Time Series Analysis

Time Series Analysis : Forecasting & Control

3 (2 ratings by Goodreads)
By (author)  , By (author)  , By (author) 

List price: US$145.99

Currently unavailable

Add to wishlist

AbeBooks may have this title (opens in new window).

Try AbeBooks


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 provide
show more

Product details

  • Hardback | 592 pages
  • 154.94 x 228.6 x 27.94mm | 884.5g
  • Pearson
  • United States
  • English
  • 3rd edition
  • 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

Rating details

2 ratings
3 out of 5 stars
5 50% (1)
4 0% (0)
3 0% (0)
2 0% (0)
1 50% (1)
Book ratings by Goodreads
Goodreads is the world's largest site for readers with over 50 million reviews. We're featuring millions of their reader ratings on our book pages to help you find your new favourite book. Close X