Applied Time Series: Analysis and Forecasting - Hardcover

Cooray, T.M.J.A.

Hardcover

ISBN 10: 1842654713 ISBN 13: 9781842654712

Publisher: Alpha Science International Ltd, 2008

Synopsis

Applied Time Series: Analysis and Forecasting provides the theories methods and tools for necessary modeling and forecasting of time series. It includes a complete theoretical development of univariate time series models with each step demonstrated with an analysis of real time data series. The result is clear presentation, quantified subjective judgment derived from selected models applied to time series observations. Utilizing real time series to demonstrate theoretical Approaches, the author explores diverse aspects of time series, including how to identify structure, explain observed behaviour, model structures and behaviours, and interpret analysis to make informed forecast. The book also illustrates concepts such as components decomposition, fundamental model form such as trends cycles seasonality and practical requirement.

About this title

About the Author

T. M. J. A. Cooray.: Department of Mathematics, Faculty of Engineering University of Moratuwa, Moratuwa, Sri Lanka

Edition details

• Publisher: Alpha Science International Ltd
• Publication date: 2008
• ISBN 10: 1842654713
• ISBN 13: 9781842654712
• Binding: Hardcover
• Language: English
• Number of pages: 294