image.papertrans.cn/i/image/474494.jpg
vibrant
发表于 2025-3-23 05:00:20
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nettle
发表于 2025-3-23 05:55:33
Correlation,n method of §1.5, we first calculate the seasonally adjusted time series and then remove the trend by subtraction. This leaves the random component, but the random component is not necessarily well modelled by independent random variables. In many cases, consecutive variables will be correlated. If