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Record Nr. |
UNINA9910467014703321 |
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Titolo |
Time series analysis : forecasting and control / / George E. P. Box [and three others] |
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Pubbl/distr/stampa |
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Hoboken, New Jersey : , : Wiley, , 2016 |
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©2016 |
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ISBN |
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1-118-67492-8 |
1-118-67491-X |
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Edizione |
[Fifth edition.] |
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Descrizione fisica |
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1 online resource (652 p.) |
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Collana |
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Wiley Series in Probability and Statistics |
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Disciplina |
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Soggetti |
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Time-series analysis |
Prediction theory |
Transfer functions |
Feedback control systems - Mathematical models |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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""Time Series Analysis: Forecasting and Control""; ""Contents ""; ""Preface to the Fifth Edition""; ""Preface to the Fourth Edition""; ""Preface to the Third Edition""; ""Chapter 1: Introduction""; ""1.1 Five Important Practical Problems""; ""1.1.1 Forecasting Time Series""; ""1.1.2 Estimation of Transfer Functions""; ""1.1.3 Analysis of Effects of Unusual Intervention Events to a System""; ""1.1.4 Analysis of Multivariate Time Series""; ""1.1.5 Discrete Control Systems""; ""1.2 Stochastic and Deterministic Dynamic Mathematical Models"" |
""1.2.1 Stationary and Nonstationary Stochastic Models for Forecasting and Control""""1.2.2 Transfer Function Models""; ""1.2.3 Models for Discrete Control Systems""; ""1.3 Basic Ideas in Model Building""; ""1.3.1 Parsimony""; ""1.3.2 Iterative Stages in the Selection of a Model""; ""Appendix A1.1 Use of the R Software""; ""Exercises""; ""Part One: Stochastic Models and Their Forecasting""; ""Chapter 2: Autocorrelation Function and Spectrum of Stationary Processes""; ""2.1 Autocorrelation Properties of Stationary Models""; ""2.1.1 Time Series and Stochastic Processes"" |
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""2.1.2 Stationary Stochastic Processes""""2.1.3 Positive Definiteness and the Autocovariance Matrix""; ""2.1.4 Autocovariance and Autocorrelation Functions""; ""2.1.5 Estimation of Autocovariance and Autocorrelation Functions""; ""2.1.6 Standard Errors of Autocorrelation Estimates""; ""2.2 Spectral Properties of Stationary Models""; ""2.2.1 Periodogram of a Time Series""; ""2.2.2 Analysis of Variance""; ""2.2.3 Spectrum and Spectral Density Function""; ""2.2.4 Simple Examples of Autocorrelation and Spectral Density Functions"" |
""2.2.5 Advantages and Disadvantages of the Autocorrelation and Spectral Density Functions""""Appendix A 2.1 Link Between the Sample Spectrum and Autocovariance Function Estimate""; ""Exercises""; ""Chapter 3: Linear Stationary Models""; ""3.1 General Linear Process""; ""3.1.1 Two Equivalent Forms for the Linear Process""; ""3.1.2 Autocovariance Generating Function of a Linear Process""; ""3.1.3 Stationarity and Invertibility Conditions for a Linear Process""; ""3.1.4 Autoregressive and Moving Average Processes""; ""3.2 Autoregressive Processes"" |
""3.2.1 Stationarity Conditions for Autoregressive Processes""""3.2.2 Autocorrelation Function and Spectrum of Autoregressive Processes""; ""3.2.3 The First-Order Autoregressive Process""; ""3.2.4 Second-Order Autoregressive Process""; ""3.2.5 Partial Autocorrelation Function""; ""3.2.6 Estimation of the Partial Autocorrelation Function""; ""3.2.7 Standard Errors of Partial Autocorrelation Estimates""; ""3.2.8 Calculations in R""; ""3.3 Moving Average Processes""; ""3.3.1 Invertibility Conditions for Moving Average Processes"" |
""3.3.2 Autocorrelation Function and Spectrum of Moving Average Processes"" |
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Sommario/riassunto |
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Praise for the Fourth Edition "The book follows faithfully the style of the original edition. The approach is heavily motivated by real-world time series, and by developing a complete approach to model building, estimation, forecasting and control.""Mathematical Reviews Bridging classical models and modern topics, the Fifth Edition of Time Series Analysis: Forecasting and Control maintains a balanced presentation of the tools for modeling and analyzing time series. Also describing the latest developments that have occurred in the field over the past decade through application |
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2. |
Record Nr. |
UNINA9910795709803321 |
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Autore |
Barnouw Erik <1908-2001.> |
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Titolo |
Tube of plenty [[electronic resource] ] : the evolution of American television / / Erik Barnouw |
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Pubbl/distr/stampa |
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New York, : Oxford University Press, 1990 |
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ISBN |
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Edizione |
[2nd rev. ed.] |
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Descrizione fisica |
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Disciplina |
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Soggetti |
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Television broadcasting - United States - History |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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