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TIME SERIES ANALYSIS: FORECASTING & CONTROL 3E 26.0%OFF

TIME SERIES ANALYSIS: FORECASTING & CONTROL 3E

by Box George

  • ISBN

    :  

    9788131716335

  • Publisher

    :  

    Pearson

  • Subject

    :  

    Business & Management

  • Binding

    :  

    Paperback

  • Pages

    :  

    592

  • Year

    :  

    1994

₹

499.0

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₹

369.0

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  • Description

    This is a complete revision of a classic, seminal, and authoritative text that has been the model for most books on the topic written since 1970. It explores the building of stochastic (statistical) models for time series and their use in important areas of application —forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control.For Sale in Indian subcontinent onlyFeaturesfocuses on practical techniques throughout, rather than a rigorous mathematical treatment of the subject. includes a considerably revised chapter on estimation of ARMA models.Contents Introduction.STOCHASTIC MODELS AND THEIR FORECASTING.The Autocorrelation Function and Spectrum of Stationary Processes.Linear Stationary Models.Linear Nonstationary Models.Forecasting. STOCHASTIC MODEL BUILDING.Model Identification.Model Estimation.Model Diagnostic Checking.Seasonal Models. TRANSFER FUNCTION MODEL BUILDING.Transfer Function Models.Identification, Fitting, and Checking of Transfer Function Models.Intervention Analysis Models and Outlier Detection. DESIGN OF DISCRETE CONTROL SCHEMES.Aspects of Process Control. CHARTS AND TABLES.EXERCISES AND PROBLEMS.

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