MARC details
| 000 -LEADER |
|---|
| fixed length control field |
04870pam a2200421 i 4500 |
| 001 - CONTROL NUMBER |
|---|
| control field |
6704 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
BD-DhEWU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20181205104649.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
141211s2015 njua g b 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781118745113 (hbk.) : |
| 035 ## - SYSTEM CONTROL NUMBER |
|---|
| System control number |
(Uk)017112043 |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
StDuBDS |
| Language of cataloging |
eng |
| Transcribing agency |
StDuBDS |
| Modifying agency |
Uk |
| -- |
BD-DhEWU |
| Description conventions |
rda |
| 041 ## - LANGUAGE CODE |
|---|
| Language code of text/sound track or separate title |
eng |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
519.55 |
| Item number |
MOI 2015 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Montgomery, Douglas C., |
| 9 (RLIN) |
2342 |
| 245 10 - TITLE STATEMENT |
|---|
| Title |
Introduction to time series analysis and forecasting / |
| Statement of responsibility, etc |
Douglas C. Montgomery, Cheryl L. Jennings, Murat Kulahci. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
New Jersey : |
| Name of publisher, distributor, etc |
John Wiley & Sons. Inc., |
| Date of publication, distribution, etc |
2015. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xiv, 643 p. : |
| Other physical details |
illustrations ; |
| Dimensions |
25 cm. |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
Wiley series in probability and statistics |
| 500 ## - GENERAL NOTE |
|---|
| General note |
Previous edition: 2008. |
|
|---|
| General note |
Formerly CIP. |
| Institution to which field applies |
Uk |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and index. |
| 505 ## - FORMATTED CONTENTS NOTE |
|---|
| Title |
TOC |
| Formatted contents note |
<p>PREFACE xi <p>1 INTRODUCTION TO FORECASTING 1 <p>1.1 The Nature and Uses of Forecasts 1 <p>1.2 Some Examples of Time Series 6 <p>1.3 The Forecasting Process 13 <p>1.4 Data for Forecasting 16 <p>1.5 Resources for Forecasting 19 <p>2 STATISTICS BACKGROUND FOR FORECASTING 25 <p>2.1 Introduction 25 <p>2.2 Graphical Displays 26 <p>2.3 Numerical Description of Time Series Data 33 <p>2.4 Use of Data Transformations and Adjustments 46 <p>2.5 General Approach to Time Series Modeling and Forecasting 61 <p>2.6 Evaluating and Monitoring Forecasting Model Performance 64 <p>2.7 R Commands for Chapter 2 84 <p>3 REGRESSION ANALYSIS AND FORECASTING 107 <p>3.1 Introduction 107 <p>3.2 Least Squares Estimation in Linear Regression Models 110 <p>3.3 Statistical Inference in Linear Regression 119 <p>3.4 Prediction of New Observations 134 <p>3.5 Model Adequacy Checking 136 <p>3.6 Variable Selection Methods in Regression 146 <p>3.7 Generalized and Weighted Least Squares 152 <p>3.8 Regression Models for General Time Series Data 177 <p>3.9 Econometric Models 205 <p>3.10 R Commands for Chapter 3 209 <p>4 EXPONENTIAL SMOOTHING METHODS 233 <p>4.1 Introduction 233 <p>4.2 First-Order Exponential Smoothing 239 <p>4.3 Modeling Time Series Data 245 <p>4.4 Second-Order Exponential Smoothing 247 <p>4.5 Higher-Order Exponential Smoothing 257 <p>4.6 Forecasting 259 <p>4.7 Exponential Smoothing for Seasonal Data 277 <p>4.8 Exponential Smoothing of Biosurveillance Data 286 <p>4.9 Exponential Smoothers and Arima Models 299 <p>4.10 R Commands for Chapter 4 300 <p>5 AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (ARIMA) MODELS 327 <p>5.1 Introduction 327 <p>5.2 Linear Models for Stationary Time Series 328 <p>5.2.1 Stationarity 329 <p>5.2.2 Stationary Time Series 329 <p>5.3 Finite Order Moving Average Processes 333 <p>5.4 Finite Order Autoregressive Processes 337 <p>5.5 Mixed Autoregressive Moving Average Processes 354 <p>5.6 Nonstationary Processes 363 <p>5.7 Time Series Model Building 367 <p>5.8 Forecasting Arima Processes 378 <p>5.9 Seasonal Processes 383 <p>5.10 Arima Modeling of Biosurveillance Data 393 <p>5.11 Final Comments 399 <p>5.12 R Commands for Chapter 5 401 <p>6 TRANSFER FUNCTIONS AND INTERVENTION MODELS 427 <p>6.1 Introduction 427 <p>6.2 Transfer Function Models 428 <p>6.3 Transfer Function Noise Models 436 <p>6.4 Cross-Correlation Function 436 <p>6.5 Model Specification 438 <p>6.6 Forecasting with Transfer Function Noise Models 456 <p>6.7 Intervention Analysis 462 <p>6.8 R Commands for Chapter 6 473 <p>7 SURVEY OF OTHER FORECASTING METHODS 493 <p>7.1 Multivariate Time Series Models and Forecasting 493 <p>7.3 Arch and Garch Models 507 <p>7.4 Direct Forecasting of Percentiles 512 <p>7.5 Combining Forecasts to Improve Prediction Performance 518 <p>7.6 Aggregation and Disaggregation of Forecasts 522 <p>7.7 Neural Networks and Forecasting 526 <p>7.8 Spectral Analysis 529 <p>7.9 Bayesian Methods in Forecasting 535 <p>7.10 Some Comments on Practical Implementation and Use of Statistical Forecasting Procedures 542 <p>7.11 R Commands for Chapter 7 545 <p>APPENDIX A STATISTICAL TABLES 561 <p>APPENDIX B DATA SETS FOR EXERCISES 581 <p>APPENDIX C INTRODUCTION TO R 627 <p>BIBLIOGRAPHY 631 <p>INDEX 639 |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
Summary:<br/>Praise for the First Edition " [t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics.<br/> |
| 526 ## - STUDY PROGRAM INFORMATION NOTE |
|---|
| Program name |
AS |
| 590 ## - LOCAL NOTE (RLIN) |
|---|
| Local note |
Tahur Ahmed |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Time-series analysis. |
| 9 (RLIN) |
465 |
|
|---|
| Topical term or geographic name as entry element |
Forecasting. |
| 9 (RLIN) |
19668 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Jennings, Cheryl L., |
| Relator term |
author. |
| 9 (RLIN) |
19291 |
|
|---|
| Personal name |
Kulahci, Murat, |
| Relator term |
author. |
| 9 (RLIN) |
19292 |
| 856 42 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Materials specified |
WorldCat details |
| Uniform Resource Identifier |
http://www.worldcat.org/title/introduction-to-time-series-analysis-and-forecasting/oclc/908210322&referer=brief_results |
|
|---|
| Materials specified |
Ebook Fulltext |
| Uniform Resource Identifier |
http://lib.ewubd.edu/ebook/6704 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Text |