Time series analysis : forecasting and control / George E.P. Box, Gwilym M. Jenkins, Gregory C. Reinsel.
By: Box, George E. P
Contributor(s): Jenkins, Gwilym M | Reinsel, Gregory CMaterial type: TextLanguage: English Series: Wiley series in probability and statisticsPublisher: Hoboken, N.J. : John Wiley, c2008Edition: 4th edDescription: xxiv, 746 p. : ill. ; 25 cmISBN: 9780470272848; 0470272848Subject(s): Time-series analysis | Prediction theory | Transfer functions | Feedback control systems -- Mathematical modelsDDC classification: 519.55 LOC classification: QA280 | .B67 2008Online resources: Publisher description | Table of contents only | Contributor biographical information | WorldCat Details | E-book Fulltext
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|E-Book||EWU Library E-book||Non-fiction||519.55 BOT 2008 (Browse shelf)||Not For Loan|
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Includes bibliographical references (p. 685-699) and index.
Table of contents Autocorrelation function and spectrum of stationary processes --
Linear stationary models --
Linear nonstationary models --
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.
- 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.