Электронная книга: George E. P. Box «Time Series Analysis. Forecasting and Control»
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Praise for the Fourth Edition“The book follows faithfully the style of the original edition. The approach is heavily motivated by real-world time series, and by developing a complete approach to model building, estimation, forecasting and control." – Mathematical Reviews Bridging classical models and modern topics, the Fifth Edition of Time Series Analysis: Forecasting and Control maintains a balanced presentation of the tools for modeling and analyzing time series. Also describing the latest developments that have occurred in the field over the past decade through applications from areas such as business, finance, and engineering, the Fifth Edition continues to serve as one of the most influential and prominent works on the subject. Time Series Analysis: Forecasting and Control, Fifth Edition provides a clearly written exploration of the key methods for building, classifying, testing, and analyzing stochastic models for time series and describes their use in five important areas of application: forecasting; determining the transfer function of a system; modeling the effects of intervention events; developing multivariate dynamic models; and designing simple control schemes. Along with these classical uses, the new edition covers modern topics with new features that include: A redesigned chapter on multivariate time series analysis with an expanded treatment of Vector Autoregressive, or VAR models, along with a discussion of the analytical tools needed for modeling vector time series An expanded chapter on special topics covering unit root testing, time-varying volatility models such as ARCH and GARCH, nonlinear time series models, and long memory models Numerous examples drawn from finance, economics, engineering, and other related fields The use of the publicly available R software for graphical illustrations and numerical calculations along with scripts that demonstrate the use of R for model building and forecasting Updates to literature references throughout and new end-of-chapter exercises Streamlined chapter introductions and revisions that update and enhance the exposition Time Series Analysis: Forecasting and Control, Fifth Edition is a valuable real-world reference for researchers and practitioners in time series analysis, econometrics, finance, and related fields. The book is also an excellent textbook for beginning graduate-level courses in advanced statistics, mathematics, economics, finance, engineering, and physics. Издательство: "John Wiley&Sons Limited"
ISBN: 9781118674925 электронная книга Купить за 11582.49 руб и скачать на Litres |
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| An Accidental Statistician. The Life and Memories of George E. P. Box | Celebrating the life of an admired pioneer in statistics In this captivating and inspiring memoir, world-renowned statistician George E. P. Box offers a firsthand account of his life and statistical… — John Wiley&Sons Limited, электронная книга Подробнее... | электронная книга |
George E. P. Box
Infobox Scientist
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name = George E. P. Box
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George Edward Pelham Box (
He was born in
From 1948 to 1956, Box worked as a statistician for
In 1960, Box moved to the
Throughout his career, George Box has written numerous research papers and published many books. His most important books include "Statistics for Experimenters" (1978), "Time Series Analysis: Forecasting and Control" (1979, with
He served as President of the
The often quoted phrase, "Essentially, all models are wrong, but some are useful", is attributed to George Box. [Box, George E. P.; Norman R. Draper (1987). Empirical Model-Building and Response Surfaces, p. 424, Wiley. ISBN 0471810339. ]
Box married Joan Fisher, second of Ronald Fisher's five daughters. In 1978, Joan Fisher Box published a very well-received biography of her father. [Joan Fisher Box (1978) "R. A. Fisher: The Life of a Scientist" [http://www-groups.dcs.st-and.ac.uk/~history/Extras/Fisher_Life.html Preface] ] He supervized
url = http://www.dgo.dk/apps/pbcs.dll/article?AID=/20070920/NAVNE/709250017
title = Rektor fylder 60 år den 20. september
language = Danish
year = 2007]
References
* Cite journal
author = Morris H. DeGroot
title = A Conversation with George Box
journal =
volume = 2
issue = 3
month = August
year = 1987
pages = 239–258
url=http://links.jstor.org/sici?sici=0883-4237%28198708%292%3A3%3C239%3AACWGB%3E2.0.CO%3B2-3
doi = 10.1214/ss/1177013223
External links
* [http://www.itl.nist.gov/div898/handbook/pri/section3/pri3362.htm Box-Behnken designs] from a [http://www.itl.nist.gov/div898/handbook/ handbook on engineering statistics] at NIST
* [http://www.engr.wisc.edu/ie/faculty/box_george.html University of Wisconsin-Madison home page]
* [http://www.asq.org/about-asq/who-we-are/bio_box.html ASQ: George E.P. Box Accomplishments in statistics]
* [http://curiouscat.net/library/georgebox.cfm Articles and Reports by George Box]
* [http://www.engr.wisc.edu/centers/cqpi/ Center for Quality and Productivity Improvement]
* [http://halweb.uc3m.es/esp/Personal/personas/dpena/articles/boxIJFinter4.PDF Interview for the International Journal of Forecasting]
* [http://www.royalsoc.ac.uk/DServe/dserve.exe?dsqIni=Dserve.ini&dsqApp=Archive&dsqCmd=Show.tcl&dsqSearch=RefNo='EC/1985/04'&dsqDb=Catalog Royal Society citation]
* [http://www.williamghunter.net/statisticsforexperimenters/ Statistics for Experimenters - Second Edition, 2005 by George Box, William G. Hunter and Stuart Hunter]
* [http://www.engr.wisc.edu/centers/cqpi/ Center for Quality and Productivity Improvement at the University of Wisconsin-Madison] (Several publications of George Box and his colleagues are available on the center's website.)For Box's PhD students see
*MathGenealogy|id=42226
Источник: George E. P. Box
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