Research Catalog

Time series analysis : forecasting and control

Title
Time series analysis : forecasting and control / George E.P. Box, University o Wisconsin, U.S.A. ; Gwilym M. Jenkins, University of Lancaster, U.K. ; Gregory C. Reinsel, University of Wisconsin, U.S.A.
Author
Box, George E. P.
Publication
  • Englewood Cliffs, N.J. : Prentice Hall, [1994]
  • ©1994

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StatusFormatAccessCall NumberItem Location
TextUse in library QA280 .B67 1994Off-site

Details

Additional Authors
  • Jenkins, Gwilym M.
  • Reinsel, Gregory C.
Description
xvi, 598 pages : illustrations; 24 cm
Subject
  • Time-series analysis
  • Prediction theory
  • Transfer functions
  • Feedback control systems > Mathematical models
  • Méthodes statistiques
  • Séries temporelles
  • Feedback control systems > Mathematical models
  • Prediction theory
  • Time-series analysis
  • Transfer functions
  • Tijdreeksen
  • Forecasting
  • Prediction analysis techniques
  • METHODOLOGIES
  • Séries chronologiques
  • Théorie de la prévision
  • Fonctions de transfert
  • Systèmes à réaction
Note
  • Includes index.
Bibliography (note)
  • Includes bibliographical references and indexes.
Contents
1. Introduction -- 2. Autocorrelation Function and Spectrum of Stationary Processes -- 3. Linear Stationary Models -- 4. Linear Nonstationary Models -- 5. Forecasting -- 6. Model Identification -- 7. Model Estimation -- 8. Model Diagnostic Checking -- 9. Seasonal Models -- 10. Transfer Function Models -- 11. Identification, Fitting, and Checking of Transfer Function Models -- 12. Intervention Analysis Models and Outlier Detection -- 13. Aspects of Process Control.
ISBN
  • 0130607746
  • 9780130607744
LCCN
  • 93034620
  • 9780130607744
OCLC
  • ocm28888762
  • 28888762
  • SCSB-2012890
Owning Institutions
Princeton University Library