This non-technical text introduces a broad cross-section of topics in time series analysis. This edition includes three new chapters, providing material on non-linear models, multivariate models, and other topics such as model uncertainty, wavelets and fractional differencing.
The Analysis of Time Series Summary
The Analysis of Time Series: An Introduction, Sixth Edition by C. Chatfield
This book provides a comprehensive introduction to the theory and practice of time series analysis. Topics include:
Table of Contents
Introduction Simple Descriptive Techniques Probability Models for Time Series Estimation in the Time Domain Forecasting Stationary Processes in the Frequency Domain Spectral Analysis Bivariate Processes Linear Systems State-Space Models and the Kalman Filter Non-Linear Models Multivariate Time-Series Modelling Some Other Topics Appendices The Fourier, Laplace, and Z Transforms The Dirac Delta Function Covariance Some Worked Examples
Additional information
GOR003273252
9780412716409
0412716402
The Analysis of Time Series: An Introduction, Sixth Edition by C. Chatfield
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