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Introduction to time series modeling

By: Material type: TextTextSeries: Monographs on statistics and applied probability; no. 114Publication details: 2010 Chapman & Hall/CRC Boca RatonDescription: xxiii, 289 pISBN:
  • 9781584889212
Subject(s): DDC classification:
  • 519.5 K4I6
Summary: In time series modeling, the behavior of a certain phenomenon is expressed in relation to the past values of itself and other covariates. Since many important phenomena in statistical analysis are actually time series and the identification of conditional distribution of the phenomenon is an essential part of the statistical modeling, it is very important and useful to learn fundamental methods of time series modeling. Illustrating how to build models for time series using basic methods, Introduction to Time Series Modeling covers numerous time series models and the various tools for handling them. (http://www.crcpress.com/product/isbn/9781584889212)
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Item type Current library Item location Shelving location Call number Status Date due Barcode
Books Vikram Sarabhai Library Rack 28-B / Slot 1413 (0 Floor, East Wing) General Stacks 519.5 K4I6 (Browse shelf(Opens below)) Available 170475

In time series modeling, the behavior of a certain phenomenon is expressed in relation to the past values of itself and other covariates. Since many important phenomena in statistical analysis are actually time series and the identification of conditional distribution of the phenomenon is an essential part of the statistical modeling, it is very important and useful to learn fundamental methods of time series modeling. Illustrating how to build models for time series using basic methods, Introduction to Time Series Modeling covers numerous time series models and the various tools for handling them. (http://www.crcpress.com/product/isbn/9781584889212)

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