| Main Title |
Introduction to time series and forecasting / |
| Author |
Brockwell, Peter J.,
|
| Other Authors |
|
| Publisher |
Springer, |
| Year Published |
1996 |
| OCLC Number |
34355055 |
| ISBN |
0387947191; 9780387947198 |
| Subjects |
Time-series analysis ;
Zeitreihenanalyse ;
Prognose ;
Vorhersagetheorie ;
Tijdreeksen ;
Prognoses ;
Linguagem de programacao (outras) ;
Statistique mathematique ;
Series chronologiques ;
Prevision, Theorie de la ;
Zeitreihenanalyse--(DE-588)4067486-1
|
| Holdings |
| Library |
Call Number |
Additional Info |
Location |
Last
Modified |
Checkout
Status |
| EMBM |
QA280.B757 1996 |
|
NRMRL/GWERD Library/Ada,OK |
05/07/1999 |
|
| Collation |
xiii, 420 pages : illustrations ; 25 cm + 1 computer disc (3 1/2 in.). |
| Notes |
Includes bibliographical references (pages 409-414) and index. |
| Contents Notes |
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. Accompanying CD-ROM contains ... "[t]he time series package ... [which is] a slightly modified version of the package ITSM. ... The programs all are menu-driven so that the reader can immediately apply the techniques in the book to time series data, with a minimal investment of time in the computational and algorithmic aspects of the analysis."--Page 4 of cover. |
