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 mathématique ;
Séries chronologiques ;
Prévision, Théorie de la ;
Zeitreihenanalyse--(DE-588)4067486-1
|
Internet Access |
|
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. |
Place Published |
New York : |
Access Notes |
System requirements: IBM PC or equivalent, DOS or Windows, EGA or VGA card, 1.1 Mb of hard disk space, and 550K or RAM available for applications. |
PUB Date Free Form |
c1996. |
Series Title Traced |
Springer texts in statistics |
BIB Level |
m |
Cataloging Source |
OCLC/T |
LCCN |
96011743 |
Merged OCLC records |
989660767; 1049041206; 1086243546; 1089988454; 1167074909 |
OCLC Time Stamp |
19990507170440 |
Language |
eng |
Origin |
OCLC |
Type |
CAT |
OCLC Rec Leader |
01001cam 2200265 a 45020 |