The Analysis of Time Series: An Introduction, Sixth Edition - Brossura

Chatfield, C.

Brossura

ISBN 10: 0412318202 ISBN 13: 9780412318207

Casa editrice: Chapman and Hall/CRC, 1989

Riassunto

This book provides a comprehensive introduction to the theory and practice of time series analysis.
Topics include o ARIMA probability models o forecasting methods o spectral analysis o linear systems o state-space models o Kalman filter. Building on the success of earlier editions, the fourth edition serves as a valuable text for undergraduates and postgraduates taking courses in time series as well as provides an excellent resource for self-study.

Su questo libro

Contenuti:

Introduction
Simple Descriptive Techniques
Probability Models for Time Series
Estimation in the Time Domain
Forecasting
Stationary Processes in the Frequency Domain
Spectral Analysis
Bivariate Processes
Linear Systems
State-Space Models and the Kalman Filter
Non-Linear Models
Multivariate Time-Series Modelling
Some Other Topics
Appendices
The Fourier, Laplace, and Z Transforms
The Dirac Delta Function
Covariance
Some Worked Examples

Product Description:

The Analysis of Time Series: an introduction

Su questa edizione

• Editore: Chapman and Hall/CRC
• Data di pubblicazione: 1989
• ISBN 10: 0412318202
• ISBN 13: 9780412318207
• Rilegatura: Copertina flessibile
• Numero edizione: 4
• Numero di pagine: 256