The Analysis of Time Series: An Introduction (Chapman and Hall Texts in Statistical Science)

Christopher Chatfield

ISBN 10: 0412716402 / ISBN 13: 9780412716409

Published by Chapman and Hall/CRC, 1996

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Bibliographic Details

Title: The Analysis of Time Series: An Introduction...

Publisher: Chapman and Hall/CRC

Publication Date: 1996

Binding: Paperback

Condition: Used; Very Good

Edition: 5th or later 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.