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    Jules Fahey
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    The Analysis of Time Series
    An Introduction

    by Chris Chatfield

    The Analysis of Time Series ~ Read More

    • Publisher: CRC Press
    • Author: Chris Chatfield
    • Release date: July 31, 2003
    • Format: paperback, 352 pages
    • ISBN: 9781584883173 (1584883170)
    • Genres: textbooks, science
    • Language: english

    About The Book

    Since 1975, The Analysis of Time Series: An Introduction has introduced legions of statistics students and researchers to the theory and practice of time series analysis. With each successive edition, best-selling author Chris Chatfield has honed and refined his presentation, updated the material to reflect advances in the field, and presented interesting new data sets.

    The sixth edition is no exception. It provides an accessible, comprehensive introduction to the theory and practice of time series analysis. The treatment covers a wide range of topics, including ARIMA probability models, forecasting methods, spectral analysis, linear systems, state-space models, and the Kalman filter. It also addresses nonlinear, multivariate, and long-memory models. The author has carefully updated each chapter, added new discussions, incorporated new datasets, and made those datasets available for download from http://www.crcpress.com

    Highlights of the Sixth Edition:

    A new section on Handling Real Data

    New discussion on prediction intervals

    A completely revised and restructured chapter on more advanced topics, with new material on the aggregation of time series, analyzing time series in finance, and discrete-valued time series

    A new chapter of Examples and Practical Advice

    Thorough updates and revisions throughout the text that reflect recent developments and dramatic changes in computing practices over the last few years

    The analysis of time series can be a difficult topic, but as this book has demonstrated for two-and-a-half decades, it does not have to be daunting. The accessibility, polished presentation, and broad coverage of The Analysis of Time Series make it simply the best introduction to the subject available.

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