Time series analysis forecasting and control

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...

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Bibliographic Details
Main Authors: Box, George E. P. (Author), Jenkins, Gwilym M. (Author), Reinsel, Gregory C. (Author), Ljung, Greta M. 1941- (Author)
Format: Book
Language:English
Published: Hoboken, New Jersey Wiley 2016
Edition:Fifth edition
Series:Wiley series in probability and statistics
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Summary: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.
Physical Description:xxvi, 669 pages illustrations, charts 26 cm.
Bibliography:Includes bibliographical references and index
ISBN:9781118675021 (hbk)