Time series analysis forecasting and control
George E.P. Box, Gwilym M. Jenkins, Gregory C. Reinsel.
- 3rd ed.
- New Delhi Pearson Education c1994.
- xvi, 598 p. ill. 24 cm.
Includes references and index
Autocorrelation function and spectrum of stationary processes Linear stationary models Linear nonstationary models Forecasting Model identification Model estimation Model diagnostic checking Seasonal models Transfer function models Identification , fitting, and checking of transfer function models Intervention analysis models and outlier detection Aspects of process control Collection of tables and charts Collection of time series used for examples in the text and in exercises
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MATHEMATICS STATISTICS TIME-SERIES ANALYSIS. PREDICTION THEORY. TRANSFER FUNCTIONS. FEEDBACK CONTROL SYSTEMS