Introduction to time series and forecasting (Record no. 103199)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02019nam a22001937a 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 978-3319298528 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.55 BRO |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Brockwell, Peter J.; Davis, Richard A. |
| 245 ## - TITLE STATEMENT | |
| Title | Introduction to time series and forecasting |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 3rd Ed., |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | USA |
| Name of publisher, distributor, etc. | Springer |
| Date of publication, distribution, etc. | 2016 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xiv, 425p. |
| Other physical details | 28cm ; Hard |
| 500 ## - GENERAL NOTE | |
| General note | Alpha/2440/Rs.4884/- |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Introduction --<br/>Stationary Processes --<br/>ARMA Models --<br/>Spectral Analysis --<br/>Modeling and Forecasting with ARMA Processes --<br/>Nonstationary and Seasonal Time Series Models --<br/>Time Series Models for Financial Data --<br/>Multivariate Time Series --<br/>State-Space Models --<br/>Forecasting Techniques -- |
| 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. 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. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Time-series analysis |
| -- | Mathematical statistics |
| -- | Distribution (Probability theory) |
| -- | Mathematical statistics |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://www.springer.com/in/book/9783319298528">http://www.springer.com/in/book/9783319298528</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GSB Collection | 17/06/2017 | 0.00 | 519.55 BRO | B2405 | 17/06/2017 | 22/06/2019 | Books |