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Details

Time Series Analysis Forecasting and Control.

AD720286

Publication Date	1970
Personal Author	Box, G. E. P.; Jenkins, G. M.
Page 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)
Keywords	Time series analysis Model theory Adaptive control systems Textbooks Stochastic processes Mathematical models Mathematical prediction Transfer functions Correlation techniques Distribution theory Feedback Control theory Feedback control Autocorrelation Spectrum analysis Bayes theorem Feedforward control
Source Agency	Invalid Source Agency Code
NTIS Subject Category	72F - Statistical Analysis 62C - Control Systems & Control Theory
Corporate Authors	Wisconsin Univ Madison Dept Of Statistics
Supplemental Notes	Prepared in cooperation with University of Lancaster (England). Holden-Day Series in Time Series Analysis. Library of Congress catalog card no. 77-79534.
Document Type	Technical Report
NTIS Issue Number	197109
Contract Number	AF 49(638)-1608

Time Series Analysis Forecasting and Control.

Time Series Analysis Forecasting and Control.
AD720286

Publication Date	1970
Personal Author	Box, G. E. P.; Jenkins, G. M.
Page 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)
Keywords	Time series analysis Model theory Adaptive control systems Textbooks Stochastic processes Mathematical models Mathematical prediction Transfer functions Correlation techniques Distribution theory Feedback Control theory Feedback control Autocorrelation Spectrum analysis Bayes theorem Feedforward control
Source Agency	Invalid Source Agency Code
NTIS Subject Category	72F - Statistical Analysis 62C - Control Systems & Control Theory
Corporate Authors	Wisconsin Univ Madison Dept Of Statistics
Supplemental Notes	Prepared in cooperation with University of Lancaster (England). Holden-Day Series in Time Series Analysis. Library of Congress catalog card no. 77-79534.
Document Type	Technical Report
NTIS Issue Number	197109
Contract Number	AF 49(638)-1608