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Introduction to time series analysis and forecasting / (Record no. 6704)

MARC details
000 -LEADER
fixed length control field 04870pam a2200421 i 4500
001 - CONTROL NUMBER
control field 6704
003 - CONTROL NUMBER IDENTIFIER
control field BD-DhEWU
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20181205104649.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 141211s2015 njua g b 001 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781118745113 (hbk.) :
035 ## - SYSTEM CONTROL NUMBER
System control number (Uk)017112043
040 ## - CATALOGING SOURCE
Original cataloging agency StDuBDS
Language of cataloging eng
Transcribing agency StDuBDS
Modifying agency Uk
-- BD-DhEWU
Description conventions rda
041 ## - LANGUAGE CODE
Language code of text/sound track or separate title eng
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.55
Item number MOI 2015
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Montgomery, Douglas C.,
9 (RLIN) 2342
245 10 - TITLE STATEMENT
Title Introduction to time series analysis and forecasting /
Statement of responsibility, etc Douglas C. Montgomery, Cheryl L. Jennings, Murat Kulahci.
250 ## - EDITION STATEMENT
Edition statement 2nd ed.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc New Jersey :
Name of publisher, distributor, etc John Wiley & Sons. Inc.,
Date of publication, distribution, etc 2015.
300 ## - PHYSICAL DESCRIPTION
Extent xiv, 643 p. :
Other physical details illustrations ;
Dimensions 25 cm.
490 0# - SERIES STATEMENT
Series statement Wiley series in probability and statistics
500 ## - GENERAL NOTE
General note Previous edition: 2008.
General note Formerly CIP.
Institution to which field applies Uk
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and index.
505 ## - FORMATTED CONTENTS NOTE
Title TOC
Formatted contents note <p>PREFACE xi <p>1 INTRODUCTION TO FORECASTING 1 <p>1.1 The Nature and Uses of Forecasts 1 <p>1.2 Some Examples of Time Series 6 <p>1.3 The Forecasting Process 13 <p>1.4 Data for Forecasting 16 <p>1.5 Resources for Forecasting 19 <p>2 STATISTICS BACKGROUND FOR FORECASTING 25 <p>2.1 Introduction 25 <p>2.2 Graphical Displays 26 <p>2.3 Numerical Description of Time Series Data 33 <p>2.4 Use of Data Transformations and Adjustments 46 <p>2.5 General Approach to Time Series Modeling and Forecasting 61 <p>2.6 Evaluating and Monitoring Forecasting Model Performance 64 <p>2.7 R Commands for Chapter 2 84 <p>3 REGRESSION ANALYSIS AND FORECASTING 107 <p>3.1 Introduction 107 <p>3.2 Least Squares Estimation in Linear Regression Models 110 <p>3.3 Statistical Inference in Linear Regression 119 <p>3.4 Prediction of New Observations 134 <p>3.5 Model Adequacy Checking 136 <p>3.6 Variable Selection Methods in Regression 146 <p>3.7 Generalized and Weighted Least Squares 152 <p>3.8 Regression Models for General Time Series Data 177 <p>3.9 Econometric Models 205 <p>3.10 R Commands for Chapter 3 209 <p>4 EXPONENTIAL SMOOTHING METHODS 233 <p>4.1 Introduction 233 <p>4.2 First-Order Exponential Smoothing 239 <p>4.3 Modeling Time Series Data 245 <p>4.4 Second-Order Exponential Smoothing 247 <p>4.5 Higher-Order Exponential Smoothing 257 <p>4.6 Forecasting 259 <p>4.7 Exponential Smoothing for Seasonal Data 277 <p>4.8 Exponential Smoothing of Biosurveillance Data 286 <p>4.9 Exponential Smoothers and Arima Models 299 <p>4.10 R Commands for Chapter 4 300 <p>5 AUTOREGRESSIVE INTEGRATED MOVING AVERAGE (ARIMA) MODELS 327 <p>5.1 Introduction 327 <p>5.2 Linear Models for Stationary Time Series 328 <p>5.2.1 Stationarity 329 <p>5.2.2 Stationary Time Series 329 <p>5.3 Finite Order Moving Average Processes 333 <p>5.4 Finite Order Autoregressive Processes 337 <p>5.5 Mixed Autoregressive Moving Average Processes 354 <p>5.6 Nonstationary Processes 363 <p>5.7 Time Series Model Building 367 <p>5.8 Forecasting Arima Processes 378 <p>5.9 Seasonal Processes 383 <p>5.10 Arima Modeling of Biosurveillance Data 393 <p>5.11 Final Comments 399 <p>5.12 R Commands for Chapter 5 401 <p>6 TRANSFER FUNCTIONS AND INTERVENTION MODELS 427 <p>6.1 Introduction 427 <p>6.2 Transfer Function Models 428 <p>6.3 Transfer Function Noise Models 436 <p>6.4 Cross-Correlation Function 436 <p>6.5 Model Specification 438 <p>6.6 Forecasting with Transfer Function Noise Models 456 <p>6.7 Intervention Analysis 462 <p>6.8 R Commands for Chapter 6 473 <p>7 SURVEY OF OTHER FORECASTING METHODS 493 <p>7.1 Multivariate Time Series Models and Forecasting 493 <p>7.3 Arch and Garch Models 507 <p>7.4 Direct Forecasting of Percentiles 512 <p>7.5 Combining Forecasts to Improve Prediction Performance 518 <p>7.6 Aggregation and Disaggregation of Forecasts 522 <p>7.7 Neural Networks and Forecasting 526 <p>7.8 Spectral Analysis 529 <p>7.9 Bayesian Methods in Forecasting 535 <p>7.10 Some Comments on Practical Implementation and Use of Statistical Forecasting Procedures 542 <p>7.11 R Commands for Chapter 7 545 <p>APPENDIX A STATISTICAL TABLES 561 <p>APPENDIX B DATA SETS FOR EXERCISES 581 <p>APPENDIX C INTRODUCTION TO R 627 <p>BIBLIOGRAPHY 631 <p>INDEX 639
520 ## - SUMMARY, ETC.
Summary, etc Summary:<br/>Praise for the First Edition " [t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics.<br/>
526 ## - STUDY PROGRAM INFORMATION NOTE
Program name AS
590 ## - LOCAL NOTE (RLIN)
Local note Tahur Ahmed
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Time-series analysis.
9 (RLIN) 465
Topical term or geographic name as entry element Forecasting.
9 (RLIN) 19668
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Jennings, Cheryl L.,
Relator term author.
9 (RLIN) 19291
Personal name Kulahci, Murat,
Relator term author.
9 (RLIN) 19292
856 42 - ELECTRONIC LOCATION AND ACCESS
Materials specified WorldCat details
Uniform Resource Identifier http://www.worldcat.org/title/introduction-to-time-series-analysis-and-forecasting/oclc/908210322&referer=brief_results
Materials specified Ebook Fulltext
Uniform Resource Identifier http://lib.ewubd.edu/ebook/6704
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Text
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Home library Current library Shelving location Date acquired Source of acquisition Cost, normal purchase price Total Checkouts Full call number Barcode Date last seen Copy number Price effective from Koha item type
    Dewey Decimal Classification   Not For Loan Non-fiction Dr. S. R. Lasker Library, EWU Dr. S. R. Lasker Library, EWU Reserve Section 07/06/2015 Karim International 10780.00   519.55 MOI 2015 26784 28/06/2015 C-1 28/06/2015 Text
    Dewey Decimal Classification     Non-fiction Dr. S. R. Lasker Library, EWU Dr. S. R. Lasker Library, EWU E-book 03/01/2018       519.55 MOI 2015   03/01/2018   03/01/2018 E-Book