Time Series Analysis: Forecasting and Control, 5/e (Hardcover)

George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel, Greta M. Ljung

  • 出版商: Wiley
  • 出版日期: 2015-06-29
  • 售價: $1,720
  • 貴賓價: 9.8$1,686
  • 語言: 英文
  • 頁數: 712
  • 裝訂: Hardcover
  • ISBN: 1118675029
  • ISBN-13: 9781118675021

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<內容簡介>

 

●A redesigned chapter on multivariate time series analysis with an expanded treatment of Vector Autoregressive, or VAR models, along with a discussion of the analytical tools needed for modeling vector time series
●An expanded chapter on special topics covering  unit root testing,  time-varying volatility  models such as ARCH and GARCH, nonlinear time series models, and long memory models
●Numerous examples drawn from finance, economics, engineering, and other related fields
●The use of the publicly available R software for graphical illustrations and numerical calculations along with scripts that demonstrate the use of R for model building and forecasting
●Updates to literature references throughout and new end-of-chapter exercises
●Streamlined chapter introductions and revisions that update and enhance the exposition

 

Time Series Analysis: Forecasting and Control, Fifth Edition is a valuable real-world reference for researchers and practitioners in time series analysis, econometrics, finance, and related fields. The book is also an excellent textbook for beginning graduate-level courses in advanced statistics, mathematics, economics, finance, engineering, and physics.

 

Praise for the Fourth Edition

 

 “The book follows faithfully the style of the original edition. The approach is heavily motivated by real-world time series, and by developing a complete approach to model building, estimation, forecasting and control."

 

-        Mathematical Reviews

 

Bridging classical models and modern topics, the Fifth Edition of Time Series Analysis: Forecasting and Control maintains a balanced presentation of the tools for modeling and analyzing time series. Also describing  the latest developments that have occurred in the field over the past decade through applications from areas such as business, finance, and engineering, the Fifth Edition continues to serve as one of the most influential and prominent works on the subject.

 

Time Series Analysis: Forecasting and Control, Fifth Edition provides a clearly written exploration of the key methods for building, classifying, testing, and analyzing stochastic models for time series and describes their use in five important areas of application: forecasting; determining the transfer function of a system; modeling the effects of intervention events; developing multivariate dynamic models; and designing simple control schemes. 

 

為了多益考高分,狂背單字、死背句型,
卻一考完就忘光光?

本書教你將苦學多時的多益,落實在不同的職場階段,

讓你隨時對照應用、輕鬆應對。


善用所學,才增強職場英語實戰力!


套入5大職場情境,強化英文實際運用,邊做邊學不會忘。
矯正職場菜英文,提升個人英文魅力。
補充現在多益熱門單字與文法,讓你在工作中還能學習新知識。
依照職務工作事項分類,可做為英文工具書,工作中現學現賣。
增加補充時事應用,一字多用,同時間思考多種可能。

本書以五大職場必經階段來劃分篇章:菜鳥面試、便利貼職員、獨當一面、小主管、大主管。每個階段都有精彩、仿真情境的案例,提供有機會使用到的單字、文法、片語、以及情境對話,,讓你邊看邊拾回多益能力,扎扎實實地用用在工作中的各個面向。

更重要的是,最後還有搭配多益試題,讓你學會、還能應用,自然而然將多益的聽、說、讀、寫帶入職場中。


本書特色
1. 多益
職場通
台灣考生總是狂背多益單字、死背句型,考完就忘光光!本書提供實際情境案例,讓想學好商用英文的人能夠將職場英文落實應用。

2. 一本好的英文工具書
本書內容完全針對職場情境量身打造,諸如英文信件回覆、接聽電話、洽談合約……等等,讓你隨時都能對照應用、輕鬆應對。
<章節目錄>

 

1 Introduction
PART ONE STOCHASTIC MODELS AND THEIR FORECASTING
2 Autocorrelation Function and Spectrum of Stationary Processes
3 Linear Stationary Models
4 Linear Nonstationary Models

5 Forecasting
PART TWO STOCHASTIC MODEL BUILDING
6 Model Identification
7 Parameter Estimation
8 Model Diagnostic Checking
9 Analysis of Seasonal Time Series
10 Additional Topics and Extensions

PART THREE TRANSFER FUNCTION AND MULTIVARIATE MODEL BUILDING
11 Transfer Function Models
12 Identification Fitting and Checking of Transfer Function Models
13 Intervention Analysis Outlier Detection and Missing Values
14 Multivariate Time Series Analysis

PART FOUR DESIGN OF DISCRETE CONTROL SCHEMES
15 Aspects of Process Control
PART FIVE CHARTS AND TABLES
COLLECTION OF TABLES AND CHARTS
COLLECTION OF TIME SERIES USED FOR EXAMPLES IN THE TEXT AND IN EXERCISES