Time series analysis: forecasting and control

Front Cover
Stochastic models and their forecasting. The autocorrelation function and spectrum. Linear stationary models. Linear nonstationary models. Forecasting. Stochastic model building. Model estimation. Model diagnostic checking. Seasonal models. Transfer function model building. Transfer function models. Identification, fitting, and checking of transfer function models. Design of discrete control schemes. Design of feedforward and feedback control schemes. Some further problems in control.

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Contents

INTRODUCTION AND SUMMARY
1
STOCHASTIC MODELS AND THEIR
21
LINEAR STATIONARY MODELS
46
Copyright

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