| Titre : |
Time series analysis : forecasting and control |
| Type de document : |
texte imprimé |
| Auteurs : |
George E. P. Box, Auteur ; Gwilym M. Jenkins |
| Editeur : |
San francisco ; London ; Amsterdam : Holden-Day |
| Année de publication : |
1970 |
| Importance : |
598 p. |
| Présentation : |
ill. |
| Format : |
21 cm |
| Note générale : |
Bibliogr. p. 538 - 542. Index |
| Langues : |
Anglais (eng) |
| Mots-clés : |
Series - Analysis.
Time-series analysis |
| Index. décimale : |
65.012.122 Etude du flux du travail, du planning de production. Recherche opérationnelle. Programmation linéaire |
| Résumé : |
Much of statiscal methodology is concerned with models in which the observations are assumed to vary independently. In many applications dependence between the observations is regarded as a nuisance, and in planned experminents, randomization of the experimental design is introduced to validate analysis conducted as if the observations were independent.
However, a great deal of data in business, economics, engineering and the natural sciences occur in the form of time series where observations are dependant and where the nature of this dependence is of interest in itdelf. |
| Note de contenu : |
Sommaire :
Chapter 1 : Introduction and summary
Part I. Stochastic models and their forecasting
Chapter 2 : The autocorrelation function and spectrum
Chapter 3 : Linear stationary models
Chapter 4 : Linear nonstationary models
Chapter 5 : Forecasting
Part II. Stochastic model building
Chapter 6 : Model identification
Chapter 7 : Model estimation
Chapter 8 : Model diagnostic checking
Chapter 9 : Seasonal models
Part III. Transfer function model building
Chapter 10 : Transfer function models
Chapter 11 : Identification. fitting. and checking of transfer function models
Part IV. Design of discrete control schemes
Chapter 12 : Design feedforward and control schemes
Chapter 13 : Some further problems in control |
Time series analysis : forecasting and control [texte imprimé] / George E. P. Box, Auteur ; Gwilym M. Jenkins . - San francisco ; London ; Amsterdam : Holden-Day, 1970 . - 598 p. : ill. ; 21 cm. Bibliogr. p. 538 - 542. Index Langues : Anglais ( eng)
| Mots-clés : |
Series - Analysis.
Time-series analysis |
| Index. décimale : |
65.012.122 Etude du flux du travail, du planning de production. Recherche opérationnelle. Programmation linéaire |
| Résumé : |
Much of statiscal methodology is concerned with models in which the observations are assumed to vary independently. In many applications dependence between the observations is regarded as a nuisance, and in planned experminents, randomization of the experimental design is introduced to validate analysis conducted as if the observations were independent.
However, a great deal of data in business, economics, engineering and the natural sciences occur in the form of time series where observations are dependant and where the nature of this dependence is of interest in itdelf. |
| Note de contenu : |
Sommaire :
Chapter 1 : Introduction and summary
Part I. Stochastic models and their forecasting
Chapter 2 : The autocorrelation function and spectrum
Chapter 3 : Linear stationary models
Chapter 4 : Linear nonstationary models
Chapter 5 : Forecasting
Part II. Stochastic model building
Chapter 6 : Model identification
Chapter 7 : Model estimation
Chapter 8 : Model diagnostic checking
Chapter 9 : Seasonal models
Part III. Transfer function model building
Chapter 10 : Transfer function models
Chapter 11 : Identification. fitting. and checking of transfer function models
Part IV. Design of discrete control schemes
Chapter 12 : Design feedforward and control schemes
Chapter 13 : Some further problems in control |
|
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