This is an introduction to time series that emphasizes methods and analysis of data sets. The logic and tools of model-building for stationary and non-stationar
Praise for the First Edition "...[t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics an
This edition contains a large number of additions and corrections scattered throughout the text, including the incorporation of a new chapter on state-space mod
Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic
A time series is a set of repeated measurements of the same phenomenon taken sequentially over time. Capturing the data creates a time series "memory" to docume