Time Series Analysis: Forecasting and Control

George E.P. Box Gwilym M. Jenkins Gregory C. Reinsel

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Time Series Analysis: Forecasting and Control

Time Series Analysis Forecasting and Control A modernized new edition of one of the most trusted books on time series analysis Since publication of the first edition in Time Series Analysis has served as one of the most influential and pro

  • Title: Time Series Analysis: Forecasting and Control
  • Author: George E.P. Box Gwilym M. Jenkins Gregory C. Reinsel
  • ISBN: 9780470272848
  • Page: 120
  • Format: Hardcover
  • 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 developmeA 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.

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    One thought on “Time Series Analysis: Forecasting and Control

    1. David Lindelof on said:

      Probably one of the best textbooks on the subject out there. But first a disclaimer: I did not read this book cover to cover; however, I did skim through its entirety, fully reading those parts that were most applicable to my current work.There's a very close relationship between the theory of time series and modern control theory, and the notation one finds in this book will be familiar to you if you have read textbooks on control theory before. Box takes however a bold step and doesn't really [...]

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