Time series analysis : forecasting and control /
A modernized new edition of one of the most trusted books on time series analysis. Since publication of the first edition in 1970, Time Series Analysis has served as one of the most influential and prominent works on the subject. This new edition maintains its balanced presentation of the tools for...
Clasificación: | Libro Electrónico |
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Autores principales: | , , |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Hoboken, N.J. :
J. Wiley & Sons,
©2008.
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Edición: | Fourth edition. |
Colección: | Wiley series in probability and statistics.
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Temas: | |
Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Tabla de Contenidos:
- 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.