Applied Time Series: Analysis and Forecasting provides the theories methods and tools for necessary modeling and forecasting of time series. It includes a complete theoretical development of univariate time series models with each step demonstrated with an analysis of real time data series. The result is clear presentation, quantified subjective judgment derived from selected models applied to time series observations. Utilizing real time series to demonstrate theoretical Approaches, the author explores diverse aspects of time series, including how to identify structure, explain observed behaviour, model structures and behaviours, and interpret analysis to make informed forecast. The book also illustrates concepts such as components decomposition, fundamental model form such as trends cycles seasonality and practical requirement.
- ISBN10 1842654713
- ISBN13 9781842654712
- Publish Date 24 April 2008
- Publish Status Active
- Out of Print 8 November 2014
- Publish Country GB
- Imprint Alpha Science International Ltd
- Format Hardcover
- Pages 294
- Language English