libcats.org
Главная

Time series analysis: forecasting and control

Обложка книги Time series analysis: forecasting and control

Time series analysis: forecasting and control

This is a complete revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970. It focuses on practical techniques throughout, rather than a rigorous mathematical treatment of the subject. It explores the building of stochastic (statistical) models for time series and their use in important areas of application —forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control. Features sections on: recently developed methods for model specification, such as canonical correlation analysis and the use of model selection criteria; results on testing for unit root nonstationarity in ARIMA processes; the state space representation of ARMA models and its use for likelihood estimation and forecasting; score test for model checking; and deterministic components and structural components in time series models and their estimation based on regression-time series model methods.
Популярные книги за неделю:

Ключ к сверхсознанию

Автор:
Категория: Путь к себе
Размер книги: 309 Kb

Древо жизни

Автор:
Категория: Путь к себе
Размер книги: 1.70 Mb

Здоровье надо созидать

Автор:
Категория: Здоровье
Размер книги: 363 Kb

Шликерное литье

Автор:
Категория: science, science, technical
Размер книги: 5.98 Mb
Только что пользователи скачали эти книги:

Кэтрин Дженсен. Солнечная девушка

Автор:
Размер книги: 243 Kb

Детские болезни

Автор:
Размер книги: 5.61 Mb

Электронные игрушки

Автор:
Размер книги: 1.18 Mb

Библия Бармена

Автор:
Категория: Кулинария
Размер книги: 3.83 Mb

Geometry Success in 20 Minutes a Day

Автор: , Автор:
Категория: science_books, math
Размер книги: 1.30 Mb