The analysis of time series: an introduction
Chatfield, Chris
- 6th ed.
- India CRC Press 2015
- xiii, 333 p.
- Chapman & Hall/CRC Texts in Statistical Science .
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.