大葉大學圖書館 |

The foundations of modern time series analysis[electronic resource] /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	519.5/5
書名/作者:	The foundations of modern time series analysis/ Terence C. Mills.
作者:	Mills, Terence C.
出版者:	New York : : Palgrave Macmillan,, 2011.
面頁冊數:	1 online resource (360 p.) : : ill.
標題:	Time-series analysis.
ISBN:	9780230305021 (electronic bk.)
ISBN:	0230305024 (electronic bk.)
ISBN:	9780230290181 (Cloth)
ISBN:	0230290183 (Cloth)
書目註:	Includes bibliographical references and index.
內容註:	Prolegomenon:�A Personal Perspective and an Explanation of the Structure of the Book -- Yule and Hooker and the Concepts of Correlation and Trend -- Schuster, Beveridge and Periodogram Analysis -- Detrending and the Variate Difference Method: Student, Pearson and their Critics -- Nonsense Correlations, Random Shocks and Induced Cycles: Yule, Slutzky and Working -- Periodicities in Sunspots and Air Pressure: Yule, Walker and the Modelling of Superposed Fluctuations and Disturbances -- The Formal Modelling of Stationary Time Series: Wold and the Russians -- Generalizations and Extensions of Stationary Autoregressive Models: from Kendall to Box and Jenkins -- Statistical Inference, Estimation and Model Building for Stationary Time Series -- Dealing with Nonstationarity: Detrending, Smoothing and Differencing -- Forecasting Nonstationary Time Series -- Modelling Dynamic Relationships Between Time Series -- Spectral Analysis of Time Series: the Periodogram Revisited and Reclaimed -- Tacking Seasonal Patterns in Time Series -- Emerging Themes -- The Scene is Set -- References.
摘要、提要註:	This book is the first to develop the analysis of time series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication, Time Series Analysis; Forecasting and Control, in 1970, showing how these methods laid the foundations for the modern techniques of time series analysis that are in use today. Many of the key examples and graphics found in the seminal articles of, for example, Schuster, Pearson, Yule, Slutzky and Kendall are recreated and the original voices of such authors are provided so that readers can become acquainted with the contemporary views, prejudices and hobby horses of the major protagonists in the story. Separate strands of developments are drawn together to show that, by 1970, a coherent, technically sophisticated and essentially practical body of knowledge was available for analyzing time series data coming from any discipline. This book is essential reading for postgraduate students in time series analysis and time series econometrics.
電子資源:	An electronic book accessible through the World Wide Web; click for information

The foundations of modern time series analysis[electronic resource] /
Mills, Terence C.

The foundations of modern time series analysis[electronic resource] /Terence C. Mills. - New York :Palgrave Macmillan,2011. - 1 online resource (360 p.) :ill. - Palgrave Macmillan perspectives in econometrics.

Includes bibliographical references and index.

Prolegomenon:�A Personal Perspective and an Explanation of the Structure of the Book -- Yule and Hooker and the Concepts of Correlation and Trend -- Schuster, Beveridge and Periodogram Analysis -- Detrending and the Variate Difference Method: Student, Pearson and their Critics -- Nonsense Correlations, Random Shocks and Induced Cycles: Yule, Slutzky and Working -- Periodicities in Sunspots and Air Pressure: Yule, Walker and the Modelling of Superposed Fluctuations and Disturbances -- The Formal Modelling of Stationary Time Series: Wold and the Russians -- Generalizations and Extensions of Stationary Autoregressive Models: from Kendall to Box and Jenkins -- Statistical Inference, Estimation and Model Building for Stationary Time Series -- Dealing with Nonstationarity: Detrending, Smoothing and Differencing -- Forecasting Nonstationary Time Series -- Modelling Dynamic Relationships Between Time Series -- Spectral Analysis of Time Series: the Periodogram Revisited and Reclaimed -- Tacking Seasonal Patterns in Time Series -- Emerging Themes -- The Scene is Set -- References.

This book is the first to develop the analysis of time series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication, Time Series Analysis; Forecasting and Control, in 1970, showing how these methods laid the foundations for the modern techniques of time series analysis that are in use today. Many of the key examples and graphics found in the seminal articles of, for example, Schuster, Pearson, Yule, Slutzky and Kendall are recreated and the original voices of such authors are provided so that readers can become acquainted with the contemporary views, prejudices and hobby horses of the major protagonists in the story. Separate strands of developments are drawn together to show that, by 1970, a coherent, technically sophisticated and essentially practical body of knowledge was available for analyzing time series data coming from any discipline. This book is essential reading for postgraduate students in time series analysis and time series econometrics.

ISBN: 9780230305021 (electronic bk.)

Standard No.: 9786613209894

Source: 491483Palgrave Macmillanhttp://www.palgraveconnect.comSubjects--Topical Terms:

224119
Time-series analysis.
Index Terms--Genre/Form:

336502
Electronic books.

LC Class. No.: HA30.3 / .M55 2011

Dewey Class. No.: 519.5/5

The foundations of modern time series analysis[electronic resource] /
LDR:03666cam 2200385Ka 4500 001 388285
003 OCoLC
005 20130621115038.0
006 m o d
007 cr cn|||||||||
008 131001s2011 nyua ob 001 0 eng d
019 $a 746880322
020 $a 9780230305021 (electronic bk.)
020 $a 0230305024 (electronic bk.)
020 $a 9780230290181 (Cloth)
020 $a 0230290183 (Cloth)
024 8 $a 9786613209894
035 $a (OCoLC)743799784 $z (OCoLC)746880322
035 $a ocn743799784
037 $a 491483 $b Palgrave Macmillan $n http://www.palgraveconnect.com
040 $a UKPGM $b eng $c UKPGM $d CDX $d OCLCQ
049 $a TEFA
050 4 $a HA30.3 $b .M55 2011
082 0 4 $a 519.5/5 $2 22
100 1 $a Mills, Terence C. $3 377183
245 1 4 $a The foundations of modern time series analysis $h [electronic resource] / $c Terence C. Mills.
260 $a New York : $b Palgrave Macmillan, $c 2011.
300 $a 1 online resource (360 p.) : $b ill.
490 0 $a Palgrave Macmillan perspectives in econometrics
504 $a Includes bibliographical references and index.
505 0 $a Prolegomenon:�A Personal Perspective and an Explanation of the Structure of the Book -- Yule and Hooker and the Concepts of Correlation and Trend -- Schuster, Beveridge and Periodogram Analysis -- Detrending and the Variate Difference Method: Student, Pearson and their Critics -- Nonsense Correlations, Random Shocks and Induced Cycles: Yule, Slutzky and Working -- Periodicities in Sunspots and Air Pressure: Yule, Walker and the Modelling of Superposed Fluctuations and Disturbances -- The Formal Modelling of Stationary Time Series: Wold and the Russians -- Generalizations and Extensions of Stationary Autoregressive Models: from Kendall to Box and Jenkins -- Statistical Inference, Estimation and Model Building for Stationary Time Series -- Dealing with Nonstationarity: Detrending, Smoothing and Differencing -- Forecasting Nonstationary Time Series -- Modelling Dynamic Relationships Between Time Series -- Spectral Analysis of Time Series: the Periodogram Revisited and Reclaimed -- Tacking Seasonal Patterns in Time Series -- Emerging Themes -- The Scene is Set -- References.
520 $a This book is the first to develop the analysis of time series from its formal beginnings in the 1890s through to the publication of Box and Jenkins' watershed publication, Time Series Analysis; Forecasting and Control, in 1970, showing how these methods laid the foundations for the modern techniques of time series analysis that are in use today. Many of the key examples and graphics found in the seminal articles of, for example, Schuster, Pearson, Yule, Slutzky and Kendall are recreated and the original voices of such authors are provided so that readers can become acquainted with the contemporary views, prejudices and hobby horses of the major protagonists in the story. Separate strands of developments are drawn together to show that, by 1970, a coherent, technically sophisticated and essentially practical body of knowledge was available for analyzing time series data coming from any discipline. This book is essential reading for postgraduate students in time series analysis and time series econometrics.
588 $a Description based on print version record.
650 0 $a Time-series analysis. $3 224119
655 4 $a Electronic books. $2 local $3 336502
710 2 $a Palgrave Connect (Online service) $3 370384
776 0 8 $i Print version: $a Mills, Terence C. $t Foundations of modern time series analysis. $d New York : Palgrave Macmillan, 2011 $z 9780230290181 $w (DLC) 2011005251 $w (OCoLC)701672519
856 4 0 $3 Palgrave Connect $u http://www.palgraveconnect.com/doifinder/10.1057/9780230305021 $z An electronic book accessible through the World Wide Web; click for information
938 $a Coutts Information Services $b COUT $n 18354049 $c 70.00 GBP
994 $a C0 $b TEF