Time series analysis: forecasting and control
by Box, George E. P., (George Edward Pelham)
This is a complete revision of a classic, seminal, and authoritative text that has been the model for most books on the topic written since 1970. It explores the building of stochastic (statistical) models for time series and their use in important areas of application --forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control.
Read More ↓Title Statements
- Full title :Time series analysis : forecasting and control / George E.P. Box and Gwilym M. Jenkins.
Summary
This is a complete revision of a classic, seminal, and authoritative text that has been the model for most books on the topic written since 1970. It explores the building of stochastic (statistical) models for time series and their use in important areas of application --forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control.
Read More ↓Edition Statements
- Publication Date:[1976], ©1976.
- Edition:Revised edition
Publication Statements
- Publisher(s):Holden-Day
- Place of Publication:San Francisco, Calif
- Language:eng
- Publication Date:[1976], ©1976.
The Physical Object
- Description:xxi, 575 pages ; : 24 cm.
Edition Identifiers
- ISBN:0816211043, 9780816211043
- oclc:ocn872632299
- LC Classification:QA280
- Dewey Decimal:629.8 312
Table of Contents
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.
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