Introduction to time series and forecasting

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Title:

Introduction to time series and forecasting

Author:

Brockwell, Peter J.

ISBN:

9780387953519

Personal Author:

Brockwell, Peter J.

Edition:

2nd ed.

Publication Information:

New York : Springer, c2002.

Physical Description:

xiv, 434 p. : ill. ; 24 cm.+ 1 computer optical disc (4 3/4 in.)

Series:

Springer texts in statistics

Series Title:

Springer texts in statistics

Contents:

1. Introduction -- 2. Stationary Processes -- 3. ARMA Models -- 4. Spectral Analysis -- 5. Modeling 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.

Abstract:

The second edition contains detailed instructions on the use of the Windows-based computer package ITSM 2000, an interactive time series modelling package for the PC, the student version of which is included on the accompanying CD-ROM. Provides an introduction to time series analysis along with the programs.

Title Subject:

ITSM (Computer file)

Subject Term:

Time-series analysis.

Added Author:

Davis, Richard A.

Added Title:

ITSM 2000 [electronic resource] version 7.1 (student version)

Copies:

Available:*

Library	Material Type	Item Barcode	Shelf Number	Copy	Status
Searching... 1:IIEMSA	1:AV-MAT	33168025457157	519.55 B864.I 2002	1	Searching... Unknown

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Summary

This is an introduction to time series that emphasizes methods and analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills. Statisticians and students will learn the latest methods in time series and forecasting, along with modern computational models and algorithms.