Introduction to Time Series and Forecasting (Springer Texts in Statistics)

Brockwell, Peter J.; Davis, Richard A.

ISBN 10: 0387947191 / ISBN 13: 9780387947198

Editore: Springer Nature, 1996

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Codice articolo 43Y29_28_0387947191

Dati bibliografici

• Titolo: Introduction to Time Series and Forecasting (Springer Texts in Statistics)
• Editore: Springer Nature
• Data di pubblicazione: 1996
• Lingua: Inglese
• ISBN 10: 0387947191
• ISBN 13: 9780387947198
• Rilegatura: Hardcover
• Condizione: new

Descrizione articolo

Riassunto

Assuming only a knowledge of basic calculus and elementary linear algebra, this text is aimed at those wishing to gain a working knowledge of time series and forecasting methods as applied in economics, engineering and the natural and social sciences. The emphasis is on methods and the analysis of data sets. Accompanying the book is a copy of the program "ITSM", which runs on DOS, Windows or Windows 95 platforms.

Recensione

From the reviews of the second edition:

"I like this book very much: as one who teaches an undergraduate course of time series, it covers everything that I require and more. I would have no hesitation in recommending it to my students." The Statistician

"This is the second edition of a popular time series course text ... . The accompanying computer package is the book’s most appealing feature. It allows one to integrate theoretical discourse and methodologic practice with considerable ease. ... In my opinion, this book is the best textbook choice for a course at the advanced undergraduate and master’s level in modern time-series analysis in time and frequency domains. Those who are teaching from other texts are unnecessarily complicating their lives." (Robert Lund, Journal of the American Statistical Association, Vol. 98 (463), 2003)

"This is ... update to an introductory time series book that first appeared in 1996. ... The book is not expensive. ... If you need a good basic time series reference, this book would certainly be a good choice." (Technometrics, Vol. 45 (1), 2003)

"The book gives an introduction into time series analysis. ... The book is highly recommendable. It provides an excellent introduction into time series analysis. ... it can be used as a textbook for students of various disciplines. Moreover, it is suitable as a reference book for practitioners. The great number of examples coming from economics, engineering, natural and social sciences contribute to a better understanding of the methods. For handling the software, very little familiarity with computing is required." (Wolfgang Schmid, Zentralblatt MATH, Vol. 994, 2002)