Time Series Analysis: Forecasting and Control (2008)
George Edward Pelham Box, Gwilym M. Jenkins, Gregory C. Reinsel
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Dados técnicos
Editora: Wiley. Número de páginas: 768. Livro em inglês. 4ed, 2008.Comentários
Livro bastante tradicional de séries tempoarais, bem extensivo e completo, chegando até em modelos multivariados.Capítulos
1. Introduction.PART I. STOCHASTIC MODELS AND THEIR FORECASTING.
2. Autocorrelation Function and Spectrum Of Stationary Processes.
3. Linear Stationary Models.
4. Linear Nonstationary Models.
5. Forecasting.
PART II. STOCHASTIC MODEL BUILDING.
6. Model Identification.
7. Model Estimation.
8. Model Diagnostic Checking.
9. Seasonal Models.
10. Nonlinear and Long Memory Models.
Part III. Transfer Function and Multivariate Model Building.
11. Transfer Function Models.
12. Identification, Fitting, and Checking Of Transfer Function Models.
13. Intervention Analysis Models and Outlier Detection.
14. Multivariate Time Series Analysis.
PART IV. DESIGN OF DISCRETE CONTROL SCHEMES.
15. Aspects of Process Control.
PART V. CHARTS AND TABLES.
