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The analysis of time series :

By: Material type: TextTextPublication details: Boca Raton, FL : Chapman & Hall/CRC, c2004.Edition: 6th edDescription: xiii, 333 p. : illISBN:
  • 9781584883173
  • 1584883170
Subject(s): DDC classification:
  • 519.55 CHA
Online resources:
Contents:
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.
Summary: "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.."
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Holdings
Item type Current library Collection Call number Status Date due Barcode Item holds
Reference Books Reference Books Main Library Reference Reference 519.55 CHA (Browse shelf(Opens below)) Available 013881
Total holds: 0

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.

"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.."

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