Time series analysis: Forecasting and control: Forecasting and control

Author: Box
Publisher:
Publish Date: 1999-01-01
Features: To strengthen the research and understanding of foreign statistical theory and practice in China, comprehensively reflect the development of foreign statistical research and teaching, promote the reform of statistical teaching in China, and update the content of teaching materials, with the strong support of the National Bureau of Statistics, the National Committee of Statistics Textbook Compilation and Review organized the translation and publication of this series of "Modern Excellent Foreign Statistical Works Translation Series." This book is divided into six parts, with detailed chapters including Preface, Introduction, Part Random Models and Forecasting, Autocorrelation Function and Spectrum of Stationary Processes, Linear Stationary Models, Linear Stationary Models, Forecasting; the second part Random Model Building, Model Identification, Model Estimation, Model Diagnostics and Testing, Seasonal Models; the third part Transfer Function Model Building, Transfer Function Models, Transfer Function Model Identification, Fitting and Testing, Intervention Analysis Models and Outlier Detection; the fourth part Design of Discrete Control Schemes, Various Aspects of Process Control; the fifth part Charts, the sixth part Exercises and Problems.