| Titre : | Time series analysis : forecasting and control |
| Auteurs : | George E. P. Box, Auteur ; Gwilym M. Jenkins |
| Type de document : | texte imprimé |
| Editeur : | San francisco ; London ; Amsterdam : Holden-Day, 1970 |
| Format : | 598 p. / ill. / 21 cm |
| Note générale : | Bibliogr. p. 538 - 542. Index |
| Langues : | Anglais |
| Index. décimale : | 65.012.122 (Etude du flux du travail, du planning de production. Recherche opérationnelle. Programmation linéaire ) |
| Tags : | Series - Analysis. Time-series analysis |
| 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 |
Exemplaires (2)
| Cote | Support | Localisation | Section | Disponibilité | Etat_Exemplaire |
|---|---|---|---|---|---|
| 65.012.122 BOX | Papier | Bibliothèque Centrale | Management - Gestion | Disponible | |
| 65.012.122 BOX | Papier | Bibliothèque Centrale | Management - Gestion | Disponible |
