(Ebook) Time Series Analysis, Fourth Edition by George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel(auth.) ISBN 9780470272848, 9781118619193, 0470272848, 1118619196

(Ebook) Time Series Analysis, Fourth Edition by George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel(auth.) ISBN 9780470272848, 9781118619193, 0470272848, 1118619196

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 toolsContent:
  Chapter 1 Introduction (pages 7–18): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 2 Autocorrelation Function and Spectrum of Stationary Processes (pages 21–46): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 3 Linear Stationary Models (pages 47–91): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 4 Linear Nonstationary Models (pages 93–136): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 5 Forecasting (pages 137–191): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 6 Model Identification (pages 195–229): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 7 Model Estimation (pages 231–331): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 8 Model Diagnostic Checking (pages 333–352): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 9 Seasonal Models (pages 353–411): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 10 Nonlinear and Long Memory Models (pages 413–436): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 11 Transfer Function Models (pages 439–472): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 12 Identification, Fitting, and Checking of Transfer Function Models (pages 473–528): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 13 Intervention Analysis Models and Outlier Detection (pages 529–550): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 14 Multivariate Time Series Analysis (pages 551–595): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel
  Chapter 15 Aspects of Process Control (pages 599–657): George E. P. Box, Gwilym M. Jenkins and Gregory C. Reinsel