Introduction to time series and forecasting Peter J Brockwell

By:

Brockwell, Peter J

Contributor(s):

Davis, Richard A [Co-author]

Material type: Text

TextPublication details: Springer International Publishing 2016 SwitzerlandEdition: 3rd edDescription: xiv, 425 pISBN:

9783319298528

Subject(s):

DDC classification:

519.55 B7I6

Summary: This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Many additional special topics are also covered. http://www.springer.com/in/book/9783319298528

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Item type	Current library	Collection	Call number	Status	Barcode
Book	Ahmedabad	Non-fiction	519.55 B7I6 (Browse shelf(Opens below))	Available	194764
Book	Raipur		519.55 BRO-16 (Browse shelf(Opens below))	Available	IIMRP-10201
Book	Visakhapatnam General Stacks		519.55 BRO (Browse shelf(Opens below))	Available	IIMV-001130

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Previous	519.542650 HAH-14 Bayesian methods for management and business:	519.55 BOX-14 Time series analysis for the social sciences	519.55 BRA-07 Multiple time series models	519.55 BRO-16 Introduction to time series and forecasting	519.55 BRO-19 Bayesian analysis of time series /	519.55 CRO-94 Multivariate tests for time series models	519.55 CRO-94 Univariate tests for time series models	Next

This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details.

The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Many additional special topics are also covered.

http://www.springer.com/in/book/9783319298528

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