Introduction to time series and forecasting
Material type:
- 9780387947198
- 0387947191
- 519.55 BRO
Item type | Current library | Collection | Call number | Status | Date due | Barcode | Item holds | |
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Main Library Reference | Reference | 519.55 BRO (Browse shelf(Opens below)) | Available | 006554 |
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519.54 RAD Linear Statistical Inference and Its Applications | 519.54 SAX Statistical inference | 519.55 BOX Time Series Analysis: Forecasting and Control | 519.55 BRO Introduction to time series and forecasting | 519.55 CHA The analysis of time series : | 519.55 CHA The analysis of time series : an introduction | 519.55 CRY Time series analysis : with applications in R |
Includes Index
1. Introduction --
2. Stationary processes --
3. ARMA models --
4. Spectral analysis --
5. Modelling and forecasting with ARMA processes --
6. Nonstationary and seasonal time series models --
7. Multivariate time series --
8. State-space models --
9. Forecasting techniques --
10. Further topics --
A. Random variables and probability distributions --
B. Statistical complements --
C. Mean square convergence --
D. An ITSM tutorial.
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.
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