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The analysis of time series :

By: Chatfield, ChristopherMaterial type: Text

TextPublication details: Boca Raton, FL : Chapman & Hall/CRC, c2004Edition: 6th edDescription: xiii, 333 p. : illISBN: 9781584883173; 1584883170 Subject(s): Time-series analysisDDC classification: 519.55 Online resources: Click here to access online

Contents:

Chapter 1 Introduction -- Chapter 2 Simple Descriptive Techniques -- Chapter 3 Some Time-Series Models -- Chapter 4 Fitting Time-Series Models in the Time Domain -- Chapter 5 Forecasting -- Chapter 6 Stationary Processes in the Frequency Domain -- Chapter 7 Spectral Analysis -- Chapter 8 Bivariate processes -- Chapter 9 Linear Systems -- Chapter 10 State-Space Models and the Kalman Filter -- Chapter 11 Non-Linear Models -- Chapter 12 Multivariate Time-Series Modelling -- Chapter 13 Some More Advanced Topics -- Chapter 14 Examples and Practical Advice -- Appendix A: Fourier, Laplace and z-Transforms -- Appendix B: Dirac Delta Function -- Appendix C: Covariance and Correlation -- Appendix D: Some MINITAB and S-PLUS Commands.

Summary: "As an introduction to techniques for analyzing discrete time series, this textbook explains probability models, the spectral density function, time-invariant linear systems, state-space models, nonlinear models, and multivariate time series models."--"Book News, Inc.."

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
Reference Books	Main Library Reference	Reference	519.55 CHA (Browse shelf(Opens below))	Available		013881

Total holds: 0

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Includes index

Chapter 1 Introduction --
Chapter 2 Simple Descriptive Techniques --
Chapter 3 Some Time-Series Models --
Chapter 4 Fitting Time-Series Models in the Time Domain --
Chapter 5 Forecasting --
Chapter 6 Stationary Processes in the Frequency Domain --
Chapter 7 Spectral Analysis --
Chapter 8 Bivariate processes --
Chapter 9 Linear Systems --
Chapter 10 State-Space Models and the Kalman Filter --
Chapter 11 Non-Linear Models --
Chapter 12 Multivariate Time-Series Modelling --
Chapter 13 Some More Advanced Topics --
Chapter 14 Examples and Practical Advice --
Appendix A: Fourier, Laplace and z-Transforms --
Appendix B: Dirac Delta Function --
Appendix C: Covariance and Correlation --
Appendix D: Some MINITAB and S-PLUS Commands.

"As an introduction to techniques for analyzing discrete time series, this textbook explains probability models, the spectral density function, time-invariant linear systems, state-space models, nonlinear models, and multivariate time series models."--"Book News, Inc.."

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