Introduction to time series and forecasting (Record no. 37190)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01410nam a2200205 a 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780387947198 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 0387947191 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.55 |
| Item number | BRO |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Brockwell,Peter J. |
| 245 ## - TITLE STATEMENT | |
| Title | Introduction to time series and forecasting |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | New York : |
| Name of publisher | Springer, |
| Year of publication | ©1996. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xiii, 420 pages : |
| Other physical details | illustrations ; |
| Accompanying material | CD Rom |
| 490 ## - SERIES STATEMENT | |
| Series statement | Springer texts in statistics. |
| 500 ## - GENERAL NOTE | |
| General note | Includes Index |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1. Introduction --<br/>2. Stationary processes --<br/>3. ARMA models --<br/>4. Spectral analysis --<br/>5. Modelling and forecasting with ARMA processes --<br/>6. Nonstationary and seasonal time series models --<br/>7. Multivariate time series --<br/>8. State-space models --<br/>9. Forecasting techniques --<br/>10. Further topics --<br/>A. Random variables and probability distributions --<br/>B. Statistical complements --<br/>C. Mean square convergence --<br/>D. An ITSM tutorial. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Assuming only a knowledge of basic calculus and elementary linear algebra, this text is aimed at those wishing to gain a working knowledge of time series and forecasting methods as applied in economics, engineering and the natural and social sciences. The emphasis is on methods and the analysis of data sets. Accompanying the book is a copy of the program "ITSM", which runs on DOS, Windows or Windows 95 platforms. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Time-series analysis. |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Davis, Richard A. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Reference Books |
| Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|---|
| Reference | Main Library | Main Library | Reference | 11/06/2001 | Purchased | 12591.50 | 519.55 BRO | 006554 | Reference Books |