Wayne A. Woodward, Henry L. Gray, Alan C. Elliott.
Second edition.
Boca Raton, FL :
CRC Press, Taylor & Francis Group,
[2017]
xv, 618 pages :
illustrations ;
25 cm
Includes bibliographical references and index.
1. Stationary time series -- 2. Linear filters -- 3. ARMA time series models -- 4. Other stationary time series models -- 5. Nonstationary time series models -- 6. Forecasting -- 7. Parameter estimation -- 8. Model identification -- 9. Model building -- 10. Vector-valued (multivariate) time series -- 11. Long-memory processes -- 12. Wavelets -- 13. G-Stationary processes.
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Virtually any random process that develops chronologically can be viewed as a time series. This book presents real-world examples from the fields of engineering, economics, medicine, biology, and chemistry to promote a solid understanding of the data and associated methods.