Introduction to Time Series and Forecasting
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
2002
|
| Schriftenreihe: | Springer Texts in Statistics
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
MARC
| LEADER | 00000nam a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV042418947 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 150317s2002 xx o|||| 00||| eng d | ||
| 020 | |a 9780387216577 |c Online |9 978-0-387-21657-7 | ||
| 020 | |a 9780387953519 |c Print |9 978-0-387-95351-9 | ||
| 024 | 7 | |a 10.1007/b97391 |2 doi | |
| 035 | |a (OCoLC)1165446136 | ||
| 035 | |a (DE-599)BVBBV042418947 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-384 |a DE-703 |a DE-91 |a DE-634 | ||
| 082 | 0 | |a 519.5 |2 23 | |
| 084 | |a MAT 000 |2 stub | ||
| 100 | 1 | |a Brockwell, Peter J. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Introduction to Time Series and Forecasting |c edited by Peter J. Brockwell, Richard A. Davis |
| 264 | 1 | |a New York, NY |b Springer New York |c 2002 | |
| 300 | |a 1 Online-Ressource (XIV, 437 p) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Springer Texts in Statistics |x 1431-875X | |
| 500 | |a Some of the key mathematical results are stated without proof in order to make the underlying theory accessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on methods and the analysis of data sets. The logic and tools of model-building for stationary and nonstationary time series are developed in detail and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills in this area. 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. Additional topics include harmonic regression, the Burg and Hannan-Rissanen algorithms, unit roots, regression with ARMA errors, structural models, the EM algorithm, generalized state-space models with applications to time series of count data, exponential smoothing, the Holt-Winters and ARAR forecasting algorithms, transfer function models and intervention analysis. Brief introductions are also given to cointegration and to nonlinear, continuous-time and long-memory models. The time series package included in the back of the book is a slightly modified version of the package ITSM, published separately as ITSM for Windows, by Springer-Verlag, 1994. It does not handle such large data sets as ITSM for Windows, but like the latter, runs on IBM-PC compatible computers under either DOS or Windows (version 3.1 or later). The programs are all menu-driven so that the reader can immediately apply the techniques in the book to time series data, with a minimal investment of time in the computational and algorithmic aspects of the analysis | ||
| 650 | 4 | |a Statistics | |
| 650 | 4 | |a Mathematical statistics | |
| 650 | 4 | |a Economics / Statistics | |
| 650 | 4 | |a Econometrics | |
| 650 | 4 | |a Statistical Theory and Methods | |
| 650 | 4 | |a Statistics for Business/Economics/Mathematical Finance/Insurance | |
| 650 | 4 | |a Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences | |
| 650 | 4 | |a Statistik | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 0 | 7 | |a Prognose |0 (DE-588)4047390-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |2 gnd |9 rswk-swf |
| 655 | 7 | |8 1\p |0 (DE-588)4123623-3 |a Lehrbuch |2 gnd-content | |
| 689 | 0 | 0 | |a Prognose |0 (DE-588)4047390-9 |D s |
| 689 | 0 | 1 | |a Zeitreihenanalyse |0 (DE-588)4067486-1 |D s |
| 689 | 0 | |8 2\p |5 DE-604 | |
| 700 | 1 | |a Davis, Richard A. |e Sonstige |4 oth | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/b97391 |x Verlag |3 Volltext |
| 912 | |a ZDB-2-SMA | ||
| 912 | |a ZDB-2-BAE | ||
| 940 | 1 | |q ZDB-2-SMA_Archive | |
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 883 | 1 | |8 2\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-027854364 | |
Datensatz im Suchindex
| DE-BY-TUM_katkey | 2065957 |
|---|---|
| _version_ | 1820809100796100608 |
| any_adam_object | |
| author | Brockwell, Peter J. |
| author_facet | Brockwell, Peter J. |
| author_role | aut |
| author_sort | Brockwell, Peter J. |
| author_variant | p j b pj pjb |
| building | Verbundindex |
| bvnumber | BV042418947 |
| classification_tum | MAT 000 |
| collection | ZDB-2-SMA ZDB-2-BAE |
| ctrlnum | (OCoLC)1165446136 (DE-599)BVBBV042418947 |
| dewey-full | 519.5 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5 |
| dewey-search | 519.5 |
| dewey-sort | 3519.5 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/b97391 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03907nam a2200589zc 4500</leader><controlfield tag="001">BV042418947</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">150317s2002 xx o|||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780387216577</subfield><subfield code="c">Online</subfield><subfield code="9">978-0-387-21657-7</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780387953519</subfield><subfield code="c">Print</subfield><subfield code="9">978-0-387-95351-9</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/b97391</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1165446136</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042418947</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-384</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-634</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.5</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 000</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Brockwell, Peter J.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Introduction to Time Series and Forecasting</subfield><subfield code="c">edited by Peter J. Brockwell, Richard A. Davis</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York, NY</subfield><subfield code="b">Springer New York</subfield><subfield code="c">2002</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (XIV, 437 p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Springer Texts in Statistics</subfield><subfield code="x">1431-875X</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Some of the key mathematical results are stated without proof in order to make the underlying theory accessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on methods and the analysis of data sets. The logic and tools of model-building for stationary and nonstationary time series are developed in detail and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills in this area. 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. Additional topics include harmonic regression, the Burg and Hannan-Rissanen algorithms, unit roots, regression with ARMA errors, structural models, the EM algorithm, generalized state-space models with applications to time series of count data, exponential smoothing, the Holt-Winters and ARAR forecasting algorithms, transfer function models and intervention analysis. Brief introductions are also given to cointegration and to nonlinear, continuous-time and long-memory models. The time series package included in the back of the book is a slightly modified version of the package ITSM, published separately as ITSM for Windows, by Springer-Verlag, 1994. It does not handle such large data sets as ITSM for Windows, but like the latter, runs on IBM-PC compatible computers under either DOS or Windows (version 3.1 or later). The programs are all menu-driven so that the reader can immediately apply the techniques in the book to time series data, with a minimal investment of time in the computational and algorithmic aspects of the analysis</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematical statistics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Economics / Statistics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Econometrics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistical Theory and Methods</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistics for Business/Economics/Mathematical Finance/Insurance</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistik</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Prognose</subfield><subfield code="0">(DE-588)4047390-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="8">1\p</subfield><subfield code="0">(DE-588)4123623-3</subfield><subfield code="a">Lehrbuch</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Prognose</subfield><subfield code="0">(DE-588)4047390-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Zeitreihenanalyse</subfield><subfield code="0">(DE-588)4067486-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">2\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Davis, Richard A.</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/b97391</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SMA</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-BAE</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">ZDB-2-SMA_Archive</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-027854364</subfield></datafield></record></collection> |
| genre | 1\p (DE-588)4123623-3 Lehrbuch gnd-content |
| genre_facet | Lehrbuch |
| id | DE-604.BV042418947 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-24T04:23:18Z |
| institution | BVB |
| isbn | 9780387216577 9780387953519 |
| issn | 1431-875X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027854364 |
| oclc_num | 1165446136 |
| open_access_boolean | |
| owner | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| owner_facet | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| physical | 1 Online-Ressource (XIV, 437 p) |
| psigel | ZDB-2-SMA ZDB-2-BAE ZDB-2-SMA_Archive |
| publishDate | 2002 |
| publishDateSearch | 2002 |
| publishDateSort | 2002 |
| publisher | Springer New York |
| record_format | marc |
| series2 | Springer Texts in Statistics |
| spellingShingle | Brockwell, Peter J. Introduction to Time Series and Forecasting Statistics Mathematical statistics Economics / Statistics Econometrics Statistical Theory and Methods Statistics for Business/Economics/Mathematical Finance/Insurance Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences Statistik Wirtschaft Prognose (DE-588)4047390-9 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| subject_GND | (DE-588)4047390-9 (DE-588)4067486-1 (DE-588)4123623-3 |
| title | Introduction to Time Series and Forecasting |
| title_auth | Introduction to Time Series and Forecasting |
| title_exact_search | Introduction to Time Series and Forecasting |
| title_full | Introduction to Time Series and Forecasting edited by Peter J. Brockwell, Richard A. Davis |
| title_fullStr | Introduction to Time Series and Forecasting edited by Peter J. Brockwell, Richard A. Davis |
| title_full_unstemmed | Introduction to Time Series and Forecasting edited by Peter J. Brockwell, Richard A. Davis |
| title_short | Introduction to Time Series and Forecasting |
| title_sort | introduction to time series and forecasting |
| topic | Statistics Mathematical statistics Economics / Statistics Econometrics Statistical Theory and Methods Statistics for Business/Economics/Mathematical Finance/Insurance Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences Statistik Wirtschaft Prognose (DE-588)4047390-9 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Statistics Mathematical statistics Economics / Statistics Econometrics Statistical Theory and Methods Statistics for Business/Economics/Mathematical Finance/Insurance Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences Statistik Wirtschaft Prognose Zeitreihenanalyse Lehrbuch |
| url | https://doi.org/10.1007/b97391 |
| work_keys_str_mv | AT brockwellpeterj introductiontotimeseriesandforecasting AT davisricharda introductiontotimeseriesandforecasting |