MTU Cork Library Catalogue

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Time series analysis : forecasting and control / George E. P. Box and Gwilym M. Jenkins.

By: Box, George E. P.
Contributor(s): Jenkins, Gwilym M.
Material type: materialTypeLabelBookSeries: Holden-Day series in time series analysis.Publisher: San Francisco : Holden-Day, c1976Edition: Rev. ed.Description: xxi, 575 p. : ill. ; 24 cm. + hbk.ISBN: 0816211043.Subject(s): Time-series analysis | Prediction theory | Transfer functions | Feedback control systems -- Mathematical modelsDDC classification: 519.232
Contents:
Introduction and summary -- Part I: Stochastic models and their forecasting -- The autocorrelation function and spectrum -- Linear stationary models -- Linear nonstationary models -- Forecasting -- Part II: Stochastic model building -- Model identification -- Model estimation -- Model diagnostic checking -- Seasonal models -- Part III: Transfer function model building -- Transfer function models -- Identification fitting, and checking of transfer function models -- Part IV: Design of discrete control schemes -- Design of feedforward and feedback control schemes -- Some further problems in control.
Holdings
Item type Current library Call number Copy number Status Date due Barcode Item holds
General Lending MTU Bishopstown Library Lending 519.232 (Browse shelf(Opens below)) 1 Available 00038432
General Lending MTU Bishopstown Library Store Item 519.232 (Browse shelf(Opens below)) 1 Available 00038433
Total holds: 0

Includes bibliographical references (pages 538-543) and indexes.

Introduction and summary -- Part I: Stochastic models and their forecasting -- The autocorrelation function and spectrum -- Linear stationary models -- Linear nonstationary models -- Forecasting -- Part II: Stochastic model building -- Model identification -- Model estimation -- Model diagnostic checking -- Seasonal models -- Part III: Transfer function model building -- Transfer function models -- Identification fitting, and checking of transfer function models -- Part IV: Design of discrete control schemes -- Design of feedforward and feedback control schemes -- Some further problems in control.

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