Time series analysis: forecasting and control by BOX JENKINS

Time series analysis: forecasting and control



Time series analysis: forecasting and control book download




Time series analysis: forecasting and control BOX JENKINS ebook
Publisher: Prentice-Hall
Format: pdf
ISBN: 0139051007, 9780139051005
Page: 299


Although network analysis using a single economic indicator has been Box GEP, Jenkins GM (1970) Time Series Analysis: Forecasting and Control. Various time-series analysis approaches have been introduced; and have achieved good progress by utilizing probability distribution [7]–[9], autocorrelation [10], multi-fractal approaches [11], [12], complexity [13], and transfer entropy [14] to analyze stock market indices. Econometricians study time series from the point of frequency methods (spectrum analysis, wavelet analysis) and the methods of time domain (cross-correlation analysis, autocorrelation analysis). So, our main goal is to forecast the exchange rate (price) using some model. This modeling philosophy of parsimony is popularized by Box and Jenkins (1976, Time Series Analysis: Forecasting and Control, Holden-Day). Robotic and control applications. Fuzzy data mining and forecasting. Fuzzy logic and Fuzzy control and systems. To assist in the product replacement logistics processes, time series analysis has been a theme much studied in this context. The functions for creating truly interactive controls are now virtually the same rich, as those in classical programming languages. The reader has The GARCH Model.