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| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20230705150621.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
100301s2002 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780387216577 |
| -- |
978-0-387-21657-7 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
510.285 |
| Edition number |
23 |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Brockwell, Peter J. |
| 9 (RLIN) |
19582 |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Introduction to Time Series and Forecasting |
| Medium |
[electronic resource] / |
| Statement of responsibility, etc. |
by Peter J. Brockwell, Richard A. Davis. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
2nd ed. 2002. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
|---|
| Place of publication, distribution, etc. |
New York, NY : |
| Name of publisher, distributor, etc. |
Springer New York : |
| -- |
Imprint: Springer, |
| Date of publication, distribution, etc. |
2002. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
XIV, 437 p. |
| Other physical details |
online resource. |
| 505 ## - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Stationary Processes -- ARMA Models -- Spectral Analysis -- Modeling and Forecasting with ARMA Processes -- Nonstationary and Seasonal Time Series Models -- Multivariate Time Series -- State-Space Models -- Forecasting Techniques -- Further Topics -- Erratum. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
Some of the key mathematical results are stated without proof in order to make the underlying theory accessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on methods and the analysis of data sets. The logic and tools of model-building for stationary and nonstationary time series are developed in detail and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills in this area. 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. Additional topics include harmonic regression, the Burg and Hannan-Rissanen algorithms, unit roots, regression with ARMA errors, structural models, the EM algorithm, generalized state-space models with applications to time series of count data, exponential smoothing, the Holt-Winters and ARAR forecasting algorithms, transfer function models and intervention analysis. Brief introductions are also given to cointegration and to nonlinear, continuous-time and long-memory models. The time series package included in the back of the book is a slightly modified version of the package ITSM, published separately as ITSM for Windows, by Springer-Verlag, 1994. It does not handle such large data sets as ITSM for Windows, but like the latter, runs on IBM-PC compatible computers under either DOS or Windows (version 3.1 or later). The programs are all menu-driven so that the reader can immediately apply the techniques in the book to time series data, with a minimal investment of time in the computational and algorithmic aspects of the analysis. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
Computer software. |
| 9 (RLIN) |
19583 |
|
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| Topical term or geographic name entry element |
Probabilities. |
| 9 (RLIN) |
19584 |
|
|---|
| Topical term or geographic name entry element |
Statistics . |
| 9 (RLIN) |
19585 |
|
|---|
| Topical term or geographic name entry element |
Econometrics. |
| 9 (RLIN) |
19586 |
|
|---|
| Topical term or geographic name entry element |
Mathematical Software. |
| 9 (RLIN) |
19587 |
|
|---|
| Topical term or geographic name entry element |
Probability Theory. |
| 9 (RLIN) |
19588 |
|
|---|
| Topical term or geographic name entry element |
Statistical Theory and Methods. |
| 9 (RLIN) |
19589 |
|
|---|
| Topical term or geographic name entry element |
Statistics in Business, Management, Economics, Finance, Insurance. |
| 9 (RLIN) |
19590 |
|
|---|
| Topical term or geographic name entry element |
Econometrics. |
| 9 (RLIN) |
19586 |
|
|---|
| Topical term or geographic name entry element |
Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences. |
| 9 (RLIN) |
19591 |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Davis, Richard A. |
| Relator term |
author. |
| Relationship |
aut |
| -- |
http://id.loc.gov/vocabulary/relators/aut |
| 9 (RLIN) |
19592 |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="https://doi.org/10.1007/b97391">https://doi.org/10.1007/b97391</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
e-Book |
