Research Catalog

Title

Time series analysis : forecasting and control / George E.P. Box and Gwilym M. Jenkins.

Author

Box, George E. P.

Publication

San Francisco : Holden-Day, ©1976.

Items in the Library & Off-site

Details

Additional Authors

Jenkins, Gwilym M.

Description

xxi, 575 pages : illustrations; 24 cm.

Series Statement

Holden-Day series in time series analysis.

Uniform Title

Holden-Day series in time series analysis

Subject

• Time-series analysis
• Prediction theory
• Transfer functions
• Feedback control systems > Mathematical models
• Mathematical models
• Stochastic processes
• Time-Series Analysis
• Models, Theoretical
• Feedback Probability
• Stochastic Processes
• mathematical models
• Stochastic processes
• Mathematical models
• Feedback control systems > Mathematical models
• Prediction theory
• Time-series analysis
• Transfer functions
• Stochastik
• Zeitreihenanalyse
• Dynamisches System
• Stochastisches Modell
• Tijdreeksen
• Analise De Series Temporais

Bibliography (note)

• Includes bibliographical references and indexes.

Contents

Introduction and summary -- Stochastic models and their forecasting -- The autocorrelation function and spectrum -- 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 -- Design of discrete control schemes -- Design of feedforward and feedback control schemes -- Some further problems in control.

ISBN

• 0816211043
• 9780816211043
• 0186211643
• 9780186211643

LCCN

76008713

OCLC

• ocm02277774
• 2277774
• SCSB-231013

Owning Institutions

Princeton University Library