01348nam a2200181 a 4500020001800000020001600018082001600034100002300050245004800073260003700121300004900158490003400207500001900241505043700260520042100697650002601118700002201144 a9780387947198 a0387947191 a519.55bBRO aBrockwell,Peter J. aIntroduction to time series and forecasting aNew York : bSpringer, c©1996. axiii, 420 pages : billustrations ; eCD Rom aSpringer texts in statistics. aIncludes Index a1. 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. aAssuming 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. aTime-series analysis. aDavis, Richard A.