Time series analysis: forecasting and control

Author: George E. P. Box (USA)
Publisher:
Publish Date: 2005-09-01
Features: Time series analysis is a highly practical and rapidly developing data analysis technique that is now widely applied in various fields such as industrial quality control, bio-genetic engineering, and financial data analysis. The development of all this cannot be mentioned without G.E.P. BOX and G.M. JENKINS, as well as their co-authored book Time Series Analysis—Forecasting and Control, published before 1970. Due to their significant contributions to time series data analysis, the ARIMA model proposed in this book is named the BOX-JENKINS model. In this classic work on time series analysis, several renowned statisticians use exceptionally clear language, supported by numerous examples, to explain the essence of time series analysis in an accessible and vivid manner. This allows readers to grasp practical techniques quickly without getting bogged down in complex mathematical derivations, while also appreciating the intuitive yet profound ideas behind the methods. It is believed that every reader who studies this book will benefit greatly from it. Since its first publication in early 1970, the book has been continuously revised and reprinted, becoming a model of excellence and authority in the field of time series analysis. The book covers the establishment of random (statistical) models for time series and their applications in many important areas, including forecasting, model description, estimation, identification, and diagnostics, the identification, fitting, and testing of transfer functions for dynamic relationships, the modeling of intervention event impacts, and process control, among other topics. The book is concise in its presentation, emphasizing practical techniques and is accompanied by numerous examples. It can serve as a textbook for advanced undergraduate or graduate students in statistics and related fields, as well as a reference book for professional statisticians.