The Analysis of Time Series

The Analysis of Time Series : An Introduction, Sixth Edition

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Description

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

Introduction
Simple Descriptive Techniques
Probability Models for Time Series
Estimation in the Time Domain
Forecasting
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
Appendices
The Fourier, Laplace, and Z Transforms
The Dirac Delta Function
Covariance
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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