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05103aam a2200553 i 4500 001 FC5FEC7A3D8C11EE8AE814B62EECA4DB 003 SILO 005 20230818010103 008 150417s2016 njua b 001 0 eng 010 $a 2015015492 020 $a 1118675029 020 $a 9781118675021 035 $a (OCoLC)907092428 040 $a DLC $b eng $e rda $c DLC $d YDX $d BTCTA $d YDXCP $d CDX $d OCLCF $d VRC $d BDX $d CUY $d CHVBK $d OCLCO $d OCLCQ $d PHCSB $d UKMGB $d INNDH $d AERDC $d OCLCO $d CSA $d NUI $d SILO 042 $a pcc 050 00 $a QA280 $b .B67 2016 080 $a 519.246 Q6 082 00 $a 519.5/5 $2 23 100 1 $a Box, George E. P. 245 10 $a Time series analysis : $b forecasting and control. 250 $a Fifth edition / $b George E.P. Box, Gwilym M. Jenkins, Gregory C. Reinsel, Greta M. Ljung. 264 1 $a Hoboken, New Jersey : $b John Wiley & Sons, Inc., $c [2016] 300 $a xxvi, 669 pages : $b illustrations ; $c 26 cm. 490 1 $a Wiley series in probability and statistics 541 1 $c Gift; $a Johannes Ledolter; $d 2023. $5 IaU 504 $a Includes bibliographical references (pages 642-657) and index. 505 0 $a 1. Introduction; 1.1 Five Important Practical Problems; 1.2 Stochastic and Deterministic Dynamic Mathematical Models; 1.3 Basic Ideas in Model Building; Appendix A1.1 Use Of The R Software; Exercises; Part One: Stochastic Models and Their Forecasting; Chapter 2: Autocorrelation Function and Spectrum of Stationary Processes; 2.1 Autocorrelation Properties of Stationary Models; 2.2 Spectral Properties of Stationary Models; Appendix A2.1 Link Between the Sample Spectrum and Autocovariance Function Estimate; Exercises; Chapter 3: Linear Stationary Models; 3.1 General Linear Process; 3.2 Autoregressive Processes; 3.3 Moving Average Processes; 3.4 Mixed Autoregressive-Moving Average Processes; Appendix A3.1 Autocovariances, Autocovariance Generating Function, and Stationarity Conditions for a General Linear Process; Appendix A3.2 Recursive Method for Calculating Estimates of Autoregressive Parameters; Exercises; Chapter 4: Linear Nonstationary Models. 505 8 $a 4.1 Autoregressive Integrated Moving Average Processes; 4.2 Three Explicit Forms for the ARIMA Model; 4.3 Integrated Moving Average Processes; Appendix A4.1 Linear Difference Equations; Appendix A4.2 IMA(0, 1, 1) Process with Deterministic Drift; Appendix A4.3 ARIMA Processes with Added Noise; Exercises; Chapter 5: Forecasting; 5.1 Minimum Mean Square Error Forecasts and Their Properties; 5.2 Calculating Forecasts and Probability Limits; 5.3 Forecast Function and Forecast Weights; 5.4 Examples of Forecast Functions and Their Updating. 505 8 $a 5.5 Use of State-Space Model Formulation for Exact Forecasting; 5.6 Summary; Appendix A5.1 Correlation Between Forecast Errors; Appendix A5.2 Forecast Weights for Any Lead Time; Appendix A5.3 Forecasting in Terms of the General Integrated Form; Exercises; Part Two: Stochastic Model Building; Chapter 6: Model Identification; 6.1 Objectives of Identification; 6.2 Identification Techniques; 6.3 Initial Estimates for the Parameters; 6.4 Model Multiplicity; Appendix A6.1 Expected Behavior of the Estimated Autocorrelation Function for a Nonstationary Process; Exercises. 505 8 $a Chapter 7: Parameter Estimation 7.1 Study of the Likelihood and Sum-of-Squares Functions; 7.2 Nonlinear Estimation; 7.3 Some Estimation Results for Specific Models; 7.4 Likelihood Function Based on the State-Space Model; 7.5 Estimation Using Bayes' Theorem; Appendix A7.1 Review of Normal Distribution Theory; Appendix A7.2 Review of Linear Least-Squares Theory; Appendix A7.3 Exact Likelihood Function for Moving Average and Mixed Processes; Appendix A7.4 Exact Likelihood Function for an Autoregressive Process; Appendix A7.5 Asymptotic Distribution of Estimators for Autoregressive Models. 650 0 $a Time-series analysis. 650 0 $a Prediction theory. 650 0 $a Transfer functions. 650 0 $a Feedback control systems $x Mathematical models. 650 7 $a Feedback control systems $x Mathematical models. $2 fast $0 (OCoLC)fst00922457 650 7 $a Prediction theory. $2 fast $0 (OCoLC)fst01075037 650 7 $a Time-series analysis. $2 fast $0 (OCoLC)fst01151190 650 7 $a Transfer functions. $2 fast $0 (OCoLC)fst01154604 700 1 $a Ledolter, Johannes $e donor. $5 IaU 776 08 $i Online version: $a Box, George E.P. $t Time series analysis. $b Fifth edition / George E.P. Box, Gwilym M. Jenkins, Gregory C. Reinsel, Greta M. Ljung. $d Hoboken, New Jersey : John Wiley & Sons, Inc., [2016] $z 9781118674925 $w (DLC) 2015016616 700 1 $a Jenkins, Gwilym M. 700 1 $a Reinsel, Gregory C. 700 1 $a Ljung, Greta M., $d 1941- 856 42 $u https://www.lib.uiowa.edu/giving/bookplates/?p=1455 $z Donor Bookplate 830 0 $a Wiley series in probability and statistics. 856 4 $u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1061322 $x Aggregator $3 EBSCOhost 941 $a 1 952 $l OVUX522 $d 20231117011213.0 956 $a http://locator.silo.lib.ia.us/search.cgi?index_0=id&term_0=FC5FEC7A3D8C11EE8AE814B62EECA4DBInitiate Another SILO Locator Search