000			02019nam a22001937a 4500
020			_a978-3319298528
082			_a519.55 BRO
100			_aBrockwell, Peter J.; Davis, Richard A.
245			_aIntroduction to time series and forecasting
250			_a3rd Ed.,
260			_aUSA _bSpringer _c2016
300			_axiv, 425p. _b28cm ; Hard
500			_aAlpha/2440/Rs.4884/-
505			_aIntroduction -- Stationary Processes -- ARMA Models -- Spectral Analysis -- Modeling and Forecasting with ARMA Processes -- Nonstationary and Seasonal Time Series Models -- Time Series Models for Financial Data -- Multivariate Time Series -- State-Space Models -- Forecasting Techniques --
520			_aThis 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			_aTime-series analysis _aMathematical statistics _aDistribution (Probability theory) _aMathematical statistics
856			_uhttp://www.springer.com/in/book/9783319298528
942			_cBK
999			_c103199 _d103199