Applied Time Series Analysis : A Practical Guide to Modeling And Forecasting / Terence C. Mills.
Material type:
TextPublisher: London : Academic Press, [2019]Copyright date: ©2019Description: xiii, 339 pages : illustrations ; 23 cmContent type: - text
- unmediated
- volume
- 9780128131176
- 0128131179
- 519.55 MIL 23
- QA280 .M544 2019
| Item type | Current library | Collection | Call number | Status | Notes | Date due | Barcode | |
|---|---|---|---|---|---|---|---|---|
| Reference Book | VIT-AP Reference | Reference | 519.55 MIL (Browse shelf(Opens below)) | Not For Loan | MATH | 024439 |
Browsing School of Advanced Studies-Maths Section shelves, Shelving location: Reference, Collection: Reference Close shelf browser (Hides shelf browser)
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| 519.55 FUL Introduction to Statistical Time Series | 519.55 HAM Time Series Analysis | 519.55 KIR Introduction to Modern Time Series Analysis | 519.55 MIL Applied Time Series Analysis : A Practical Guide to Modeling And Forecasting / |
It include index pages
Includes bibliographical references (pages 315-327) and index
Time series and their features -- Transforming time series -- ARMA models for stationary time series -- ARIMA models for nonstationary time series -- Unit roots, difference and trend stationarity, and fractional differencing -- Breaking and nonlinear trends -- An introduction to forecasting with univariate models -- Unobserved component models, signal extraction, and filters -- Seasonality and exponential smoothing -- Volatility and generalized autoregressive conditional heteroskedastic processes -- Nonlinear stochastic processes -- Transfer functions and autoregressive distributed lag modeling -- Vector autoregressions and Granger causality -- Error corection, spurious regressions, and cointegration -- Vector autoregressions with integrated variables, vector error correction models, and common trends -- Compositional and count time series -- State space models.
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