- Добавил: literator
- Дата: 3-02-2020, 21:14
- Комментариев: 0

Автор: Chris Chatfield
Издательство: CRC Press
Год: 2019
Страниц: 415
Язык: английский
Формат: pdf (true), djvu
Размер: 10.1 MB
This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis. The book covers a wide range of topics, including ARIMA models, forecasting methods, spectral analysis, linear systems, state-space models, the Kalman filters, nonlinear models, volatility models, and multivariate models. It also presents many examples and implementations of time series models and methods to reflect advances in the field.