This book provides a comprehensive introduction to the theory and practice of time series analysis. Topics include o ARIMA probability models o forecasting methods o spectral analysis o linear systems o state-space models o Kalman filter. Building on the success of earlier editions, the fourth edition serves as a valuable text for undergraduates and postgraduates taking courses in time series as well as provides an excellent resource for self-study.

The analysis of time series: An introduction

Science & Math

Chatfield, Christopher

Mathematics

Chapman and Hall in association with Methuen

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Books by Chapman and Hall in association with Methuen

See the best price to sell, buy or rent books by the Chapman and Hall in association with Methuen publisher. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

The analysis of time series: An introduction