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About this product
Product Identifiers
PublisherCRC Press LLC
ISBN-100412318202
ISBN-139780412318207
eBay Product ID (ePID)147440
Product Key Features
Number of Pages288 Pages
LanguageEnglish
Publication NameAnalysis Time Series Ed4 : an Introduction
SubjectProbability & Statistics / General, Probability & Statistics / Time Series
Publication Year1989
FeaturesNew Edition
TypeTextbook
AuthorAlan Chatfield
Subject AreaMathematics
SeriesChapman and Hall/Crc Texts in Statistical Science Ser.
FormatHardcover
Dimensions
Item Weight11.9 Oz
Additional Product Features
Edition Number4
Intended AudienceScholarly & Professional
LCCN89-007142
Grade FromCollege Freshman
IllustratedYes
Table Of ContentIntroduction Simple Descriptive Techniques Probability Models for Time Series Estimation in the Time Domain Forecasting Stationary Processes in the Frequency Domain Spectral Analysis Bivariate Processes Linear Systems State-Space Models and the Kalman Filter Non-Linear Models Multivariate Time-Series Modelling Some Other Topics Appendices The Fourier, Laplace, and Z Transforms The Dirac Delta Function Covariance Some Worked Examples
Edition DescriptionNew Edition
SynopsisThis book provides a comprehensive introduction to the theory and practice of time series analysis. Topics include o ARIMA probability models o forecasting methods o spectral analysis o linear systems o state-space models o Kalman filter. Building on the success of earlier editions, the fourth edition serves as a valuable text for undergraduates and postgraduates taking courses in time series as well as provides an excellent resource for self-study.