05557nam 2200757 450 991046701470332120200520144314.01-118-67492-81-118-67491-X(CKB)3790000000016980(EBL)2064681(OCoLC)908107438(SSID)ssj0001498278(PQKBManifestationID)12566346(PQKBTitleCode)TC0001498278(PQKBWorkID)11501628(PQKB)11013666(PQKBManifestationID)16053837(PQKB)23020157(MiAaPQ)EBC2064681(DLC) 2015016616(JP-MeL)3000065394(Au-PeEL)EBL2064681(CaPaEBR)ebr11197072(EXLCZ)99379000000001698020160805h20162016 uy 0engur|||||||||||txtccrTime series analysis forecasting and control /George E. P. Box [and three others]Fifth edition.Hoboken, New Jersey :Wiley,2016.©20161 online resource (652 p.)Wiley Series in Probability and StatisticsDescription based upon print version of record.1-118-67502-9 Includes bibliographical references and index.""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""""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""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 applicationWiley series in probability and statistics.Time-series analysisPrediction theoryTransfer functionsFeedback control systemsMathematical modelsElectronic books.Time-series analysis.Prediction theory.Transfer functions.Feedback control systemsMathematical models.519.5/5Box George E. P.MiAaPQMiAaPQMiAaPQBOOK9910467014703321Time series analysis257628UNINA