Introduction to time series and forecasting/ (Record no. 695747)

MARC details
000 -LEADER
fixed length control field 02084cam a22002295i 4500
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9783319298528
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Item number BRO
084 ## - OTHER CLASSIFICATION NUMBER
Source of Number Colon Classification
100 1# - MAIN ENTRY--AUTHOR NAME
Personal name Brockwell, J Peter.
245 10 - TITLE STATEMENT
Title Introduction to time series and forecasting/
Statement of responsibility, etc Peter J. Brockwell, Richard A. Davis
250 ## - EDITION STATEMENT
Edition statement 3rd ed.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication Switzerland:
Name of publisher Springer,
Year of publication 2016.
300 ## - PHYSICAL DESCRIPTION
Number of Pages pages cm
520 ## - SUMMARY, ETC.
Summary, etc This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details.<br/><br/>The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Many additional special topics are also covered.<br/><br/>New to this edition:<br/><br/> A chapter devoted to Financial Time Series<br/> Introductions to Brownian motion, Lévy processes and Itô calculus<br/> An expanded section on continuous-time ARMA processes<br/><br/>
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Time Series
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Forecasting
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Davis, Richard A.
856 42 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier https://www.loc.gov/catdir/enhancements/fy1619/2016939116-b.html
856 42 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier https://www.loc.gov/catdir/enhancements/fy1619/2016939116-d.html
856 41 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier https://www.loc.gov/catdir/enhancements/fy1619/2016939116-t.html
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Book

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