Introduction to Time Series Analysis and Forecasting by Douglas C. Montgomery (E

The Nile on eBay   Introduction to Time Series Analysis and Forecasting by Douglas C. Montgomery, Cheryl L. Jennings, Murat Kulahci

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 and statistics.

FORMATHardcover LANGUAGEEnglish CONDITIONBrand New Publisher Description

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 and statistics." -MAA ReviewsThoroughly updated throughout, Introduction to Time Series Analysis and Forecasting, Second Edition presents the underlying theories of time series analysis that are needed to analyze time-oriented data and construct real-world short- to medium-term statistical forecasts.   Authored by highly-experienced academics and professionals in engineering statistics, the Second Edition features discussions on both popular and modern time series methodologies as well as an introduction to Bayesian methods in forecasting. Introduction to Time Series Analysis and Forecasting, Second Edition also includes:Over 300 exercises from diverse disciplines including health care, environmental studies, engineering, and financeMore than 50 programming algorithms using JMP®, SAS®, and R that illustrate the theory and practicality of forecasting techniques in the context of time-oriented data New material  on frequency domain and spatial temporal data analysisExpanded coverage of the variogram and spectrum with applications as well as transfer and intervention model functionsA supplementary website featuring  PowerPoint® slides, data sets, and select solutions to the problems Introduction to Time Series Analysis and Forecasting, Second Edition is an ideal textbook upper-undergraduate and graduate-levels courses in forecasting and time series. The book is also an excellent reference for practitioners and researchers who need to model and analyze time series data to generate forecasts.

Back Cover

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 and statistics." MAA Reviews Thoroughly updated throughout, Introduction to Time Series Analysis and Forecasting, Second Edition presents the underlying theories of time series analysis that are needed to analyze time-oriented data and construct real-world short- to medium-term statistical forecasts. Authored by highly experienced academics and professionals in engineering statistics, the Second Edition features discussions on both popular and modern time series methodologies as well as an introduction to Bayesian methods in forecasting. Introduction to Time Series Analysis and Forecasting, Second Edition also includes: Over 300 exercises from diverse disciplines including health care, environmental studies, engineering, and finance More than 50 programming algorithms using JMP

Flap

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 and statistics." MAA Reviews Thoroughly updated throughout, Introduction to Time Series Analysis and Forecasting, Second Edition presents the underlying theories of time series analysis that are needed to analyze time-oriented data and construct real-world short- to medium-term statistical forecasts. Authored by highly experienced academics and professionals in engineering statistics, the Second Edition features discussions on both popular and modern time series methodologies as well as an introduction to Bayesian methods in forecasting. Introduction to Time Series Analysis and Forecasting, Second Edition also includes: Over 300 exercises from diverse disciplines including health care, environmental studies, engineering, and finance More than 50 programming algorithms using JMP

Author Biography

DOUGLAS C. MONTGOMERY, PhD, is Regents' Professor and ASU Foundation Professor of Engineering at Arizona State University. With over 35 years of academic and consulting experience, Dr. Montgomery has authored or coauthored over 250 journal articles and 13 books. His research interests include design and analysis of experiments, statistical methods for process monitoring and optimization, and the analysis of time-oriented data. CHERYL L. JENNINGS, PhD, is Faculty Associate at Arizona State University. With more than 30 years of experience in the automotive, semiconductor, and banking industries, Dr. Jennings has coauthored two books. Her areas of professional interest include Six Sigma, modeling and analysis, performance management, and process control and improvement. MURAT KULAHCI, PhD, is Associate Professor of Statistics at the Technical University of Denmark and Guest Deputy Professor at the Luleå University of Technology in Sweden. He is the author and/or coauthor of over 60 journal articles and two books. Dr. Kulahci's research interests include time series analysis, design of experiments, and statistical process control and monitoring.

Table of Contents

preface xi 1 Introduction to Forecasting 1 1.1 The Nature and Uses of Forecasts 1 1.2 Some Examples of Time Series 6 1.3 The Forecasting Process 13 1.4 Data for Forecasting 16 1.4.1 The Data Warehouse 16 1.4.2 Data Cleaning 18 1.4.3 Imputation 18 1.5 Resources for Forecasting 19 Exercises 20 2 Statistics Background for Forecasting 25 2.1 Introduction 25 2.2 Graphical Displays 26 2.2.1 Time Series Plots 26 2.2.2 Plotting Smoothed Data 30 2.3 Numerical Description of Time Series Data 33 2.3.1 Stationary Time Series 33 2.3.2 Autocovariance and Autocorrelation Functions 36 2.3.3 The Variogram 42 2.4 Use of Data Transformations and Adjustments 46 2.4.1 Transformations 46 2.4.2 Trend and Seasonal Adjustments 48 2.5 General Approach to Time Series Modeling and Forecasting 61 2.6 Evaluating and Monitoring Forecasting Model Performance 64 2.6.1 Forecasting Model Evaluation 64 2.6.2 Choosing Between Competing Models 74 2.6.3 Monitoring a Forecasting Model 77 2.7 R Commands for Chapter 2 84 Exercises 96 3 Regression Analysis and Forecasting 107 3.1 Introduction 107 3.2 Least Squares Estimation in Linear Regression Models 110 3.3 Statistical Inference in Linear Regression 119 3.3.1 Test for Significance of Regression 120 3.3.2 Tests on Individual Regression Coefficients and Groups of Coefficients 123 3.3.3 Confidence Intervals on Individual Regression Coefficients 130 3.3.4 Confidence Intervals on the Mean Response 131 3.4 Prediction of New Observations 134 3.5 Model Adequacy Checking 136 3.5.1 Residual Plots 136 3.5.2 Scaled Residuals and PRESS 139 3.5.3 Measures of Leverage and Influence 144 3.6 Variable Selection Methods in Regression 146 3.7 Generalized and Weighted Least Squares 152 3.7.1 Generalized Least Squares 153 3.7.2 Weighted Least Squares 156 3.7.3 Discounted Least Squares 161 3.8 Regression Models for General Time Series Data 177 3.8.1 Detecting Autocorrelation: The Durbin–Watson Test 178 3.8.2 Estimating the Parameters in Time Series Regression Models 184 3.9 Econometric Models 205 3.10 R Commands for Chapter 3 209 Exercises 219 4 Exponential Smoothing Methods 233 4.1 Introduction 233 4.2 First-Order Exponential Smoothing 239 4.2.1 The Initial Value, y0 241 4.2.2 The Value of

Long Description

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 and statistics." MAA Reviews Thoroughly updated throughout, Introduction to Time Series Analysis and Forecasting, Second Edition presents the underlying theories of time series analysis that are needed to analyze timeoriented data and construct realworld short to mediumterm statistical forecasts. Authored by highlyexperienced academics and professionals in engineering statistics, the Second Edition features discussions on both popular and modern time series methodologies as well as an introduction to Bayesian methods in forecasting. Introduction to Time Series Analysis and Forecasting, Second Edition also includes: Over 300 exercises from diverse disciplines including health care, environmental studies, engineering, and finance More than 50 programming algorithms using JMP, SAS, and R that illustrate the theory and practicality of forecasting techniques in the context of timeoriented data New material&

Details ISBN1118745116 Series Wiley Series in Probability and Statistics Year 2015 ISBN-10 1118745116 ISBN-13 9781118745113 Format Hardcover Pages 672 Short Title INTRO TO TIME SERIES ANALYSIS Language English Media Book DEWEY 519.5 Place of Publication New York Country of Publication United States Illustrations Yes Author Murat Kulahci UK Release Date 2015-05-29 AU Release Date 2015-04-17 NZ Release Date 2015-04-17 Publisher John Wiley & Sons Inc Edition Description 2nd edition Edition 2nd Publication Date 2015-05-29 Imprint Wiley-Interscience Replaces 9780471653974 Replaced by 9781394186693 Audience Professional & Vocational US Release Date 2015-05-29 We've got this

At The Nile, if you're looking for it, we've got it.With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love!

TheNile_Item_ID:136203418;