000 | 02032nam a2200181Ia 4500 | ||
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999 |
_c153490 _d153490 |
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020 | _a9781584883173 | ||
040 | _cCUS | ||
082 |
_a519.55 _bCHA/T |
||
100 |
_aChatfield, Christopher _920191 |
||
245 | 4 |
_aThe analysis of time series: an introduction/ _cChristopher Chatfield |
|
250 | _a6th ed. | ||
260 |
_aNew York: _bChapman, _c2004. |
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300 |
_axiii, 333 p. : _bill. ; _c24 cm. |
||
440 |
_a(Texts in statistical science) _920192 |
||
505 | _aSome Representative Time Series -- Objectives of Time-Series Analysis -- Approaches to Time-Series Analysis -- Review of Books on Time Series -- Simple Descriptive Techniques -- Types of Variation -- Stationary Time Series -- The Time Plot -- Transformations -- Analysing Series that Contain a Trend -- Analysing Series that Contain Seasonal Variation -- Autocorrelation and the Correlogram -- Other Tests of Randomness -- Handling Real Data -- Some Time-Series Models -- Stochastic Processes and Their Properties -- Stationary Processes -- Some Properties of the Autocorrelation Function -- Some Useful Models -- The Wold Decomposition Theorem -- Fitting Time-Series Models in the Time Domain -- Estimating Autocovariance and Autocorrelation Functions -- Fitting an Autoregressive Process -- Fitting a Moving Average Process -- Estimating Parameters of an ARMA Model -- Estimating Parameters of an ARIMA Model -- Box-Jenkins Seasonal ARIMA Models -- Residual Analysis -- General Remarks on Model Building -- Forecasting -- Univariate Procedures -- Multivariate Procedures -- Comparative Review of Forecasting Procedures -- Prediction Theory -- Stationary Processes in the Frequency Domain -- The Spectral Distribution Function -- The Spectral Density Function -- The Spectrum of a Continuous Process -- Derivation of Selected Spectra -- Spectral Analysis -- Fourier Analysis -- A Simple Sinusoidal Model -- Periodogram Analysis -- Some Consistent Estimation Procedures -- Confidence Intervals for the Spectrum. | ||
650 |
_aTime-series analysis _910791 |
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942 |
_cWB16 _01 |