Box, George E. P.
Time series analysis : forecasting and control / George E.P. Box, Gwilym M. Jenkins, Gregory C. Reinsel. - 4th ed. - Hoboken, N.J. : John Wiley, c2008. - xxiv, 746 p. : ill. ; 25 cm. - Wiley series in probability and statistics .
Includes bibliographical references (p. 685-699) and index.
Autocorrelation function and spectrum of stationary processes --
Linear stationary models --
Linear nonstationary models --
Forecasting --
Model identification --
Model estimation --
Model diagnostic checking --
Seasonal models --
Nonlinear and long memory models --
Transfer function models --
Identification, fitting, and checking of transfer function models --
Intervention analysis models and outlier detection --
Multivariate time series analysis --
Aspects of process control. Table of contents
Summary:
- Time Series Analysis is the seminal book of choice for a clear and practical understanding of time series as it relates to the applied areas of forecasting and quality control. - This new edition is a revision of a classic and authoritative book that has been the model for most books on the topic written since 1970.
9780470272848 0470272848
2007044569
Time-series analysis.
Prediction theory.
Transfer functions.
Feedback control systems--Mathematical models.
QA280 / .B67 2008
519.55 / BOT 2008
Time series analysis : forecasting and control / George E.P. Box, Gwilym M. Jenkins, Gregory C. Reinsel. - 4th ed. - Hoboken, N.J. : John Wiley, c2008. - xxiv, 746 p. : ill. ; 25 cm. - Wiley series in probability and statistics .
Includes bibliographical references (p. 685-699) and index.
Autocorrelation function and spectrum of stationary processes --
Linear stationary models --
Linear nonstationary models --
Forecasting --
Model identification --
Model estimation --
Model diagnostic checking --
Seasonal models --
Nonlinear and long memory models --
Transfer function models --
Identification, fitting, and checking of transfer function models --
Intervention analysis models and outlier detection --
Multivariate time series analysis --
Aspects of process control. Table of contents
Summary:
- Time Series Analysis is the seminal book of choice for a clear and practical understanding of time series as it relates to the applied areas of forecasting and quality control. - This new edition is a revision of a classic and authoritative book that has been the model for most books on the topic written since 1970.
9780470272848 0470272848
2007044569
Time-series analysis.
Prediction theory.
Transfer functions.
Feedback control systems--Mathematical models.
QA280 / .B67 2008
519.55 / BOT 2008