1.

Record Nr.

UNINA9910141180203321

Autore

Box George E. P

Titolo

Time series analysis : forecasting and control / / George E.P. Box, Gwilym M. Jenkins, Gregory C. Reinsel

Pubbl/distr/stampa

Hoboken, N.J., : John Wiley, c2008

ISBN

1-118-61919-6

1-118-61906-4

1-118-21087-5

Edizione

[4th ed.]

Descrizione fisica

1 online resource (781 p.)

Collana

Wiley series in probability and statistics

Altri autori (Persone)

JenkinsGwilym M

ReinselGregory C

Disciplina

519.5/5

519.55

Soggetti

Anàlisi de sèries temporals

Teoria de la predicció

Sistemes de control per retroacció

Control automàtic

Models matemàtics

Time-series analysis

Prediction theory

Transfer functions

Feedback control systems - Mathematical models

Llibres electrònics

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references (p. 685-699) and index.

Nota di contenuto

pt. 1. Stochastic models and their forecasting -- pt. 2. Stochastic model building -- pt. 3. Transfer function and multivariate model building -- pt. Design of discrete control schemes -- pt. 5. Charts and tables -- pt. 6. Exercises and problems.

Sommario/riassunto

A modernized new edition of one of the most trusted books on time series analysis. Since publication of the first edition in 1970, Time Series Analysis has served as one of the most influential and prominent works on the subject. This new edition maintains its balanced presentation of the tools for modeling and analyzing time series and



also introduces the latest developments that have occurred n the field over the past decade through applications from areas such as business, finance, and engineering. The Fourth Edition provides a clearly written exploration of the key methods