PKK Library

Your cart is empty.

Welcome to P K Kelkar Library, Online Public Access Catalogue (OPAC)

Introduction to time series and forecasting [Perpetual] (Record no. 563545)

000 -LEADER
fixed length control field 02514 a2200253 4500
003 - CONTROL NUMBER IDENTIFIER
control field OSt
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20210706103132.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 210204b xxu||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9781475725261
040 ## - CATALOGING SOURCE
Transcribing agency IIT Kanpur
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title eng
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.55
Item number B783i
100 ## - MAIN ENTRY--AUTHOR NAME
Personal name Brockwell, Peter J.
245 ## - TITLE STATEMENT
Title Introduction to time series and forecasting [Perpetual]
Statement of responsibility, etc Peter J. Brockwell and Richard A. Davis,
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Name of publisher Springer
Year of publication 1996
Place of publication New York
300 ## - PHYSICAL DESCRIPTION
Number of Pages xiii, 429p
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE
Title Springer texts in statistics
520 ## - SUMMARY, ETC.
Summary, etc Some of the key mathematical results are stated without proof in order to make the underlying theory acccessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on methods and the analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed in detail and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills in this area. 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. Additional topics include harmonic regression, the Burg and Hannan-Rissanen algorithms, unit roots, regression with ARMA errors, structural models, the EM algorithm, generalized state-space models with applications to time series of count data, exponential smoothing, the Holt-Winters and ARAR forecasting algorithms, transfer function models and intervention analysis. Brief introducitons are also given to cointegration and to non-linear, continuous-time and long-memory models. The time series package included in the back of the book is a slightly modified version of the package ITSM, published separately as ITSM for Windows, by Springer-Verlag, 1994. It does not handle such large data sets as ITSM for Windows, but like the latter, runs on IBM-PC compatible computers under either DOS or Windows (version 3.1 or later). The programs are all menu-driven so that the reader can immediately apply the techniques in the book to time series data, with a minimal investment of time in the computational and algorithmic aspects of the analysis.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Time-series analysis
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Mathematical statistics
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Davis, Richard A.
856 ## - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier https://link.springer.com/book/10.1007/978-1-4757-2526-1
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type E books
Holdings
Withdrawn status Lost status Damaged status Not for loan Collection code Permanent Location Current Location Date acquired Source of acquisition Cost, normal purchase price Full call number Accession Number Cost, replacement price Koha item type
        Electronic Resources PK Kelkar Library, IIT Kanpur PK Kelkar Library, IIT Kanpur 2021-07-20 88 41852.03 519.55 B783i EBK10671 39859.08 E books

Powered by Koha