The analysis of time series : an introduction

書誌事項

The analysis of time series : an introduction

C. Chatfield

(Texts in statistical science)

Chapman & Hall, 1996

5th ed

  • : pbk

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注記

Bibliography: p. [262]-270

Includes indexes

内容説明・目次

内容説明

This book provides a comprehensive introduction to the theory and practice of time series analysis. A wide range of topics is covered including ARIMA probability models, forecasting methods (including exponential smoothing and Box-Jenkins), spectral analysis, linear systems, state-space models and the Kalman filter. This edition includes additional chapters on non-linear models (incorporating material on neural nets and chaos) and multivariate models (including VARMA models) as well as additional examples and references to topics such as wavelets and long-memory models.

目次

  • Simple descriptive techniques
  • probability models for time series
  • estimation in the time domain
  • forecasting
  • stationary processes in the frequency domain
  • spectral analysis
  • bivariate processes
  • linear systems
  • state-space models and the Kalman filter
  • non-linear models
  • multivariate time series modelling
  • some other topics.

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詳細情報

  • NII書誌ID(NCID)
    BA28037791
  • ISBN
    • 0412716402
  • LCCN
    96083046
  • 出版国コード
    uk
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    London ; Tokyo
  • ページ数/冊数
    xii, 283 p.
  • 大きさ
    24 cm
  • 分類
  • 件名
  • 親書誌ID
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