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Time series analysis : forecasting and control

Author: George E P Box; Gwilym M Jenkins; Gregory C Reinsel
Publisher: Hoboken, N.J. : John Wiley, ©2008.
Series: Wiley series in probability and statistics.
Edition/Format:   Print book : English : 4th edView all editions and formats
Summary:
This is a revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970. It focuses on practical techniques throughout, rather than a rigorous mathematical treatment of the subject. It explores the building of stochastic (statistical) models for time series and their use in important areas of application —forecasting, model specification, estimation,  Read more...
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: George E P Box; Gwilym M Jenkins; Gregory C Reinsel
ISBN: 9780470272848 0470272848 9781118619193 1118619196
OCLC Number: 176895531
Description: xxiv, 746 pages : illustrations ; 25 cm.
Contents: Autocorrelation function and spectrum of stationary processes --
Linear stationary models --
Linear nonstationary models --
Forecasting --
Model identification --
Model estimation --
Model diagnostic checking --
Seasonal models --
Nonlinear and long memory models --
Transfer function models --
Identification, fitting, and checking of transfer function models --
Intervention analysis models and outlier detection --
Multivariate time series analysis --
Aspects of process control.
Series Title: Wiley series in probability and statistics.
Responsibility: George E.P. Box, Gwilym M. Jenkins, Gregory C. Reinsel.
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- Time Series Analysis is the seminal book of choice for a clear and practical understanding of time series as it relates to the applied areas of forecasting and quality control. - This new edition  Read more...

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"I think the book is very valuable and useful to graduate students in statistics, mathematics, engineering, and the like. Also, it could be of tremendous help to practioners. Even though the book is Read more...

 
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Primary Entity<\/h3>\n
<http:\/\/www.worldcat.org\/oclc\/176895531<\/a>> # Time series analysis : forecasting and control<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:CreativeWork<\/a>, schema:Book<\/a> ;\u00A0\u00A0\u00A0\nlibrary:oclcnum<\/a> \"176895531<\/span>\" ;\u00A0\u00A0\u00A0\nlibrary:placeOfPublication<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/1328087#Place\/hoboken_n_j<\/a>> ; # Hoboken, N.J.<\/span>\n\u00A0\u00A0\u00A0\nlibrary:placeOfPublication<\/a> <http:\/\/id.loc.gov\/vocabulary\/countries\/nju<\/a>> ;\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/1328087#Topic\/prediction_theory<\/a>> ; # Prediction theory<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/1328087#Topic\/zeitreihenanalyse<\/a>> ; # Zeitreihenanalyse<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/1328087#Topic\/transfer_functions<\/a>> ; # Transfer functions<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/id.worldcat.org\/fast\/922457<\/a>> ; # Feedback control systems--Mathematical models<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/id.worldcat.org\/fast\/1151190<\/a>> ; # Time-series analysis<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/1328087#Topic\/time_series<\/a>> ; # Time series<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/1328087#Topic\/analise_de_series_temporais<\/a>> ; # An\u00E1lise de s\u00E9ries temporais<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/id.worldcat.org\/fast\/1154604<\/a>> ; # Transfer functions<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/dewey.info\/class\/519.55\/e22\/<\/a>> ;\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/1328087#Topic\/time_series_analysis<\/a>> ; # Time-series analysis<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/1328087#Topic\/feedback_control_systems_mathematical_models<\/a>> ; # Feedback control systems--Mathematical models<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/id.loc.gov\/authorities\/subjects\/sh2009124191<\/a>> ; # Feedback control systems--Mathematical models<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/experiment.worldcat.org\/entity\/work\/data\/1328087#Topic\/tidsserieanalys<\/a>> ; # Tidsserieanalys<\/span>\n\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/id.worldcat.org\/fast\/1075037<\/a>> ; # Prediction theory<\/span>\n\u00A0\u00A0\u00A0\nschema:bookEdition<\/a> \"4th ed.<\/span>\" ;\u00A0\u00A0\u00A0\nschema:bookFormat<\/a> bgn:PrintBook<\/a> ;\u00A0\u00A0\u00A0\nschema:contributor<\/a> <http:\/\/viaf.org\/viaf\/9937385<\/a>> ; # Gregory C. Reinsel<\/span>\n\u00A0\u00A0\u00A0\nschema:contributor<\/a> <http:\/\/viaf.org\/viaf\/41895701<\/a>> ; # Gwilym M. Jenkins<\/span>\n\u00A0\u00A0\u00A0\nschema:copyrightYear<\/a> \"2008<\/span>\" ;\u00A0\u00A0\u00A0\nschema:creator<\/a> <http:\/\/viaf.org\/viaf\/224619319<\/a>> ; # George E. P. Box<\/span>\n\u00A0\u00A0\u00A0\nschema:datePublished<\/a> \"2008<\/span>\" ;\u00A0\u00A0\u00A0\nschema:description<\/a> \"This is a revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970. It focuses on practical techniques throughout, rather than a rigorous mathematical treatment of the subject. It explores the building of stochastic (statistical) models for time series and their use in important areas of application \u2014forecasting, model specification, estimation, modeling the effects of intervention events, and process control, among others. In addition to meticulous modifications in content and improvements in style, the new edition incorporates several new topics in an effort to modernize the subject matter. 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<http:\/\/dewey.info\/class\/519.55\/e22\/<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/1328087#Agent\/john_wiley<\/a>> # John Wiley<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nbgn:Agent<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"John Wiley<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/1328087#Place\/hoboken_n_j<\/a>> # Hoboken, N.J.<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Place<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Hoboken, N.J.<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/1328087#Series\/wiley_series_in_probability_and_statistics<\/a>> # Wiley series in probability and statistics.<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nbgn:PublicationSeries<\/a> ;\u00A0\u00A0\u00A0\nschema:hasPart<\/a> <http:\/\/www.worldcat.org\/oclc\/176895531<\/a>> ; # Time series analysis : forecasting and control<\/span>\n\u00A0\u00A0\u00A0\nschema:name<\/a> \"Wiley series in probability and statistics.<\/span>\" ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Wiley series in probability and statistics<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/1328087#Topic\/analise_de_series_temporais<\/a>> # An\u00E1lise de s\u00E9ries temporais<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"An\u00E1lise de s\u00E9ries temporais<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/1328087#Topic\/feedback_control_systems_mathematical_models<\/a>> # Feedback control systems--Mathematical models<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Feedback control systems--Mathematical models<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/1328087#Topic\/prediction_theory<\/a>> # Prediction theory<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Prediction theory<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/1328087#Topic\/tidsserieanalys<\/a>> # Tidsserieanalys<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Tidsserieanalys<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/1328087#Topic\/time_series<\/a>> # Time series<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Time series<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/1328087#Topic\/time_series_analysis<\/a>> # Time-series analysis<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Time-series analysis<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/1328087#Topic\/transfer_functions<\/a>> # Transfer functions<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Transfer functions<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/experiment.worldcat.org\/entity\/work\/data\/1328087#Topic\/zeitreihenanalyse<\/a>> # Zeitreihenanalyse<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Zeitreihenanalyse<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/id.loc.gov\/authorities\/subjects\/sh2009124191<\/a>> # Feedback control systems--Mathematical models<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Feedback control systems--Mathematical models<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/id.loc.gov\/vocabulary\/countries\/nju<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:Place<\/a> ;\u00A0\u00A0\u00A0\ndcterms:identifier<\/a> \"nju<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/id.worldcat.org\/fast\/1075037<\/a>> # Prediction theory<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Prediction theory<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/id.worldcat.org\/fast\/1151190<\/a>> # Time-series analysis<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Time-series analysis<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/id.worldcat.org\/fast\/1154604<\/a>> # Transfer functions<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Transfer functions<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/id.worldcat.org\/fast\/922457<\/a>> # Feedback control systems--Mathematical models<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Intangible<\/a> ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Feedback control systems--Mathematical models<\/span>\"@en<\/a> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/viaf.org\/viaf\/224619319<\/a>> # George E. P. Box<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Person<\/a> ;\u00A0\u00A0\u00A0\nschema:familyName<\/a> \"Box<\/span>\" ;\u00A0\u00A0\u00A0\nschema:givenName<\/a> \"George E. P.<\/span>\" ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"George E. P. Box<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/viaf.org\/viaf\/41895701<\/a>> # Gwilym M. Jenkins<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Person<\/a> ;\u00A0\u00A0\u00A0\nschema:familyName<\/a> \"Jenkins<\/span>\" ;\u00A0\u00A0\u00A0\nschema:givenName<\/a> \"Gwilym M.<\/span>\" ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Gwilym M. Jenkins<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/viaf.org\/viaf\/9937385<\/a>> # Gregory C. Reinsel<\/span>\n\u00A0\u00A0\u00A0\u00A0a \nschema:Person<\/a> ;\u00A0\u00A0\u00A0\nschema:familyName<\/a> \"Reinsel<\/span>\" ;\u00A0\u00A0\u00A0\nschema:givenName<\/a> \"Gregory C.<\/span>\" ;\u00A0\u00A0\u00A0\nschema:name<\/a> \"Gregory C. Reinsel<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/worldcat.org\/isbn\/9780470272848<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:ProductModel<\/a> ;\u00A0\u00A0\u00A0\nschema:isbn<\/a> \"0470272848<\/span>\" ;\u00A0\u00A0\u00A0\nschema:isbn<\/a> \"9780470272848<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/worldcat.org\/isbn\/9781118619193<\/a>>\u00A0\u00A0\u00A0\u00A0a \nschema:ProductModel<\/a> ;\u00A0\u00A0\u00A0\nschema:isbn<\/a> \"1118619196<\/span>\" ;\u00A0\u00A0\u00A0\nschema:isbn<\/a> \"9781118619193<\/span>\" ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n
<http:\/\/www.worldcat.org\/title\/-\/oclc\/176895531<\/a>>\u00A0\u00A0\u00A0\u00A0a \ngenont:InformationResource<\/a>, genont:ContentTypeGenericResource<\/a> ;\u00A0\u00A0\u00A0\nschema:about<\/a> <http:\/\/www.worldcat.org\/oclc\/176895531<\/a>> ; # Time series analysis : forecasting and control<\/span>\n\u00A0\u00A0\u00A0\nschema:dateModified<\/a> \"2019-06-26<\/span>\" ;\u00A0\u00A0\u00A0\nvoid:inDataset<\/a> <http:\/\/purl.oclc.org\/dataset\/WorldCat<\/a>> ;\u00A0\u00A0\u00A0\u00A0.\n\n\n<\/div>\n