Check nearby libraries
Buy this book
![Loading indicator](/images/ajax-loader-bar.gif)
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 applications from areas such as business, finance, and engineering, the Fifth Edition continues to serve as one of the most influential and prominent works on the subject.
Time Series Analysis: Forecasting and Control, Fifth Edition provides a clearly written exploration of the key methods for building, classifying, testing, and analyzing stochastic models for time series and describes their use in five important areas of application: forecasting; determining the transfer function of a system; modeling the effects of intervention events; developing multivariate dynamic models; and designing simple control schemes. Along with these classical uses, the new edition covers modern topics with new features that include:
-
A redesigned chapter on multivariate time series analysis with an expanded treatment of Vector Autoregressive, or VAR models, along with a discussion of the analytical tools needed for modeling vector time series
-
An expanded chapter on special topics covering unit root testing, time-varying volatility models such as ARCH and GARCH, nonlinear time series models, and long memory models
-
Numerous examples drawn from finance, economics, engineering, and other related fields
-
The use of the publicly available R software for graphical illustrations and numerical calculations along with scripts that demonstrate the use of R for model building and forecasting
-
Updates to literature references throughout and new end-of-chapter exercises
- Streamlined chapter introductions and revisions that update and enhance the exposition
Time Series Analysis: Forecasting and Control, Fifth Edition is a valuable real-world reference for researchers and practitioners in time series analysis, econometrics, finance, and related fields. The book is also an excellent textbook for beginning graduate-level courses in advanced statistics, mathematics, economics, finance, engineering, and physics.
Check nearby libraries
Buy this book
![Loading indicator](/images/ajax-loader-bar.gif)
Previews available in: English
Subjects
Feedback control systems, Mathematical models, Prediction theory, Time-series analysis, Transfer functions, Economics, Mechanical Engineering & Materials, Mathematics, Science/Mathematics, Mathematics / Statistics, Probability & Statistics - General, Feedback control systems, mathematical models, Automatic control, Série chronologique, Théorie de la prévision, Fonctions de transfert, Systèmes à réaction, Modèles mathématiques, Applied, Probability & Statistics, General, Feedback, ProbabilityEdition | Availability |
---|---|
01
Time Series Analysis: Forecasting and Control
2015, Wiley & Sons, Incorporated, John
in English
111867491X 9781118674918
|
zzzz
Libraries near you:
WorldCat
|
02
Time Series Analysis: Forecasting and Control
June 29, 2015, Wiley
Hardcover
in English
1118675029 9781118675021
|
zzzz
Libraries near you:
WorldCat
|
03
Time Series Analysis: Forecasting and Control
2015, Wiley & Sons, Incorporated, John
in English
1118674928 9781118674925
|
zzzz
Libraries near you:
WorldCat
|
04
Time Series Analysis: Forecasting and Control
2015, Wiley & Sons, Incorporated, John
in English
1119070236 9781119070238
|
zzzz
Libraries near you:
WorldCat
|
05
Time Series Analysis: Forecasting and Control
2013, Wiley & Sons, Incorporated, John
in English
1118619064 9781118619063
|
zzzz
Libraries near you:
WorldCat
|
06
Time Series Analysis: Forecasting and Control
2013, Wiley & Sons, Limited, John
in English
1118619196 9781118619193
|
zzzz
Libraries near you:
WorldCat
|
07
Time Series Analysis: Forecasting and Control
2011, Wiley & Sons, Incorporated, John
in English
1118212517 9781118212516
|
zzzz
Libraries near you:
WorldCat
|
08
Time Series Analysis: Forecasting and Control
2011, Wiley & Sons, Incorporated, John
in English
1118210875 9781118210871
|
zzzz
Libraries near you:
WorldCat
|
09
Time series analysis: forecasting and control
2008, John Wiley
in English
- 4th ed.
0470272848 9780470272848
|
zzzz
Libraries near you:
WorldCat
|
10
Time series analysis: forecasting and control
2008, John Wiley
in English
- 4th ed.
0470272848 9780470272848
|
zzzz
Libraries near you:
WorldCat
|
11
Time Series Analysis: Forecasting and Control (Wiley Series in Probability and Statistics)
June 9, 2008, Wiley-Interscience
Hardcover
in English
- 4 edition
0470272848 9780470272848
|
zzzz
Libraries near you:
WorldCat
|
12
Time Series Analysis: Forecasting & Control
2005, Pearson Education Asia Limited
paperback
7115137722 9787115137722
|
zzzz
Libraries near you:
WorldCat
|
13
Time series analysis: forecasting and control
1994, Prentice Hall
in English
- 3rd ed.
0130607746 9780130607744
|
zzzz
Libraries near you:
WorldCat
|
14
Time series analysis: forecasting and control
1976, Holden-Day
in English
- Rev. ed.
0816211043 9780816211043
|
aaaa
Libraries near you:
WorldCat
|
15
Time series analysis: forecasting and control
1976, Prentice-Hall
in English
- Revised ed.
0139051007 9780139051005
|
zzzz
Libraries near you:
WorldCat
|
16 |
eeee
|
17 |
zzzz
|
Book Details
Edition Notes
Includes bibliographical references and indexes.
Classifications
The Physical Object
ID Numbers
Community Reviews (0)
Feedback?July 15, 2024 | Edited by MARC Bot | import existing book |
December 13, 2023 | Edited by MARC Bot | import existing book |
December 15, 2022 | Edited by MARC Bot | import existing book |
September 17, 2021 | Edited by ImportBot | import existing book |
December 9, 2009 | Created by WorkBot | add works page |