Accession Number : AD0720286

Title :   Time Series Analysis Forecasting and Control,

Corporate Author : WISCONSIN UNIV MADISON DEPT OF STATISTICS

Personal Author(s) : Box,George E. P. ; Jenkins,Gwilym M.

Report Date : 1970

Pagination or Media Count : 574

Abstract : The book is concerned with the building of models for discrete time series and dynamic systems. It describes in detail how such models may be used to obtain optimal forecasts and optimal control action. All the techniques are illustrated with examples using economic and industrial data. In Part 1, models for stationary and nonstationary time series are introduced, and their use in forecasting is discussed and exemplified. Part II is devoted to model building, and procedures for model identification, estimation, and checking which are then applied to the forecasting of seasonal time series. Part III is concerned with the building of transfer function models relating the input and output of a dynamic system computed by noise. In Part IV it is shown how transfer function and time series models may be used to design optimal feedback and feedforward control schemes. Part V contains an outline of computer programs useful in making the needed calculations and also includes charts and tables of value in identifying the models. (Author)

Descriptors :   (*TIME SERIES ANALYSIS, TEXTBOOKS), (*MODEL THEORY, STOCHASTIC PROCESSES), (*ADAPTIVE CONTROL SYSTEMS, MATHEMATICAL MODELS), MATHEMATICAL PREDICTION, TRANSFER FUNCTIONS, CORRELATION TECHNIQUES, DISTRIBUTION THEORY, FEEDBACK

Subject Categories : Statistics and Probability
      Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE