Book Description:
Unlock the secrets of time series analysis with the fourth edition of this comprehensive guide. Master forecasting techniques, from basic to advanced, with extensive exercises and real-world examples. Ideal for students with a basic math background.
Introduction to Time Series Analysis and Forecasting, Fourth Edition
This book provides an accessible pathway to the essential techniques in analyzing and forecasting nonstationary time series. Packed with real data and numerous practice exercises, it enables students to apply theoretical concepts effectively. Developed with simplicity and user-friendliness in mind, this text is composed to assist students who possess a basic understanding of mathematics.
Real-world examples and practical guidelines further demystify time series analysis for learners, while the attached online homework system supports educators in course management and non-graded assignment distribution.
Key Features:
- Basic to advanced forecasting techniques using time series data.
- Exploration of smoothing, exponential smoothing, and regression methods.
- Discussion on statistical measures for assessing forecast accuracy.
- Extensive discussion of the Box-Jenkins method.
- Insights into statistical methods for forecasting categorical time series.
Authors: Douglas C. Montgomery, Cheryl L. Jennings, Murat Kulahci
Publisher: John Wiley & Sons, Inc.
ISBN: 978-1118745113