Time series analysis : Forecasting and control

This book is concened with the building of stochastic (statistical) models for time series and their use in important areas of application. This includes the topics of forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effect...

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Главный автор: Box, George E P.
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Язык:Undetermined
Опубликовано: New Jersey Prentice-Hall 1994
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Thư viện lưu trữ: Trung tâm Học liệu Trường Đại học Cần Thơ
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Итог:This book is concened with the building of stochastic (statistical) models for time series and their use in important areas of application. This includes the topics of forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control.