The Analysis of Time Series: An Introduction, Sixth EditionCRC Press, 30 mars 2016 - 352 pages Since 1975, The Analysis of Time Series: An Introduction has introduced legions of statistics students and researchers to the theory and practice of time series analysis. With each successive edition, bestselling author Chris Chatfield has honed and refined his presentation, updated the material to reflect advances in the field, and presented interesting new data sets. Highlights of the Sixth Edition:
The analysis of time series can be a difficult topic, but as this book has demonstrated for two-and-a-half decades, it does not have to be daunting. The accessibility, polished presentation, and broad coverage of The Analysis of Time Series make it simply the best introduction to the subject available. |
Table des matières
1 Introduction | 1 |
2 Simple Descriptive Techniques | 11 |
3 Some TimeSeries Models | 33 |
4 Fitting TimeSeries Models in the Time Domain | 55 |
5 Forecasting | 73 |
6 Stationary Processes in the Frequency Domain | 107 |
7 Spectral Analysis | 121 |
8 Bivariate processes | 155 |
12 Multivariate TimeSeries Modelling | 241 |
13 Some More Advanced Topics | 255 |
14 Examples and Practical Advice | 277 |
A Fourier Laplace and zTransfonns | 295 |
B Dirac Delta Function | 299 |
C Covariance and Correlation | 301 |
D Some MINITAB and SPLUS Commands | 303 |
Answers to Exercises | 307 |
9 Linear Systems | 169 |
10 StateSpace Models and the Kalman Filter | 203 |
11 NonLinear Models | 217 |
315 | |
Back Cover | 334 |
Autres éditions - Tout afficher
The Analysis of Time Series: An Introduction, Sixth Edition Chris Chatfield Aucun aperçu disponible - 2003 |