The analysis of time series: an introduction Chatfield, Chris

By:

Chatfield, Chris

Material type: Text

TextSeries: Chapman & Hall/CRC Texts in Statistical SciencePublication details: India CRC Press 2015Edition: 6th edDescription: xiii, 333 pISBN:

9781584883173

Subject(s):

DDC classification:

519.55 C4A6- 2015

Summary: The sixth edition is no exception. It provides an accessible, comprehensive introduction to the theory and practice of time series analysis. The treatment covers a wide range of topics, including ARIMA probability models, forecasting methods, spectral analysis, linear systems, state-space models, and the Kalman filter. It also addresses nonlinear, multivariate, and long-memory models. The author has carefully updated each chapter, added new discussions, incorporated new datasets, and made those datasets available for download from www.crcpress.com. (https://www.crcpress.com/The-Analysis-of-Time-Series-An-Introduction-Sixth-Edition/Chatfield/9781584883173)

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
Book	Ahmedabad	Non-fiction	519.55 C4A6- 2015 (Browse shelf(Opens below))	Available		190108

Total holds: 0

Table of Contents:

1. Introduction
2.Simple Descriptive Techniques
3.Probability Models For Time Series
4.Fitting Time-Series Models (In The Time Domain)
5.Forecasting
6.Stationary Processes In The Frequency Domain
7.Spectral Analysis
8.Bivariate Processes
9. Linear System
10.State-Space Models And The Kalman Filter
11.Non-Linear Models
12.Multivariate Time-Series Modelling
13.Some More Advanced Topics
14.Examples And Practical Advice

The sixth edition is no exception. It provides an accessible, comprehensive introduction to the theory and practice of time series analysis. The treatment covers a wide range of topics, including ARIMA probability models, forecasting methods, spectral analysis, linear systems, state-space models, and the Kalman filter. It also addresses nonlinear, multivariate, and long-memory models. The author has carefully updated each chapter, added new discussions, incorporated new datasets, and made those datasets available for download from www.crcpress.com.

(https://www.crcpress.com/The-Analysis-of-Time-Series-An-Introduction-Sixth-Edition/Chatfield/9781584883173)

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