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 Promoting Aboriginal Health by Peter J. Brockwell, Richard A. Davis
Cover of the book Globalization, EU Democracy Assistance and the World Social Forum by Peter J. Brockwell, Richard A. Davis
Cover of the book Heat Shock Proteins in Veterinary Medicine and Sciences by Peter J. Brockwell, Richard A. Davis
Cover of the book Engineering Geology for Society and Territory - Volume 2 by Peter J. Brockwell, Richard A. Davis
Cover of the book Handbook of Bioenergy by Peter J. Brockwell, Richard A. Davis
Cover of the book Research Methodology in Marketing by Peter J. Brockwell, Richard A. Davis
Cover of the book Digital Transformation of the Consulting Industry by Peter J. Brockwell, Richard A. Davis
Cover of the book Early Phase Cancer Immunotherapy by Peter J. Brockwell, Richard A. Davis
Cover of the book Global Business in Local Culture by Peter J. Brockwell, Richard A. Davis
Cover of the book A Concise Introduction to Mechanics of Rigid Bodies by Peter J. Brockwell, Richard A. Davis
Cover of the book Software Engineering, Artificial Intelligence, Networking and Parallel/Distributed Computing by Peter J. Brockwell, Richard A. Davis
Cover of the book Flagship Universities in Africa by Peter J. Brockwell, Richard A. Davis
Cover of the book Brand Hate by Peter J. Brockwell, Richard A. Davis
Cover of the book Racial Profiling and the NYPD by Peter J. Brockwell, Richard A. Davis
Cover of the book Landscapes of the First World War 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