Time Series Analysis: Forecasting and Control (Wiley Series in Probability and Statistics)

3.83 avg rating
( 18 ratings by Goodreads )
 
9780470272848: Time Series Analysis: Forecasting and Control (Wiley Series in Probability and Statistics)

A modernized new edition of one of the most trusted books on time series analysis. Since publication of the first edition in 1970, Time Series Analysis has served as one of the most influential and prominent works on the subject. This new edition maintains its balanced presentation of the tools for modeling and analyzing time series and also introduces the latest developments that have occurred n the field over the past decade through applications from areas such as business, finance, and engineering.

The Fourth Edition provides a clearly written exploration of the key methods for building, classifying, testing, and analyzing stochastic models for time series as well as their use in five important areas of application: forecasting; determining the transfer function of a system; modeling the effects of intervention events; developing multivariate dynamic models; and designing simple control schemes. Along with these classical uses, modern topics are introduced through the book′s new features, which include:

  • A new chapter on multivariate time series analysis, including a discussion of the challenge that arise with their modeling and an outline of the necessary analytical tools
  • New coverage of forecasting in the design of feedback and feedforward control schemes
  • A new chapter on nonlinear and long memory models, which explores additional models for application such as heteroscedastic time series, nonlinear time series models, and models for long memory processes
  • Coverage of structural component models for the modeling, forecasting, and seasonal adjustment of time series
  • A review of the maximum likelihood estimation for ARMA models with missing values

Numerous illustrations and detailed appendices supplement the book,while extensive references and discussion questions at the end of each chapter facilitate an in–depth understanding of both time–tested and modern concepts. With its focus on practical, rather than heavily mathematical, techniques, Time Series Analysis, Fourth Edition is the upper–undergraduate and graduate levels. this book is also an invaluable reference for applied statisticians, engineers, and financial analysts.

"synopsis" may belong to another edition of this title.

Review:

?The book follows faithfully the style of the original edition. The approach is heavily motivated by real world time series, and by developing a complete approach to model building, estimation, forecasting and control.? ( Mathematical Reviews, 2009)

"I think the book is very valuable and useful to graduate students in statistics, mathematics, engineering, and the like. Also, it could be of tremendous help to practioners. Even though the book is written in a clear, easy to follow narrative style with plenty of illustrations, one should nevertheless have a sufficient knowledge of graduate level mathematical statistics. By reading and understanding the book one should, in the end, feel very confident in time series and analysis." (MAA Reviews, January 13, 2009)

"I think the book is very valuable and useful to graduate students in statistics, mathematics, engineering, and the like.  Also, it could be of tremendous help to practioners.  Even though the book is written in a clear, easy to follow narrative style with plenty of illustrations, one should nevertheless have a sufficient knowledge of graduate level mathematical statistics.  By reading and understanding the book one should, in the end, feel very confident in time series and analysis." (MAA Reviews, January 2009)



"I think the book is very valuable and useful to graduate students in statistics, mathematics, engineering, and the like.  Also, it could be of tremendous help to practioners.  Even though the book is written in a clear, easy to follow narrative style with plenty of illustrations, one should nevertheless have a sufficient knowledge of graduate level mathematical statistics.  By reading and understanding the book one should, in the end, feel very confident in time series and analysis." ( MAA Reviews, January 2009)

About the Author:

George E. P. Box, PHD, is Ronald Aylmer Fisher Professor Emeritus of Statistics at the University of Wisconsin–Madison. He is a Fellow of the American Academy of Arts and Sciences and a recipient of the Samuel S. Wilks Memorial Medal of the American Statistical Association, the Shewhart Medal of the American Society for Quality, and the Guy Medal in Gold of the Royal Statistical Society. Dr. Box is the coauthor of Statistics for Experimenters: Design, Innovation, and Discovery, Second Edition; Response Surfaces, Mixtures, and Ridge Analyses, Second Edition; Evolutionary Operation: A Statistical Method for Process Improvement; Statistical Control: By Monitoring and Feedback Adjustment; and Improving Almost Anything: Ideas and Essays, Revised Edition, all published by Wiley.

The late Gwilym M. Jenkins, PHD, was professor of systems engineering at Lancaster University in the United Kingdom, where he was also founder and managing director of the International Systems Corporation of Lancaster? A Fellow of the Institute of Mathematical Statistics and the Institute of Statisticians, Dr. Jenkins had a prestigious career in both academia and consulting work that included positions at Imperial College London, Stanford University,Princeton University, and the University of Wisconsin–Madison. He was widely known for his work on time series analysis, most notably his groundbreaking work with Dr. Box on the Box–Jenkins models.

The late Gregory CD. Reinsel, PHD, was professor and former chair of the department of Statistics at the University of Wisconsin–Madison. Dr. Reinsel′s expertise was focused on time series analysis and its applications in areas as diverse as economics, ecology, engineering, and meteorology. He authored over seventy refereed articles and three books, and was a Fellow of both the American Statistical Association and the Institute of Mathematical Statistics.

"About this title" may belong to another edition of this title.

Top Search Results from the AbeBooks Marketplace

1.

Box, George E. P., Jenkins, Gwilym M., R
Published by Wiley (2008)
ISBN 10: 0470272848 ISBN 13: 9780470272848
New Hardcover Quantity Available: 2
Seller:
Murray Media
(North Miami Beach, FL, U.S.A.)
Rating
[?]

Book Description Wiley, 2008. Hardcover. Book Condition: New. Never used!. Bookseller Inventory # P110470272848

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 142.65
Convert Currency

Add to Basket

Shipping: US$ 1.99
Within U.S.A.
Destination, Rates & Speeds

2.

Box, George E. P./ Jenkins, Gwilym M./ Reinsel, Gregory C.
Published by John Wiley & Sons Inc (2008)
ISBN 10: 0470272848 ISBN 13: 9780470272848
New Hardcover Quantity Available: 1
Seller:
Revaluation Books
(Exeter, United Kingdom)
Rating
[?]

Book Description John Wiley & Sons Inc, 2008. Hardcover. Book Condition: Brand New. 4th edition. 746 pages. 9.50x6.75x1.50 inches. In Stock. Bookseller Inventory # __0470272848

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 183.13
Convert Currency

Add to Basket

Shipping: US$ 7.95
From United Kingdom to U.S.A.
Destination, Rates & Speeds

3.

Box, George E. P.; Jenkins, Gwilym M.; Reinsel, Gregory C.
Published by Wiley
ISBN 10: 0470272848 ISBN 13: 9780470272848
New Hardcover Quantity Available: 1
Seller:
Cloud 9 Books
(Wellington, FL, U.S.A.)
Rating
[?]

Book Description Wiley. Hardcover. Book Condition: New. 0470272848 New Condition. Bookseller Inventory # NEW7.0176959

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 191.32
Convert Currency

Add to Basket

Shipping: US$ 4.99
Within U.S.A.
Destination, Rates & Speeds

4.

Box, George E. P., Jenkins, Gwilym M., Reinsel, Gregory C.
Published by Wiley (2008)
ISBN 10: 0470272848 ISBN 13: 9780470272848
New Quantity Available: 1
Seller:
Nearfine Books
(Brooklyn, NY, U.S.A.)
Rating
[?]

Book Description Wiley, 2008. Book Condition: new. Shiny and new! Expect delivery in 20 days. Bookseller Inventory # 9780470272848-1

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 202.99
Convert Currency

Add to Basket

Shipping: US$ 4.00
Within U.S.A.
Destination, Rates & Speeds