Mendeley出力
＜図書＞
Time series analysis : forecasting and control
| 責任表示 | George E.P. Box, Gwilym M. Jenkins, Gregory C. Reinsel |
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| データ種別 | 図書 |
| 版 | 3rd ed |
| 出版情報 | Upper Saddle River, N.J. : Prentice Hall , c1994 |
| 本文言語 | 英語 |
| 大きさ | xvi, 598 p. : ill. ; 24 cm |
| 概要 | This is a complete revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970. It focuses on practical techniques throughout, rather...than a rigorous mathematical treatment of the subject. It explores the building of stochastic (statistical) models for time series and their use in important areas of application --forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control. Features sections on: recently developed methods for model specification, such as canonical correlation analysis and the use of model selection criteria; results on testing for unit root nonstationarity in ARIMA processes; the state space representation of ARMA models and its use for likelihood estimation and forecasting; score test for model checking; and deterministic components and structural components in time series models and their estimation based on regression-time series model methods. 続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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中央図 自動書庫 | 417.6/B 68/1a | 1994 |
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068172194007046 |
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理系図1F 開架 | 417.6/B 68 | 1994 |
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003211997002651 |
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理系図3F 数理独自 | BOX,/10/2a | 1994 |
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023211996009457 |
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理系図 自動書庫 | 548.3 | 1994 |
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068252194005764 |
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理系図 自動書庫 | 418.8/B 68/2 | 1994 |
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068582195001920 |
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書誌詳細
| 一般注記 | Bibliography: p. 556-567 Includes indexes |
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| 著者標目 | *Box, George E. P., 1919- Jenkins, Gwilym M. Reinsel, Gregory C. |
| 件 名 | LCSH:Time-series analysis LCSH:Prediction theory LCSH:Transfer functions LCSH:Feedback control systems -- Mathematical models 全ての件名で検索 |
| 分 類 | NDC9:417.6 LCC:QA280 DC20:003/.83 |
| 書誌ID | 1000036636 |
| ISBN | 0130607746 |
| NCID | BA22545009 |
| 巻冊次 | ISBN:0130607746 |
| 登録日 | 2009.09.10 |
| 更新日 | 2009.11.02 |