发本经典的Time Series Analysis: Forecasting and Control [推广有奖]

3关注
5粉丝

教授

31%

还不是VIP/贵宾

威望: 0 级
论坛币: 37317 个
通用积分: 29.4696
学术水平: 25 点
热心指数: 38 点
信用等级: 19 点
经验: 16411 点
帖子: 412
精华: 0
在线时间: 2006 小时
注册时间: 2006-10-14
最后登录: 2024-3-2

楼主

aimms 发表于 2010-10-14 09:09:12 |只看作者 |坛友微信交流群|倒序 |AI写论文

相似文件

换一批

是否 +2 论坛币

k人参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

这是第三版，图片是第四版，借过来的，第三版1994年，文件格式djvu 清晰度不错。经典书籍，英文版不好找。Review?The book follows faithfully the style of the original edition. The approach is heavily motivated by real world time series, and by developing a complete approach to model building, estimation, forecasting and control.? (Mathematical Reviews, 2009)"I think the book is very valuable and useful to graduate students in statistics, mathematics, engineering, and the like. Also, it could be of tremendous help to practioners. Even though the book is written in a clear, easy to follow narrative style with plenty of illustrations, one should nevertheless have a sufficient knowledge of graduate level mathematical statistics. By reading and understanding the book one should, in the end, feel very confident in time series and analysis." (MAA Reviews, January 13, 2009)
"I think the book is very valuable and useful to graduate students in statistics, mathematics, engineering, and the like.? Also, it could be of tremendous help to practioners.? Even though the book is written in a clear, easy to follow narrative style with plenty of illustrations, one should nevertheless have a sufficient knowledge of graduate level mathematical statistics.? By reading and understanding the book one should, in the end, feel very confident in time series and analysis." (MAA Reviews, January 2009)

Product DescriptionA modernized new edition of one of the most trusted books on time series analysis. Since publication of the first edition in 1970, Time Series Analysis has served as one of the most influential and prominent works on the subject. This new edition maintains its balanced presentation of the tools for modeling and analyzing time series and also introduces the latest developments that have occurred n the field over the past decade through applications from areas such as business, finance, and engineering.The Fourth Edition provides a clearly written exploration of the key methods for building, classifying, testing, and analyzing stochastic models for time series as well as their use in five important areas of application: forecasting; determining the transfer function of a system; modeling the effects of intervention events; developing multivariate dynamic models; and designing simple control schemes. Along with these classical uses, modern topics are introduced through the book's new features, which include:

A new chapter on multivariate time series analysis, including a discussion of the challenge that arise with their modeling and an outline of the necessary analytical tools
New coverage of forecasting in the design of feedback and feedforward control schemes
A new chapter on nonlinear and long memory models, which explores additional models for application such as heteroscedastic time series, nonlinear time series models, and models for long memory processes
Coverage of structural component models for the modeling, forecasting, and seasonal adjustment of time series
A review of the maximum likelihood estimation for ARMA models with missing values

Numerous illustrations and detailed appendices supplement the book,while extensive references and discussion questions at the end of each chapter facilitate an in-depth understanding of both time-tested and modern concepts. With its focus on practical, rather than heavily mathematical, techniques, time Series Analysis, Fourth Edition is the upper-undergraduate and graduate levels. this book is also an invaluable reference for applied statisticians, engineers, and financial analysts.