Time Series Analysis: Forecasting and Control (Revised Edition)

Box, George E. P.; Jenkins, Gwilym M.

ISBN 10: 0816211043 / ISBN 13: 9780816211043

Edité par Holden-Day, San Francisco

A propos de cet article

Hardcover Revised (2nd) edition, 4th Printing in Fair condition without a dust jacket. Significant wear to the spine particularly at the spine ends which show rips in the cover material. Library stickers appear to have been removed along with some of the cover material. The covers show some edge wear. The binding is a bit weak, but the pages are all intact. The interior pages are unmarked. Abrasion to the front flyleaf. The book will be carefully packaged for shipment for protection from the elements. USPS electronic tracking number issued free of charge.

N° de réf. du vendeur 12922

Détails bibliographiques

• Titre: Time Series Analysis: Forecasting and Control (Revised Edition)
• Éditeur: Holden-Day, San Francisco
• Langue: anglais
• ISBN à 10 chiffres: 0816211043
• ISBN à 13 chiffres: 9780816211043
• Reliure: Hardcover
• Édition: 2nd Edition.
• État de l'article: Fair
• État de la jaquette: No Jacket

A propos de ce titre

Synopsis

San Francisco. 24 cm. xxi, 575 p. il. Encuadernación en tapa dura de editorial. Idioma Inglés .. Este libro es de segunda mano y tiene o puede tener marcas y señales de su anterior propietario. ISBN: 0816211043; 9780816211043; 0186211643; 97801862116

Quatrième de couverture

A modernized new edition of one of the most trusted books on time series analysis. Since publication of the first edition in 1970, Time Series Analysis has served as one of the most influential and prominent works on the subject. This new edition maintains its balanced presentation of the tools for modeling and analyzing time series and also introduces the latest developments that have occurred n the field over the past decade through applications from areas such as business, finance, and engineering.

The Fourth Edition provides a clearly written exploration of the key methods for building, classifying, testing, and analyzing stochastic models for time series as well as 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. Along with these classical uses, modern topics are introduced through the book′s new features, which include:

• A new chapter on multivariate time series analysis, including a discussion of the challenge that arise with their modeling and an outline of the necessary analytical tools
• New coverage of forecasting in the design of feedback and feedforward control schemes
• A new chapter on nonlinear and long memory models, which explores additional models for application such as heteroscedastic time series, nonlinear time series models, and models for long memory processes
• Coverage of structural component models for the modeling, forecasting, and seasonal adjustment of time series
• A review of the maximum likelihood estimation for ARMA models with missing values

Numerous illustrations and detailed appendices supplement the book,while extensive references and discussion questions at the end of each chapter facilitate an in–depth understanding of both time–tested and modern concepts. With its focus on practical, rather than heavily mathematical, techniques, time Series Analysis, Fourth Edition is the upper–undergraduate and graduate levels. this book is also an invaluable reference for applied statisticians, engineers, and financial analysts.