Introduction to Time Series Analysis and Forecasting (Wiley Series in Probability and Statistics)

Introduction to Time Series Analysis and Forecasting (Wiley Series in Probability and Statistics)

<p><b>Praise for the <i>First Edition<br /> <br /> </i></b>"…[t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics." -<i>MAA Reviews</i><b><br /> <br /> </b>Thoroughly updated throughout, <i>Introduction to Time Series Analysis and Forecasting, Second Edition</i> 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.   <br /> <br /> Authored by highly-experienced academics and professionals in engineering statistics, the <i>Second Edition</i> features discussions on both popular and modern time series methodologies as well as an introduction to Bayesian methods in forecasting. <i>Introduction to Time Series Analysis and Forecasting, Second Edition</i> also includes:<br /> <br /> </p> <ul> <li>Over 300 exercises from diverse disciplines including health care, environmental studies, engineering, and finance</li> <li>More 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 </li> <li>New material  on frequency domain and spatial temporal data analysis</li> <li>Expanded coverage of the variogram and spectrum with applications as well as transfer and intervention model functions</li> <li>A supplementary website featuring  PowerPoint® slides, data sets, and select solutions to the problems</li> </ul> <br /> <i>Introduction to Time Series Analysis and Forecasting, Second Edition</i> 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.