Time series analysis : forecasting and control
著者
書誌事項
Time series analysis : forecasting and control
Prentice Hall, c1994
3rd ed
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注記
Bibliography: p. 556-567
Includes indexes
内容説明・目次
内容説明
Explores the building of stochastic (statistical) models for time series and their use in important areas of application, forecasting, model specification, estimation, and checking.
目次
1. Introduction. I. STOCHASTIC MODELS AND THEIR FORECASTING. 2. The Autocorrelation Function and Spectrum of Stationary Processes. 3. Linear Stationary Models. 4. Linear Nonstationary Models. 5. Forecasting. II. STOCHASTIC MODEL BUILDING. 6. Model Identification. 7. Model Estimation. 8. Model Diagnostic Checking. 9. Seasonal Models. III. TRANSFER FUNCTION MODEL BUILDING. 10. Transfer Function Models. 11. Identification, Fitting, and Checking of Transfer Function Models. 12. Intervention Analysis Models and Outlier Detection. IV. DESIGN OF DISCRETE CONTROL SCHEMES. 13. Aspects of Process Control. V. CHARTS AND TABLES. Collection of Tables and Charts. Collection of Time Series Used for Examples in the Text and in Exercises. References. VI. EXERCISES AND PROBLEMS. Index.
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