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Time Series Analysis: Forecasting and Control (Wiley Series in Probability and Statistics)
Time Series Analysis Forecasting and Control - Wiley Series in Probability and Statistics Author:George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel, Gerta M. Ljung Since publication of the first edition in 1970, Time Series Analysis has served as one of the most influential and prominent works on the subject. This new edition maintains its balanced presentation of the tools for modeling and analyzing time series and also introduces the latest developments that have occurred in the field over the past decad... more »e through applications from areas such as business, finance, and engineering. Along with the addition of a new co-author, Greta Ljung, a student of George Box, the Fifth Edition provides a clearly written exploration of the key methods for building, classifying, testing, and analyzing stochastic models for time series as well as 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. New to this edition are more exercises; streamlined chapter introductions; updated examples and references; increased coverage of multivariate time series and their use in financial applications; SV models, MCMC based inference, and Bayesian Network modeling; and the incorporation of the ?R? freeware language.« less