Time Series Analysis: Forecasting and Control, 4th Edition
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The Fourth Edition provides a clearly written exploration of the key methods for building, classifying, testing, and analyzing stochastic models for time series as well as 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. Along with these classical uses, modern topics are introduced through the book's new features, which include:
A new chapter on multivariate time series analysis, including a discussion of the challenge that arise with their modeling and an outline of the necessary analytical tools
New coverage of forecasting in the design of feedback and feedforward control schemes
A new chapter on nonlinear and long memory models, which explores additional models for application such as heteroscedastic time series, nonlinear time series models, and models for long memory processes
Coverage of structural component models for the modeling, forecasting, and seasonal adjustment of time series
A review of the maximum likelihood estimation for ARMA models with missing values
Numerous illustrations and detailed appendices supplement the book,while extensive references and discussion questions at the end of each chapter facilitate an in-depth understanding of both time-tested and modern concepts. With its focus on practical, rather than heavily mathematical, techniques, Time Series Analysis, Fourth Edition is the upper-undergraduate and graduate levels. this book is also an invaluable reference for applied statisticians, engineers, and financial analysts.
This Title is Part of the Following Set
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Time Series Analysis: Forecasting and Control, 4th Edition (US $165.00)
-and- Introduction to Time Series Analysis and Forecasting (US $152.00)
Total List Price: US $317.00
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