Introduction to Time Series and Forecasting (Springer Texts in

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Introduction to Time Series and Forecasting (Springer Texts in Statistics)
This book is aimed at the reader who wishes to gain a working knowledge of time series and forecasting methods as applied to economics, engineering and the natural and social sciences. It assumes knowledge only of basic calculus, matrix algebra and elementary statistics. Â This third edition contains detailed instructions for the use of the professional version of the Windows-based computer package ITSM2000, now available as a free download from the Springer Extras website. The logic and tools of time series model-building are developed in detail. Numerous exercises are included and the software can be used to analyze and forecast data sets of the user's own choosing. The book can also be used in conjunction with other time series packages such as those included in R. The programs in ITSM2000 however are menu-driven and can be used with minimal investment of time in the computational details.

The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Many additional special topics are also covered.

New to this edition:
- A chapter devoted to Financial Time Series
- Introductions to Brownian motion, LÃ©vy processes and ItÃ´ calculus
- An expanded section on continuous-time ARMA processes
Country USA
Brand Springer
Manufacturer Springer
Binding Hardcover
ItemPartNumber 114 black & white illustrations, 4 colou
ReleaseDate 2016-08-31
UnitCount 1
UPCs 003319298526
EANs 0003319298526

Country	USA
Brand	Springer
Manufacturer	Springer
Binding	Hardcover
ItemPartNumber	114 black & white illustrations, 4 colou
ReleaseDate	2016-08-31
UnitCount	1
UPCs	003319298526
EANs	0003319298526

Introduction to Time Series and Forecasting (Springer Texts in Statistics)

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