LEADER 05557nam 2200757 450 001 9910467014703321 005 20200520144314.0 010 $a1-118-67492-8 010 $a1-118-67491-X 035 $a(CKB)3790000000016980 035 $a(EBL)2064681 035 $a(OCoLC)908107438 035 $a(SSID)ssj0001498278 035 $a(PQKBManifestationID)12566346 035 $a(PQKBTitleCode)TC0001498278 035 $a(PQKBWorkID)11501628 035 $a(PQKB)11013666 035 $a(PQKBManifestationID)16053837 035 $a(PQKB)23020157 035 $a(MiAaPQ)EBC2064681 035 $a(DLC) 2015016616 035 $a(JP-MeL)3000065394 035 $a(Au-PeEL)EBL2064681 035 $a(CaPaEBR)ebr11197072 035 $a(EXLCZ)993790000000016980 100 $a20160805h20162016 uy 0 101 0 $aeng 135 $aur||||||||||| 181 $ctxt 182 $cc 183 $acr 200 00$aTime series analysis $eforecasting and control /$fGeorge E. P. Box [and three others] 205 $aFifth edition. 210 1$aHoboken, New Jersey :$cWiley,$d2016. 210 4$dİ2016 215 $a1 online resource (652 p.) 225 1 $aWiley Series in Probability and Statistics 300 $aDescription based upon print version of record. 311 $a1-118-67502-9 320 $aIncludes bibliographical references and index. 327 $a""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"" 327 $a""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"" 327 $a""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"" 327 $a""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"" 327 $a""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"" 327 $a""3.3.2 Autocorrelation Function and Spectrum of Moving Average Processes"" 330 $aPraise for the Fourth Edition "The book follows faithfully the style of the original edition. The approach is heavily motivated by real-world time series, and by developing a complete approach to model building, estimation, forecasting and control.""Mathematical Reviews Bridging classical models and modern topics, the Fifth Edition of Time Series Analysis: Forecasting and Control maintains a balanced presentation of the tools for modeling and analyzing time series. Also describing the latest developments that have occurred in the field over the past decade through application 410 0$aWiley series in probability and statistics. 606 $aTime-series analysis 606 $aPrediction theory 606 $aTransfer functions 606 $aFeedback control systems$xMathematical models 608 $aElectronic books. 615 0$aTime-series analysis. 615 0$aPrediction theory. 615 0$aTransfer functions. 615 0$aFeedback control systems$xMathematical models. 676 $a519.5/5 702 $aBox$b George E. P. 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910467014703321 996 $aTime series analysis$9257628 997 $aUNINA