The Analysis of Time Series

The Analysis of Time Series : An Introduction, Sixth Edition

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This book provides a comprehensive introduction to the theory and practice of time series analysis.
Topics include o ARIMA probability models o forecasting methods o spectral analysis o linear systems o state-space models o Kalman filter. Building on the success of earlier editions, the fourth edition serves as a valuable text for undergraduates and postgraduates taking courses in time series as well as provides an excellent resource for self-study.
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Product details

  • Paperback | 256 pages
  • 144.78 x 231.14 x 15.24mm | 317.51g
  • London, United Kingdom
  • English
  • New edition
  • 4th New edition
  • references, index
  • 0412318202
  • 9780412318207

Table of contents

Simple Descriptive Techniques
Probability Models for Time Series
Estimation in the Time Domain
Stationary Processes in the Frequency Domain
Spectral Analysis
Bivariate Processes
Linear Systems
State-Space Models and the Kalman Filter
Non-Linear Models
Multivariate Time-Series Modelling
Some Other Topics
The Fourier, Laplace, and Z Transforms
The Dirac Delta Function
Some Worked Examples
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Rating details

23 ratings
3.73 out of 5 stars
5 35% (8)
4 22% (5)
3 30% (7)
2 9% (2)
1 4% (1)
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