Time Series Analysis: Forecasting and Control, Fif th Edition

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Praise for the Fourth Edition The book follows faithfully the style of the original edition. The approach is heavily motivated by real-world time series, and by developing a complete approach to model...
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Praise for the Fourth Edition The book follows faithfully the style of the original edition. The approach is heavily motivated by real-world time series, and by developing a complete approach to model building, estimation, forecasting and control." - Mathematical Reviews Bridging classical models and modern topics, the Fifth Edition of Time Series Analysis: Forecasting and Control maintains a balanced presentation of the tools for modeling and analyzing time series. Also describing the latest developments that have occurred in the field over the past decade through applications from areas such as business, finance, and engineering, the Fifth Edition continues to serve as one of the most influential and prominent works on the subject. Time Series Analysis: Forecasting and Control, Fifth Edition provides a clearly written exploration of the key methods for building, classifying, testing, and analyzing stochastic models for time series and describes their use in five important areas of application: forecasting; determining the transfer function of a system; modeling the effects of intervention events; developing multivariate dynamic models; and designing simple control schemes.
Uitgever John Wiley & Sons Ltd
Druk 5
ISBN/EAN 9781118675021
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