Introduction to time series and forecasting

By:

Brockwell,Peter J

Contributor(s):

Davis, Richard A

Material type: Text

9780387947198
0387947191

Subject(s):

Time-series analysis

DDC classification:

519.55 BRO

Contents:

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.

Summary: 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.

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
Reference Books	Main Library Reference	Reference	519.55 BRO (Browse shelf(Opens below))	Available		006554

Total holds: 0

Browsing Main Library shelves, Shelving location: Reference, Collection: Reference Close shelf browser (Hides shelf browser)

Previous		No cover image available						Next
Previous	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	Next

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.

There are no comments on this title.

to post a comment.