Introduction to Time Series and Forecasting

Business & Finance, Economics, Statistics, Nonfiction, Science & Nature, Mathematics
Cover of the book Introduction to Time Series and Forecasting by Peter J. Brockwell, Richard A. Davis, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Peter J. Brockwell, Richard A. Davis ISBN: 9783319298542
Publisher: Springer International Publishing Publication: August 19, 2016
Imprint: Springer Language: English
Author: Peter J. Brockwell, Richard A. Davis
ISBN: 9783319298542
Publisher: Springer International Publishing
Publication: August 19, 2016
Imprint: Springer
Language: English

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.

New to this edition:

  • A chapter devoted to Financial Time Series

  • Introductions to Brownian motion, Lévy processes and Itô calculus

  • An expanded section on continuous-time ARMA processes

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

New to this edition:

More books from Springer International Publishing

Cover of the book Viscometry for Liquids by Peter J. Brockwell, Richard A. Davis
Cover of the book Cyber Resilience of Systems and Networks by Peter J. Brockwell, Richard A. Davis
Cover of the book Osteocardiology by Peter J. Brockwell, Richard A. Davis
Cover of the book Learning and Intelligent Optimization by Peter J. Brockwell, Richard A. Davis
Cover of the book Precarious Labour and Informal Economy by Peter J. Brockwell, Richard A. Davis
Cover of the book Lords of the Ice Moons by Peter J. Brockwell, Richard A. Davis
Cover of the book Network and Parallel Computing by Peter J. Brockwell, Richard A. Davis
Cover of the book Identifying Product and Process State Drivers in Manufacturing Systems Using Supervised Machine Learning by Peter J. Brockwell, Richard A. Davis
Cover of the book Why Bank Panics Matter by Peter J. Brockwell, Richard A. Davis
Cover of the book An Introduction to Medical Physics by Peter J. Brockwell, Richard A. Davis
Cover of the book Control of Multiple Robots Using Vision Sensors by Peter J. Brockwell, Richard A. Davis
Cover of the book Management of Extended Parotid Tumors by Peter J. Brockwell, Richard A. Davis
Cover of the book Progress in Exergy, Energy, and the Environment by Peter J. Brockwell, Richard A. Davis
Cover of the book Geophysical Methods for Cultural Heritage Management by Peter J. Brockwell, Richard A. Davis
Cover of the book The Life, Science and Times of Lev Vasilevich Shubnikov by Peter J. Brockwell, Richard A. Davis
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy