ENGLISH

Introduction to Time Series and Forecasting (Second Edition)

By Peter J. Brockwell , Richard A. Davis,

Book information

Year
2002
ISBN
0387953515, 9780387953519, 9780387216577
LCC
QA280 .B757 2002
Open Library ID
OL3952816M
Language
english
Format
PDF
Filesize
5 MB (5349908 bytes)
Edition
2nd
Pages
456\449
Scanned
yes
Time added
2011-06-04 13:46:07

Description

This is an introduction to time series that emphasizes methods and analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills. Statisticians and students will learn the latest methods in time series and forecasting, along with modern computational models and algorithms.

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