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Time Series Analysis Forecasting and Control

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ISBN-10: 0130607746

ISBN-13: 9780130607744

Edition: 3rd 1994

Authors: George E. Box, Gwilym M. Jenkins, Gregory C. Reinsel

List price: $125.80
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Description:

This is a complete revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970. It focuses on practical techniques throughout, rather than a rigorous mathematical treatment of the subject. It explores the building of stochastic (statistical) models for time series and their use in important areas of application —forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control. Features sections on: recently developed methods for model specification, such as canonical correlation analysis and the use of model…    
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Book details

List price: $125.80
Edition: 3rd
Copyright year: 1994
Publisher: Prentice Hall PTR
Publication date: 2/28/1994
Binding: Hardcover
Pages: 592
Size: 6.50" wide x 9.50" long x 1.25" tall
Weight: 1.892
Language: English

GEORGE E. P. BOX, PhD, DSc, is Ronald Aylmer Fisher Professor Emeritus of Statistics and Industrial Engineering at the University of Wisconsin-Madison. He is a Fellow of the Royal Society, an Honorary Fellow and Shewhart and Deming Medalist of the American Society for Quality and was awarded the Guy Medal in Gold of the Royal Statistical Society. He is also the recipient of the Samuel S. Wilks Memorial Medal of the American Statistical Association.J. STUART HUNTER, PhD, DSc, is Professor Emeritus of Civil Engineering at Princeton University. Dr. Hunter is a member of the National Academy of Engineering and has served as consultant to many industries and government agencies. He has been a…    

George E. P. Box, PHD, is Ronald Aylmer Fisher Professor Emeritus of Statistics at the University of Wisconsin-Madison. He is a Fellow of the American Academy of Arts and Sciences and a recipient of the Samuel S. Wilks Memorial Medal of the American Statistical Association, the Shewhart Medal of the American Society for Quality, and the Guy Medal in Gold of the Royal Statistical Society. Dr. Box is the coauthor of Statistics for Experimenters: Design, Innovation, and Discovery, Second Edition; Response Surfaces, Mixtures, and Ridge Analyses, Second Edition; Evolutionary Operation: A Statistical Method for Process Improvement; Statistical Control: By Monitoring and Feedback Adjustment; and…    

George E. P. Box, PHD, is Ronald Aylmer Fisher Professor Emeritus of Statistics at the University of Wisconsin-Madison. He is a Fellow of the American Academy of Arts and Sciences and a recipient of the Samuel S. Wilks Memorial Medal of the American Statistical Association, the Shewhart Medal of the American Society for Quality, and the Guy Medal in Gold of the Royal Statistical Society. Dr. Box is the coauthor of Statistics for Experimenters: Design, Innovation, and Discovery, Second Edition; Response Surfaces, Mixtures, and Ridge Analyses, Second Edition; Evolutionary Operation: A Statistical Method for Process Improvement; Statistical Control: By Monitoring and Feedback Adjustment; and…    

Introduction
Stochastic Models And Their Forecasting
The Autocorrelation Function and Spectrum of Stationary Processes
Linear Stationary Models
Linear Nonstationary Models
Forecasting
Stochastic Model Building
Model Identification
Model Estimation
Model Diagnostic Checking
Seasonal Models
Transfer Function Model Building
Transfer Function Models
Identification, Fitting, and Checking of Transfer Function Models
Intervention Analysis Models and Outlier Detection
Design Of Discrete Control Schemes
Aspects of Process Control
Charts And Tables
Collection of Tables and Charts
Collection of Time Series Used for Examples in the Text and in Exercises
References
Exercises And Problems
Index