The Analysis of Time Series : An Introduction

CHRIS, Chatfield

ISBN 10: 0412716402 / ISBN 13: 9780412716409

Published by CRC Press LLC, 1996

About this Item

Ships from the UK. Former library book; may include library markings. Used book that is in excellent condition. May show signs of wear or have minor defects. Seller Inventory # 39306219-20

Bibliographic Details

Title: The Analysis of Time Series : An Introduction

Publisher: CRC Press LLC

Publication Date: 1996

Binding: Soft cover

Condition: Very Good

Edition: 5th Edition.

About this title

Synopsis:

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

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.