Time Series Analysis: Forecasting and Control

Capa
Holden-Day, 1976 - 575 páginas
Table of Contents Preface 1 Introduction 1 2 Autocorrelation Function and Spectrum of Stationary Processes 21 3 Linear Stationary Models 46 4 Linear Nonstationary Models 89 5 Forecasting 131 6 Model Identification 183 7 Model Estimation 224 8 Model Diagnostic Checking 308 9 Seasonal Models 327 10 Transfer Function Models 373 11 Identification, Fitting, and Checking of Transfer Function Models 407 12 Intervention Analysis Models and Outlier Detection 462 13 Aspects of Process Control 483 Collection of Tables and Charts 533 Collection of Time Series Used for Examples in the Text and in Exercises 540 References 556 Exercises and Problems 569 Index 589.

De dentro do livro

Conteúdo

PREFACE
1
STOCHASTIC MODELS AND THEIR
21
LINEAR STATIONARY MODELS
46
Direitos autorais

33 outras seções não mostradas

Outras edições - Ver todos

Termos e frases comuns

Informações bibliográficas