Introduction to time series and forecasting / (Record no. 408)

MARC details
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001 - CONTROL NUMBER
control field ocm56103499
003 - CONTROL NUMBER IDENTIFIER
control field ‫‪EG-GaU‬‬
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20220227150540.0
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
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008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 040806r20062002ii a ob 001 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9798181284043
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 8181284046
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 0387953515
040 ## - CATALOGING SOURCE
Original cataloging agency N$T
Language of cataloging eng
Description conventions rda
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Transcribing agency N$T
Modifying agency OCLCQ
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-- CDN
-- IDEBK
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-- OSU
-- COO
-- EG-GaU
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.55
Edition number 23
Item number B.P.I.
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Brockwell, Peter J.,
Relator term author.
9 (RLIN) 1193
245 10 - TITLE STATEMENT
Title Introduction to time series and forecasting /
Statement of responsibility, etc. Peter J. Brockwell, Richard A. Davis.
250 ## - EDITION STATEMENT
Edition statement Second edition.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture New Delhi :
Name of producer, publisher, distributor, manufacturer Springer,
Date of production, publication, distribution, manufacture, or copyright notice 2006
300 ## - PHYSICAL DESCRIPTION
Extent xiv, 434 pages :
Other physical details illustrations ;
Dimensions 24 cm +
Accompanying material 1 computer optical laser disc (4 3/4 in.).
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term unmediated
Media type code n
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term volume
Carrier type code nc
Source rdacarrier
490 1# - SERIES STATEMENT
Series statement Springer texts in statistics
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note Includes bibliographical references (pages 423-428) and index.
505 8# - FORMATTED CONTENTS NOTE
Formatted contents note Cover -- Table of Contents -- Preface -- Chapter 1. Introduction -- 1.1. Examples of Time Series -- 1.2. Objectives of Time Series Analysis -- 1.3. Some Simple Time Series Models -- 1.4. Stationary Models and the Autocorrelation Function -- 1.5. Estimation and Elimination of Trend and Seasonal Components -- 1.6. Testing the Estimated Noise Sequence -- Problems -- Chapter 2. Stationary Processes -- 2.1. Basic Properties -- 2.2. Linear Processes -- 2.3. Introduction to ARMA Processes -- 2.4. Properties of the Sample Mean and Autocorrelation Function -- 2.5. Forecasting Stationary Time Series -- 2.6. The Wold Decomposition -- Problems -- Chapter 3. ARMA Models -- 3.1. ARMA(p, q) Processes -- 3.2. The ACF and PACF of an ARMA(p, q) Process -- 3.3. Forecasting ARMA Processes -- Problems -- Chapter 4. Spectral Analysis -- 4.1. Spectral Densities -- 4.2. The Periodogram -- 4.3. Time-Invariant Linear Filters -- 4.4. The Spectral Density of an ARMA Process -- Problems -- Chapter 5. Modeling and Forecasting with ARMA Processes -- 5.1. Preliminary Estimation -- 5.2. Maximum Likelihood Estimation -- 5.3. Diagnostic Checking -- 5.4. Forecasting -- 5.5. Order Selection -- Problems -- Chapter 6. Nonstationary and Seasonal Time Series Models -- 6.1. ARIMA Models for Nonstationary Time Series -- 6.2. Identification Techniques -- 6.3. Unit Roots in Time Series Models -- 6.4. Forecasting ARIMA Models -- 6.5. Seasonal ARIMA Models -- 6.6. Regression with ARMA Errors -- Problems -- Chapter 7. Multivariate Time Series -- 7.1. Examples -- 7.2. Second-Order Properties of Multivariate Time Series -- 7.3. Estimation of the Mean and Covariance Function -- 7.4. Multivariate ARMA Processes -- 7.5. Best Linear Predictors of Second-Order Random Vectors -- 7.6. Modeling and Forecasting with Multivariate AR Processes -- 7.7. Cointegration -- Problems -- Chapter 8. State-Space Models -- 8.1. State-Space Representations -- 8.2. The Basic Structural Model -- 8.3. State-Space Representation of ARIMA Models -- 8.4. The Kalman Recursions -- 8.5. Estimation For State-Space Models -- 8.6. State-Space Models with Missing Observations -- 8.7. The EM Algorithm -- 8.8. Generalized State-Space Models -- Problems -- Chapter 9. Forecasting Techniques -- 9.1. The ARAR Algorithm -- 9.2. The Holt ... Winters Algorithm -- 9.3. The Holt ... Winters Seasonal Algorithm -- 9.4. Choosing a Forecasting Algorithm -- Problems -- Chapter 10. Further Topics -- 10.1. Transfer Function Models -- 10.2. Intervention Analysis -- 10.3. Nonlinear Models -- 10.4. Continuous-Time Models -- 10.5. Long-Memory Models -- Problems -- Appendix A. Random Variables and Probability Distributions -- A.1. Distribution Functions and Expectation -- A.2. Random Vectors -- A.3. The Multivariate Normal Distribution -- Problems -- Appendix B. Statistical Complements -- B.1. Least Squares Estimation -- B.2. Maximum Likelihood Estimation -- B.3. Confidence Intervals -- B.4. Hypothesis Testing -- Appendix C. Mean Square Convergence -- C.1. The Cauchy Criterion.
588 ## - SOURCE OF DESCRIPTION NOTE
Source of description note Description based on print version record.
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Time-series analysis.
Source of heading or term GU-sh
9 (RLIN) 1194
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element MATHEMATICS
General subdivision Probability & Statistics
-- Time Series.
Source of heading or term GU-sh
9 (RLIN) 1195
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Time-series analysis.
Source of heading or term fast
Authority record control number or standard number GU-sh
9 (RLIN) 1194
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Davis, Richard A.,
Relator term author.
9 (RLIN) 1196
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Springer texts in statistics.
9 (RLIN) 1197
856 41 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://library.gu.edu.eg/cgi-bin/koha/opac-retrieve-file.pl?id=b772e4cda9e500ed071223a607bf85b6">https://library.gu.edu.eg/cgi-bin/koha/opac-retrieve-file.pl?id=b772e4cda9e500ed071223a607bf85b6</a>
Public note Get the E-Book
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Shelving location Date acquired Source of acquisition Full call number Barcode Date last seen Price effective from Koha item type
    Dewey Decimal Classification     Media and mass communication Library Media and mass communication Library G4 05/26/2021 Donation 519.55 B.P.I. E0000603 05/26/2021 05/26/2021 Books
    Dewey Decimal Classification     Media and mass communication Library Media and mass communication Library   05/26/2021 Donation 519.55 B.P.I.   05/26/2021 05/26/2021 CD / DVD with book