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The Analysis of Time Series

An Introduction, Sixth Edition

By Chris Chatfield

(4)

| Paperback | 9781584883173

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Book Description

Now in its sixth edition, this book provides an accessible, comprehensive introduction to the theory and practice of time series analysis. It covers a wide range of topics, including ARIMA probability models, forecasting methods, spectral analysis, linear systems, state-space models, and the KalmContinue

Now in its sixth edition, this book provides an accessible, comprehensive introduction to the theory and practice of time series analysis. It covers a wide range of topics, including ARIMA probability models, forecasting methods, spectral analysis, linear systems, state-space models, and the Kalman filter. It also addresses nonlinear, multivariate, and long-memory models. Building on the success of earlier editions, the sixth edition has been thoroughly revised and updated, and all of the data sets will be available for download from the Internet.

1 Review

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  • 其實我只讀了「有用」的部分 (汗)。
    即Correlogram, autoregressive moving average models, stationarity等等。

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    ABO said on Jul 5, 2007 | Add your feedback

Book Details

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  • English Books
  • Paperback 352 Pages
  • Edition: 6
  • ISBN-10: 1584883170
  • ISBN-13: 9781584883173
  • Publisher: Chapman & Hall/CRC
  • Pub date: Jul 29, 2003
  • Dimensions: 1613 mm x 903 mm x 129 mm Just how big is that?
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9781584883173 Paperback $69.95 $62.33 bn.com
-- $67.95 ebooks.com
$69.95 $50.99 The Book Depository
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