Time series analysis: forecasting and control

by Box, George E. P.

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Title Statements

Full title :Time series analysis : forecasting and control / George E.P. Box and Gwilym M. Jenkins.

Edition Statements

Publication Date:©1976.
Edition:Rev. ed

Publication Statements

Publisher(s):Holden-Day
Place of Publication:San Francisco
Language:eng
Publication Date:©1976.

The Physical Object

Description:xxi, 575 pages : : illustrations ; : 24 cm.

Edition Identifiers

ISBN:0816211043, 9780816211043, 0186211643, 9780186211643
oclc:ocm02277774
LC Classification:TJ216
Dewey Decimal:629.8/312

Introduction and summary -- Stochastic models and their forecasting -- The autocorrelation function and spectrum -- Linear stationary models -- Linear nonstationary models -- Forecasting -- Stochastic model building -- Model identification -- Model estimation -- Model diagnostic checking -- Seasonal models -- Transfer function model building -- Transfer function models -- Identification, fitting, and checking of transfer function models -- Design of discrete control schemes -- Design of feedforward and feedback control schemes -- Some further problems in control.

Subjects

Analise De Series Temporais Dynamisches System Feedback control systems -- Mathematica… Feedback Probability Fonctions de transfert mathematical models Modèles mathématiques Models, Theoretical Prediction theory Processus stochastiques Série chronologique Stochastic Processes Stochastik Stochastisches Modell Systèmes à réaction -- Modèles mathémat… Théorie de la prévision Tijdreeksen Time-series analysis Transfer functions Zeitreihenanalyse