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Time series analysis : forecasting and control / George E. P. Box and Gwilym M. Jenkins
| Time series analysis : forecasting and control / George E. P. Box and Gwilym M. Jenkins |
| Autore | Box, George E. P. |
| Edizione | [Rev. ed] |
| Pubbl/distr/stampa | San Francisco : Holden-Day, c1976 |
| Descrizione fisica | xxi, 575 p. : ill. ; 24 cm. |
| Disciplina | 629.8312 |
| Altri autori (Persone) | Jenkins, Gwilym M. |
| Collana | Holden-Day series in time series analysis and digital processing |
| Soggetto topico |
Feedback control systems
Prediction theory Time-series analysis Transfer functions |
| ISBN | 0816211043 |
| Classificazione |
AMS 62M10
QA280 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001441129707536 |
Box, George E. P.
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| San Francisco : Holden-Day, c1976 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Time series analysis : forecasting and control / / George E. P. Box [and three others]
| Time series analysis : forecasting and control / / George E. P. Box [and three others] |
| Edizione | [Fifth edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2016 |
| Descrizione fisica | 1 online resource (652 p.) |
| Disciplina | 519.5/5 |
| Collana | Wiley Series in Probability and Statistics |
| Soggetto topico |
Time-series analysis
Prediction theory Transfer functions Feedback control systems - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-118-67492-8
1-118-67491-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""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"" |
| Record Nr. | UNINA-9910467014703321 |
| Hoboken, New Jersey : , : Wiley, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Time series analysis : forecasting and control / / George E. P. Box [and three others]
| Time series analysis : forecasting and control / / George E. P. Box [and three others] |
| Edizione | [Fifth edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2016 |
| Descrizione fisica | 1 online resource (709 pages) : illustrations |
| Disciplina | 519.5/5 |
| Collana | Wiley Series in Probability and Statistics |
| Soggetto topico |
Feedback control systems - Mathematical models
Prediction theory Time-series analysis Transfer functions |
| ISBN |
1-118-67492-8
1-118-67491-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910796092503321 |
| Hoboken, New Jersey : , : Wiley, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Time series analysis : forecasting and control / / George E. P. Box [and three others]
| Time series analysis : forecasting and control / / George E. P. Box [and three others] |
| Edizione | [Fifth edition.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Wiley, , 2016 |
| Descrizione fisica | 1 online resource (709 pages) : illustrations |
| Disciplina | 519.5/5 |
| Collana | Wiley Series in Probability and Statistics |
| Soggetto topico |
Feedback control systems - Mathematical models
Prediction theory Time-series analysis Transfer functions |
| ISBN |
1-118-67492-8
1-118-67491-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910807601503321 |
| Hoboken, New Jersey : , : Wiley, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
