Introduction to time series and forecasting
著者
書誌事項
Introduction to time series and forecasting
(Springer texts in statistics)
Springer, c1996
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注記
Includes bibliographical references (p. [409]-414) and index
内容説明・目次
内容説明
Assuming only a knowledge of basic calculus and elementary linear algebra, this text is aimed at those wishing to gain a working knowledge of time series and forecasting methods as applied in economics, engineering and the natural and social sciences. The emphasis is on methods and the analysis of data sets. Accompanying the book is a copy of the program "ITSM", which runs on DOS, Windows or Windows 95 platforms.
目次
Contents: Introduction.- Stationary Processes.- ARMA Models.- Spectral Analysis.- Modelling and Prediction with ARMA Processes.- Non-Stationary and Seasonal Time Series.- Multivariate Time Series.- State-Space Models.- Forecasting Techniques.- Further Topics: Transfer Function Models, Intervention Analysis, Non-linear Models, Continuous-time Models, Long-memory Models, Problems.- Appendix A: Statistical Complements.- Appendix B: Mean Square Convergence.- Appendix C: A Sample Analysis.
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