# Introduction to Time Series Analysis and Forecasting

## Douglas C. Montgomery; Cheryl L. Jennings; Murat Kulahci

Valutazione media 4
( su 10 valutazioni fornite da Goodreads )

An accessible introduction to the most current thinking in and practicality of forecasting techniques in the context of time-oriented data.

Analyzing time-oriented data and forecasting are among the most important problems that analysts face across many fields, ranging from finance and economics to production operations and the natural sciences. As a result, there is a widespread need for large groups of people in a variety of fields to understand the basic concepts of time series analysis and forecasting. Introduction to Time Series Analysis and Forecasting presents the time series analysis branch of applied statistics as the underlying methodology for developing practical forecasts, and it also bridges the gap between theory and practice by equipping readers with the tools needed to analyze time-oriented data and construct useful, short- to medium-term, statistically based forecasts.

Seven easy-to-follow chapters provide intuitive explanations and in-depth coverage of key forecasting topics, including:

• Regression-based methods, heuristic smoothing methods, and general time series models

• Basic statistical tools used in analyzing time series data

• Metrics for evaluating forecast errors and methods for evaluating and tracking forecasting performance over time

• Cross-section and time series regression data, least squares and maximum likelihood model fitting, model adequacy checking, prediction intervals, and weighted and generalized least squares

• Exponential smoothing techniques for time series with polynomial components and seasonal data

• Forecasting and prediction interval construction with a discussion on transfer function models as well as intervention modeling and analysis

• Multivariate time series problems, ARCH and GARCH models, and combinations of forecasts

The ARIMA model approach with a discussion on how to identify and fit these models for non-seasonal and seasonal time series

The intricate role of computer software in successful time series analysis is acknowledged with the use of Minitab, JMP, and SAS software applications, which illustrate how the methods are imple-mented in practice. An extensive FTP site is available for readers to obtain data sets, Microsoft Office PowerPoint slides, and selected answers to problems in the book. Requiring only a basic working knowledge of statistics and complete with exercises at the end of each chapter as well as examples from a wide array of fields, Introduction to Time Series Analysis and Forecasting is an ideal text for forecasting and time series courses at the advanced undergraduate and beginning graduate levels. The book also serves as an indispensable reference for practitioners in business, economics, engineering, statistics, mathematics, and the social, environmental, and life sciences.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Douglas C. Montgomery, PhD, is Regents' Professor of Industrial Engineering and Statistics at Arizona State University. Dr. Montgomery has over thirty years of academic and consulting experience and has devoted his research to engineering statistics, specifically the design and analysis of experiments, statistical methods for process monitoring and optimization, and the analysis of time-oriented data. He has authored or coauthored over 190 journal articles and eleven books, including Introduction to Linear Regression Analysis, Fourth Edition and Generalized Linear Models: With Applications in Engineering and the Sciences, both published by Wiley.

Cheryl L. Jennings, PhD, is a Process Design Consultant with Bank of America. An active member of both the American Statistical Association and the American Society for Quality, her areas of research and professional interest include Six Sigma; modeling and analysis; and process control and improvement. Dr. Jennings earned her PhD in industrial engineering from Arizona State University.

Murat Kulahci, PhD, is Associate Professor in Informatics and Mathematical Modelling at the Technical University of Denmark. He has authored or coauthored over thirty journal articles in the areas of time series analysis, design of experiments, and statistical process control and monitoring.

Review:

"This would be an appropriate source for use in a first course in time series analysis. It might also be useful as a reference for researchers who want to apply time series analysis to their data sets." (CHOICE, October 2008)

"The result is a book that can be used with a wide variety of audiences, with different interests and technical backgrounds, whose common interests are understanding how to analyze time-oriented data and constructing good short-term statistically based forecasts." (Mathematical Reviews, 2008m)

"The book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics." (MAA Reviews,  July 2008)

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Compra nuovo Guarda l'articolo
EUR 26,48

Spese di spedizione: EUR 2,57
In U.S.A.

Destinazione, tempi e costi

Aggiungere al carrello

## 1.Introduction to Time Series Analysis and Forecasting

Editore: Wiley
ISBN 10: 0471653977 ISBN 13: 9780471653974
Nuovi Rilegato Quantità: 1
Da
EXPEDITEBOOKS
(Dublin, OH, U.S.A.)
Valutazione libreria

Descrizione libro Wiley. Hardcover. Condizione libro: New. 0471653977 New Hardback US Student Edition. In Stock, Based in Ohio. Ships SAME or NEXT business day. Buyers in CA,WA,OR,NV,TX,NM,AZ,UT,ID,FL are urged to use PRIORITY shipping as standard/ media mail MIGHT take up to 30 days from Ohio. Codice libro della libreria SKU1015889

Compra nuovo
EUR 26,48
Convertire valuta
Spese di spedizione: EUR 2,57
In U.S.A.
Destinazione, tempi e costi

## 2.Introduction to Time Series Analysis and Forecasting

Editore: Wiley (2008)
ISBN 10: 0471653977 ISBN 13: 9780471653974
Nuovi Rilegato Quantità: 1
Da
Irish Booksellers
(Rumford, ME, U.S.A.)
Valutazione libreria

Descrizione libro Wiley, 2008. Hardcover. Condizione libro: New. book. Codice libro della libreria 0471653977

Compra nuovo
EUR 47,43
Convertire valuta
Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi

## 3.Introduction to Time Series Analysis and Forecasting

Editore: Wiley (2008)
ISBN 10: 0471653977 ISBN 13: 9780471653974
Nuovi Quantità: 1
Da
Nearfine Books
(Brooklyn, NY, U.S.A.)
Valutazione libreria

Descrizione libro Wiley, 2008. Condizione libro: new. Shiny and new! Expect delivery in 2-3 weeks. Codice libro della libreria 9780471653974-1

Compra nuovo
EUR 44,22
Convertire valuta
Spese di spedizione: EUR 3,44
In U.S.A.
Destinazione, tempi e costi

## 4.Introduction to Time Series Analysis and Forecasting (1st Edition)

Editore: John Wiley & Sons (2008)
ISBN 10: 0471653977 ISBN 13: 9780471653974
Nuovi Rilegato Quantità: 3
Da
United College Bookstore (UCB) / KUL6632
(Springfield Gardens, NY, U.S.A.)
Valutazione libreria

Descrizione libro John Wiley & Sons, 2008. Condizione libro: Brand New. Brand New Hardcover Textbook is still wrapped MINT in the plastic. Ship from Multiple Locations, including Malaysia, Singapore, and Thailand. Shipping should take from 3-4 business days within US, Canada, UK, and other EU countries, 2-3 business days within Australia, Japan, and Singapore; for faster processing time, please choose to ship with Expedite. Thank you for looking![3974JW IntroTimeSeries]. Codice libro della libreria 978047165397488

Compra nuovo
EUR 41,35
Convertire valuta
Spese di spedizione: EUR 8,59
In U.S.A.
Destinazione, tempi e costi

## 5.Introduction to Time Series Analysis and Forecasting (1st Edition)

Editore: John Wiley & Sons (2008)
ISBN 10: 0471653977 ISBN 13: 9780471653974
Nuovi Rilegato Quantità: 3
Da
CollegebookDirect Australia
(Melbourne, VIC, Australia)
Valutazione libreria

Descrizione libro John Wiley & Sons, 2008. Condizione libro: Brand New. Brand New Hardcover Textbook is still wrapped MINT in the plastic. Ship from Multiple Locations, including Malaysia, Singapore, and Thailand. Shipping should take from 3-4 business days within US, Canada, UK, and other EU countries, 2-3 business days within Australia, Japan, and Singapore; for faster processing time, please choose to ship with Expedite. Thank you for looking![3974JW IntroTimeSeries]. Codice libro della libreria 978047165397488

Compra nuovo
EUR 50,16
Convertire valuta
Spese di spedizione: GRATIS
Da: Australia a: U.S.A.
Destinazione, tempi e costi

## 6.Introduction to Time Series Analysis and Forecasting

ISBN 10: 0471653977 ISBN 13: 9780471653974
Nuovi Rilegato Quantità: 1
Da
TreeHouseBookstore
(Mountlake Terrace, WA, U.S.A.)
Valutazione libreria

Descrizione libro Hardcover. Condizione libro: New. BRAND NEW US edition / [Hardcover] / FREE UPGRADE to FedEx, UPS or Priority Mail / receive your book within 1-4 business days! / [clean wrapped, well protected] [Authentic edition exactly the same as the Official Listing] [ships within 1 business day] / Free tracking number / Genuine US Bookstore! Get your book in perfect condition! We also ship international via FedEx, UPS, or USPS Express!. Codice libro della libreria 154020170726222849

Compra nuovo
EUR 69,15
Convertire valuta
Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi

## 7.Introduction to Time Series Analysis and Forecasting

Editore: Wiley
ISBN 10: 0471653977 ISBN 13: 9780471653974
Nuovi Rilegato Quantità: 2
Da
(Franklin Lakes, NJ, U.S.A.)
Valutazione libreria

Descrizione libro Wiley. Hardcover. Condizione libro: New. 0471653977 New US Edition Textbook, Ships with Emailed Tracking from USA. Codice libro della libreria Z0471653977ZN

Compra nuovo
EUR 67,30
Convertire valuta
Spese di spedizione: EUR 3,34
In U.S.A.
Destinazione, tempi e costi

## 8.Introduction to Time Series Analysis and Forecasting

Editore: Wiley (2008)
ISBN 10: 0471653977 ISBN 13: 9780471653974
Nuovi Rilegato Quantità: 2
Da
Murray Media
(North Miami Beach, FL, U.S.A.)
Valutazione libreria

Descrizione libro Wiley, 2008. Hardcover. Condizione libro: New. Codice libro della libreria P110471653977

Compra nuovo
EUR 70,77
Convertire valuta
Spese di spedizione: EUR 2,57
In U.S.A.
Destinazione, tempi e costi

## 9.Introduction to Time Series Analysis and Forecasting

Editore: Wiley, U.S.A. (2008)
ISBN 10: 0471653977 ISBN 13: 9780471653974
Nuovi Rilegato Prima edizione Quantità: 1
Da
Bonny. Lee
Valutazione libreria

Descrizione libro Wiley, U.S.A., 2008. Hardcover. Condizione libro: Brand New. 1st Edition. US edition Brand New HARD COVER expedite delivery. Codice libro della libreria 001673

Compra nuovo
EUR 77,09
Convertire valuta
Spese di spedizione: EUR 25,76
Destinazione, tempi e costi

## 10.Introduction to Time Series Analysis and Forecasting Format: Cloth

Editore: John Wiley and Sons
ISBN 10: 0471653977 ISBN 13: 9780471653974
Nuovi Quantità: > 20
Da
INDOO
(Avenel, NJ, U.S.A.)
Valutazione libreria

Descrizione libro John Wiley and Sons. Condizione libro: New. Brand New. Codice libro della libreria 0471653977

Compra nuovo
EUR 112,70
Convertire valuta
Spese di spedizione: EUR 3,01
In U.S.A.
Destinazione, tempi e costi