Time series analysis : forecasting and control /

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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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Box, George E. P. (Author), Jenkins, Gwilym M. (Author), Reinsel, Gregory C. (Author)
Format: Electronic eBook
Language:Inglés
Published: Hoboken, N.J. : J. Wiley & Sons, ©2008.
Edition:Fourth edition.
Series:Wiley series in probability and statistics.
Subjects:
Time-series analysis.
Prediction theory.
Transfer functions.
Feedback control systems > Mathematical models.
Série chronologique.
Théorie de la prévision.
Fonctions de transfert.
Systèmes à réaction > Modèles mathématiques.
MATHEMATICS > Probability & Statistics > Time Series.
Feedback control systems > Mathematical models
Prediction theory
Time-series analysis
Transfer functions
Zeitreihenanalyse
Análise de séries temporais.
Tidsserieanalys.
Time series.
Online Access:Texto completo (Requiere registro previo con correo institucional)
Table of Contents:
  • 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.

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