ISBN: 1118745159 9781118745151

Category: Mathematics / Probability & Statistics / General

Page count: 672

<p><b>Praise for the <i>First Edition<br> <br> </i></b>"...[t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics." -<i>MAA Reviews</i><b><br> <br> </b>Thoroughly updated throughout, <i>Introduction to Time Series Analysis and Forecasting, Second Edition</i> presents the underlying theories of time series analysis that are needed to analyze time-oriented data and construct real-world short- to medium-term statistical forecasts. <br> <br> Authored by highly-experienced academics and professionals in engineering statistics, the <i>Second Edition</i> features discussions on both popular and modern time series methodologies as well as an introduction to Bayesian methods in forecasting. <i>Introduction to Time Series Analysis and Forecasting, Second Edition</i> also includes:<br> <br> </p> <ul> <li>Over 300 exercises from diverse disciplines including health care, environmental studies, engineering, and finance</li> <li>More than 50 programming algorithms using JMP®, SAS®, and R that illustrate the theory and practicality of forecasting techniques in the context of time-oriented data </li> <li>New material on frequency domain and spatial temporal data analysis</li> <li>Expanded coverage of the variogram and spectrum with applications as well as transfer and intervention model functions</li> <li>A supplementary website featuring PowerPoint® slides, data sets, and select solutions to the problems</li> </ul> <br> <i>Introduction to Time Series Analysis and Forecasting, Second Edition</i> is an ideal textbook upper-undergraduate and graduate-levels courses in forecasting and time series. The book is also an excellent reference for practitioners and researchers who need to model and analyze time series data to generate forecasts.