The Analysis of Time Series: An Introduction, Sixth Edition (Chapman & Hall/CRC Texts in Statistical Science) - Softcover

Chatfield, Chris

 
9780412716409: The Analysis of Time Series: An Introduction, Sixth Edition (Chapman & Hall/CRC Texts in Statistical Science)

Synopsis

This book provides a comprehensive introduction to the theory and practice of time series analysis. Topics include:

"synopsis" may belong to another edition of this title.

Synopsis

This book provides a comprehensive introduction to the theory and practice of time series analysis. A wide range of topics is covered including ARIMA probability models, forecasting methods (including exponential smoothing and Box-Jenkins), spectral analysis, linear systems, state-space models and the Kalman filter. This edition includes additional chapters on non-linear models (incorporating material on neural nets and chaos) and multivariate models (including VARMA models) as well as additional examples and references to topics such as wavelets and long-memory models.

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