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[null,"1.","Record Nr.",null,"UNINA9910467014703321"]
[null,null,"Titolo",null,"Time series analysis : forecasting and control / / George E. P. Box [and three others]"]
[null,null,"Pubbl/distr/stampa",null,"Hoboken, New Jersey : , : Wiley, , 2016"]
[{"$nulls":4},"©2016"]
[null,null,"ISBN",null,"1-118-67492-8"]
[{"$nulls":4},"1-118-67491-X"]
[null,null,"Edizione",null,"[Fifth edition.]"]
[null,null,"Descrizione fisica",null,"1 online resource (652 p.)"]
[null,null,"Collana",null,"Wiley Series in Probability and Statistics"]
[null,null,"Disciplina",null,"519.5/5"]
[null,null,"Soggetti",null,"Time-series analysis"]
[{"$nulls":4},"Prediction theory"]
[{"$nulls":4},"Transfer functions"]
[{"$nulls":4},"Feedback control systems - Mathematical models"]
[{"$nulls":4},"Electronic books."]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"\"\"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\"\""]
[{"$nulls":4},"\"\"1.2.1 Stationary and Nonstationary Stochastic Models for Forecasting and Control\"\"\"\"1.2.2 Transfer Function Models\"\"; \"\"1.2.3 Models for Discrete Control Systems\"\"; \"\"1.3 Basic Ideas in Model Building\"\"; \"\"1.3.1 Parsimony\"\"; \"\"1.3.2 Iterative Stages in the Selection of a Model\"\"; \"\"Appendix A1.1 Use of the R Software\"\"; \"\"Exercises\"\"; \"\"Part One: Stochastic Models and Their Forecasting\"\"; \"\"Chapter 2: Autocorrelation Function and Spectrum of Stationary Processes\"\"; \"\"2.1 Autocorrelation Properties of Stationary Models\"\"; \"\"2.1.1 Time Series and Stochastic Processes\"\""]
[{"$nulls":4},"\"\"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 "]
[{"$nulls":4},"Autocorrelation Functions\"\"; \"\"2.1.6 Standard Errors of Autocorrelation Estimates\"\"; \"\"2.2 Spectral Properties of Stationary Models\"\"; \"\"2.2.1 Periodogram of a Time Series\"\"; \"\"2.2.2 Analysis of Variance\"\"; \"\"2.2.3 Spectrum and Spectral Density Function\"\"; \"\"2.2.4 Simple Examples of Autocorrelation and Spectral Density Functions\"\""]
[{"$nulls":4},"\"\"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\"\""]
[{"$nulls":4},"\"\"3.2.1 Stationarity Conditions for Autoregressive Processes\"\"\"\"3.2.2 Autocorrelation Function and Spectrum of Autoregressive Processes\"\"; \"\"3.2.3 The First-Order Autoregressive Process\"\"; \"\"3.2.4 Second-Order Autoregressive Process\"\"; \"\"3.2.5 Partial Autocorrelation Function\"\"; \"\"3.2.6 Estimation of the Partial Autocorrelation Function\"\"; \"\"3.2.7 Standard Errors of Partial Autocorrelation Estimates\"\"; \"\"3.2.8 Calculations in R\"\"; \"\"3.3 Moving Average Processes\"\"; \"\"3.3.1 Invertibility Conditions for Moving Average Processes\"\""]
[{"$nulls":4},"\"\"3.3.2 Autocorrelation Function and Spectrum of Moving Average Processes\"\""]
[null,null,null,"Sommario/riassunto","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"]