Time Series Analysis

Time Series Analysis : Forecasting and Control

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Description

This new edition has been revised and modified, retaining its original general structure, with updated discussions of estimation of ARMA models, and control theory. New sections include recent methods in model specification, intervention and outlier analysis. The objective of the text is to provideshow more

Product details

  • Hardback | 592 pages
  • 154.94 x 228.6 x 27.94mm | 884.5g
  • Pearson Education Limited
  • Prentice-Hall
  • Harlow, United Kingdom
  • English
  • 3rd Revised US ed
  • 0130607746
  • 9780130607744

Table of contents

1. Introduction. I. STOCHASTIC MODELS AND THEIR FORECASTING. 2. The Autocorrelation Function and Spectrum of Stationary Processes. 3. Linear Stationary Models. 4. Linear Nonstationary Models. 5. Forecasting. II. STOCHASTIC MODEL BUILDING. 6. Model Identification. 7. Model Estimation. 8. Model Diagnostic Checking. 9. Seasonal Models. III. TRANSFER FUNCTION MODEL BUILDING. 10. Transfer Function Models. 11. Identification, Fitting, and Checking of Transfer Function Models. 12. Intervention Analysis Models and Outlier Detection. IV. DESIGN OF DISCRETE CONTROL SCHEMES. 13. Aspects of Process Control. V. CHARTS AND TABLES. Collection of Tables and Charts. Collection of Time Series Used for Examples in the Text and in Exercises. References. VI. EXERCISES AND PROBLEMS. Index.show more

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