Introduction to time series analysis and forecasting/ (Record no. 198779)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | a |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118745113 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | CUS |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.55 |
| Item number | MON/I |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Montgomery, Douglas C. |
| 245 ## - TITLE STATEMENT | |
| Title | Introduction to time series analysis and forecasting/ |
| Statement of responsibility, etc. | Dauglas C. Montgomery, Cheryl L. Jennings, Murat Kulahci |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 2nd ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | New Jersey: |
| Name of publisher, distributor, etc. | Wiley, |
| Date of publication, distribution, etc. | c2016. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xiv, 643 p. : |
| Other physical details | ill. ; |
| Dimensions | 24 cm. |
| 440 ## - SERIES | |
| Title | (Wiley series in probability and statistics) |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Preface --<br/>1 Introduction to Forecasting --<br/>1.1 The Nature and Uses of Forecasts --<br/>1.2 Some Examples of Time Series --<br/>1.3 The Forecasting Process --<br/>1.4 Data for Forecasting --<br/>1.4.1 The Data Warehouse --<br/>1.4.2 Data Cleaning --<br/>1.4.3 Imputation --<br/>1.5 Resources for Forecasting --<br/>Exercises --<br/>2 Statistics Background for Forecasting --<br/>2.1 Introduction --<br/>2.2 Graphical Displays --<br/>2.2.1 Time Series Plots --<br/>2.2.2 Plotting Smoothed Data --<br/>2.3 Numerical Description of Time Series Data --<br/>2.3.1 Stationary Time Series. 2.3.2 Autocovariance and Autocorrelation Functions --<br/>2.3.3 The Variogram --<br/>2.4 Use of Data Transformations and Adjustments --<br/>2.4.1 Transformations --<br/>2.4.2 Trend and Seasonal Adjustments --<br/>2.5 General Approach to Time Series Modeling and Forecasting --<br/>2.6 Evaluating and Monitoring Forecasting Model Performance --<br/>2.6.1 Forecasting Model Evaluation --<br/>2.6.2 Choosing Between Competing Models --<br/>2.6.3 Monitoring a Forecasting Model --<br/>2.7 R Commands for Chapter 2 --<br/>Exercises --<br/>3 Regression Analysis and Forecasting --<br/>3.1 Introduction --<br/>3.2 Least Squares Estimation in Linear Regression Models. 3.3 Statistical Inference in Linear Regression --<br/>3.3.1 Test for Significance of Regression --<br/>3.3.2 Tests on Individual Regression Coefficients and Groups of Coefficients --<br/>3.3.3 Confidence Intervals on Individual Regression Coefficients --<br/>3.3.4 Confidence Intervals on the Mean Response --<br/>3.4 Prediction of New Observations --<br/>3.5 Model Adequacy Checking --<br/>3.5.1 Residual Plots --<br/>3.5.2 Scaled Residuals and PRESS --<br/>3.5.3 Measures of Leverage and Influence --<br/>3.6 Variable Selection Methods in Regression --<br/>3.7 Generalized and Weighted Least Squares --<br/>3.7.1 Generalized Least Squares. 3.7.2 Weighted Least Squares --<br/>3.7.3 Discounted Least Squares --<br/>3.8 Regression Models for General Time Series Data --<br/>3.8.1 Detecting Autocorrelation: The Durbin-Watson Test --<br/>3.8.2 Estimating the Parameters in Time Series Regression Models --<br/>3.9 Econometric Models --<br/>3.10 R Commands for Chapter 3 --<br/>Exercises --<br/>4 Exponential Smoothing Methods --<br/>4.1 Introduction --<br/>4.2 First-Order Exponential Smoothing --<br/>4.2.1 The Initial Value, --<br/>4.2.2 The Value of l --<br/>4.3 Modeling Time Series Data --<br/>4.4 Second-Order Exponential Smoothing --<br/>4.5 Higher-Order Exponential Smoothing --<br/>4.6 Forecasting. 4.6.1 Constant Process --<br/>4.6.2 Linear Trend Process --<br/>4.6.3 Estimation of --<br/>4.6.4 Adaptive Updating of the Discount Factor --<br/>4.6.5 Model Assessment --<br/>4.7 Exponential Smoothing for Seasonal Data --<br/>4.7.1 Additive Seasonal Model --<br/>4.7.2 Multiplicative Seasonal Model --<br/>4.8 Exponential Smoothing of Biosurveillance Data --<br/>4.9 Exponential Smoothers and Arima Models --<br/>4.10 R Commands for Chapter 4 --<br/>Exercises --<br/>5 Autoregressive Integrated Moving Average (ARIMA) Models --<br/>5.1 Introduction --<br/>5.2 Linear Models for Stationary Time Series --<br/>5.2.1 Stationarity --<br/>5.2.2 Stationary Time Series. |
| 650 ## - SUBJECT | |
| Keyword | Time-series analysis |
| 650 ## - SUBJECT | |
| Keyword | Forecasting |
| 650 ## - SUBJECT | |
| Keyword | Mathematics |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Jennings, Cheryl L. |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Kulahci, Murat |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | General Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Cost, normal purchase price | Full call number | Accession number | Date last seen | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Central Library, Sikkim University | Central Library, Sikkim University | General Book Section | 06/02/2020 | 7959.22 | 519.55 MON/I | 48048 | 06/02/2020 | General Books |