itsmr swMATH ID: 11210 Software Authors: George Weigt Description: itsmr: Time series analysis package for students. This package provides a subset of the functionality found in the Windows-based program ITSM. The intended audience is students using the textbook ”Introduction to Time Series and Forecasting” by Peter J. Brockwell and Richard A. Davis. Homepage: http://cran.r-project.org/web/packages/itsmr/index.html Source Code: https://github.com/cran/itsmr Dependencies: R Related Software: ITSM2000; R; astsa; longmemo; Matlab; CaterpillarSSA; PRMLT; wmtsa; AS 154; QRM; sobol.cc; TOMS659; MersenneTwister; sapa; SAS; ElemStatLearn; ARfit; PEET; forecast; TRAMO Cited in: 225 Documents Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year Introduction to time series and forecasting. 2nd ed. Zbl 0994.62085Brockwell, Peter J.; Davis, Richard A. 2002 all top 5 Cited by 451 Authors 6 Davis, Richard A. 5 Mikosch, Thomas 4 Kokoszka, Piotr S. 4 Römisch, Werner 4 Weiß, Christian H. 3 Abergel, Frédéric 3 Ayed, Ahmed Bel Hadj 3 Brockwell, Peter J. 3 Hassani, Hossein 3 Leovey, Hernan 3 Loeper, Grégoire 3 Maleki, Mohsen 3 McElroy, Tucker S. 3 Otranto, Edoardo 2 Buonaccorsi, John P. 2 Cabaña, Alejandra 2 Cabaña, Enrique M. 2 Caroni, Chrysseis 2 Castro, Glaysar 2 Clegg, Matthew 2 Croux, Christophe 2 Duchesne, Pierre 2 Espinasse, Thibault 2 Gamboa, Fabrice 2 Girardin, Valerie 2 Harlim, John 2 Hocker, David 2 Hokimoto, Tsukasa 2 Jach, Agnieszka E. 2 Karioti, Vassiliki 2 Kosut, Robert L. 2 Krauss, Christopher 2 Lin, Kevin K. 2 Loubes, Jean-Michel 2 Lu, Fei 2 Mukherjee, Amitava 2 Nadarajah, Saralees 2 Pipiras, Vladas 2 Proïa, Frédéric 2 Rabitz, Herschel A. 2 Rodriguez-Yam, Gabriel A. 2 Shimizu, Kunio 2 Teuerle, Marek A. 2 Weron, Aleksander 2 Wu, Hau-Tieng 2 Wyłomańska, Agnieszka 2 Zhigljavsky, Anatoly A. 1 Abdelaal, Medhat Mohamed Ahmed 1 Abry, Patrice 1 Alexandrov, Theodore 1 Alharbi, Nader 1 Almeida-Junior, Pedro M. 1 Alonso, Andrés M. 1 Alpargu, Gülhan 1 Amigó, José María 1 Aminghafari, Mina 1 Anitescu, Mihai 1 Anvar, P. Muhammed 1 Araujo, Moacyr 1 Arbaiy, Nureize 1 Areepong, Yupaporn 1 Arellano-Valle, Reinaldo Boris 1 Arlt, Josef 1 Arratia, Argimiro A. 1 Aschenbrenner, Thomas 1 Atzberger, Paul J. 1 Aziz, Essam Fawzy 1 Bachir, Ahmed 1 Backström, Johan U. 1 Baek, Changryong 1 Baesens, Bart 1 Balan, Raluca M. 1 Barton, Nick H. 1 Basawa, Ishwar V. 1 Batitsky, Vadim 1 Bayer, Fábio Mariano 1 Beran, Jan 1 Beran, Rudolf J. 1 Bercu, Sophie 1 Bianconcini, Silvia 1 Birrell, Paul J. 1 Biswas, Atanu 1 Bollmann, Laslo 1 Bondon, Pascal 1 Borumand Saeid, Arsham 1 Bose, Arup 1 Boxma, Onno Johan 1 Brun, Todd A. 1 Bunk, Wolfram 1 Burgos, Jaime 1 Bürkner, Paul-Christian 1 Burnecki, Krzysztof 1 Cammarota, Camillo 1 Caraglio, Yves 1 Carrijo, T. B. 1 Carvalho, Alexandre X. 1 Castillo, Oscar 1 Chaâbane, Najeh 1 Chan, Stephen Chi-fai 1 Chang, Jinyuan ...and 351 more Authors all top 5 Cited in 114 Serials 10 Computational Statistics and Data Analysis 9 Statistics & Probability Letters 8 Journal of Statistical Planning and Inference 6 Communications in Statistics. Simulation and Computation 6 Journal of Statistical Computation and Simulation 6 Quantitative Finance 5 Information Sciences 5 Statistical Papers 5 Journal of Applied Statistics 4 Journal of Multivariate Analysis 4 Statistics 4 European Journal of Operational Research 3 Physica A 3 Chaos, Solitons and Fractals 3 The Annals of Statistics 3 Applied Mathematics and Computation 3 Automatica 3 Physica D 3 Communications in Statistics. 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Series B 1 SIAM Journal on Optimization 1 Journal of Mathematical Imaging and Vision 1 Journal of Nonlinear Science 1 Computational Optimization and Applications 1 Test 1 Theory of Probability and Mathematical Statistics 1 Applied and Computational Harmonic Analysis 1 Mathematical Methods of Statistics 1 Statistica Sinica 1 Bernoulli 1 Journal of Nonparametric Statistics 1 Mathematical Problems in Engineering 1 Chaos 1 Far East Journal of Applied Mathematics 1 Far East Journal of Theoretical Statistics 1 International Journal of Theoretical and Applied Finance 1 Communications in Nonlinear Science and Numerical Simulation 1 International Journal of Applied Mathematics and Computer Science 1 Stochastic Environmental Research and Risk Assessment 1 Annales Mathematicae Silesianae 1 Archives of Computational Methods in Engineering 1 Journal of Machine Learning Research (JMLR) 1 SIAM Journal on Applied Dynamical Systems 1 Multiscale Modeling & Simulation 1 North American Actuarial Journal 1 Asia-Pacific Financial Markets 1 International Journal of Wavelets, Multiresolution and Information Processing 1 International Journal of Flexible Manufacturing Systems 1 Statistical Methodology 1 Thailand Statistician ...and 14 more Serials all top 5 Cited in 24 Fields 170 Statistics (62-XX) 36 Probability theory and stochastic processes (60-XX) 36 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 22 Numerical analysis (65-XX) 16 Operations research, mathematical programming (90-XX) 14 Biology and other natural sciences (92-XX) 11 Information and communication theory, circuits (94-XX) 10 Computer science (68-XX) 7 Dynamical systems and ergodic theory (37-XX) 7 Systems theory; control (93-XX) 6 Geophysics (86-XX) 3 Combinatorics (05-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 2 Number theory (11-XX) 2 Partial differential equations (35-XX) 2 Mechanics of deformable solids (74-XX) 2 Quantum theory (81-XX) 1 Mathematical logic and foundations (03-XX) 1 Commutative algebra (13-XX) 1 Ordinary differential equations (34-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Fluid mechanics (76-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Relativity and gravitational theory (83-XX) Citations by Year