Time series analysis

George E.P. Box
Gwilym M. Jenkins
Gregory C. Reinsel

Bridging classical models and modern topics, the Fifth Edition of Time Series Analysis: Forecasting and Control maintains a balanced presentation of the tools for modeling and analyzing time series. Also describing the latest developments that have occurred in the field over the past decade through applications from areas such as business, finance, and engineering, the Fifth Edition continues to serve as one of the most influential and prominent works on the subject. Time Series Analysis: Forecasting and Control, Fifth Edition provides a clearly written exploration of the key methods for building, classifying, testing, and analyzing stochastic models for time series and describes their use in five important areas of application: forecasting determining the transfer function of a system modeling the effects of intervention events developing multivariate dynamic models and designing simple control schemes.

  • No. Panggil 519.55 BOX t
  • Edisi 5
  • Pengarang George E.P. Box
    Gwilym M. Jenkins
    Gregory C. Reinsel
  • Penerbit New Jersey John Wiley Sons, Inc. 2016