TY - BOOK AU - Chatfield, Christopher TI - The analysis of time series: an introduction. SN - 1584883170 AV - QA280.C4 PY - 2004/// CY - London PB - Chapman & Hall KW - Time-series analysis N1 - Includes bibliographical references and index; Contents: Introduction -- Simple descriptive techniques -- Some time-series models -- Fitting time-series models in the time domain -- Forecasting -- Stationary processes in the frequency domain -- Spectral analysis -- Bivariate processes -- Linear systems -- State-space models and the Kalman filter -- Non-linear models -- Multivariate time-series modelling -- Some more advanced topics -- Examples and practical advice -- Appendices: A Fourier, Laplace, and z-transforms -- B Dirac delta function C Covariance ad correlation -- D Some MINITAB and S-PLUS commands -- ER -