TY - BOOK AU - Chatfield,Christopher TI - The analysis of time series SN - 9781584883173 U1 - 519.55 PY - 2004/// CY - Boca Raton, FL PB - Chapman & Hall/CRC KW - Time-series analysis N1 - Includes index; Chapter 1 Introduction -- Chapter 2 Simple Descriptive Techniques -- Chapter 3 Some Time-Series Models -- Chapter 4 Fitting Time-Series Models in the Time Domain -- Chapter 5 Forecasting -- Chapter 6 Stationary Processes in the Frequency Domain -- Chapter 7 Spectral Analysis -- Chapter 8 Bivariate processes -- Chapter 9 Linear Systems -- Chapter 10 State-Space Models and the Kalman Filter -- Chapter 11 Non-Linear Models -- Chapter 12 Multivariate Time-Series Modelling -- Chapter 13 Some More Advanced Topics -- Chapter 14 Examples and Practical Advice -- Appendix A: Fourier, Laplace and z-Transforms -- Appendix B: Dirac Delta Function -- Appendix C: Covariance and Correlation -- Appendix D: Some MINITAB and S-PLUS Commands N2 - "As an introduction to techniques for analyzing discrete time series, this textbook explains probability models, the spectral density function, time-invariant linear systems, state-space models, nonlinear models, and multivariate time series models."--"Book News, Inc.." UR - http://www.loc.gov/catdir/enhancements/fy0646/2003051472-d.html ER -