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  • Analysis of Time Series: An Introduction, Sixth Editionby Chris Chatfield

    Chapman & Hall/CRC 2003; US$ 67.95

    Now in its sixth edition, this book provides an accessible, comprehensive introduction to the theory and practice of time series analysis. It covers a wide range of topics, including ARIMA probability models, forecasting methods, spectral analysis, linear systems, state-space models, and the Kalman filter. It also addresses nonlinear, multivariate,... more...

  • Time-Series Forecastingby Chris Chatfield

    CRC Press 2000; US$ 119.95

    The time-series forecasted methods used in economics, government, industry, and commerce are the subject of this volume, which will be useful to practitioners and researchers in these areas, as well as graduate students. A brief catalog of a wide scope of methods is provided, including the more recent models such as GARCH models, neural networks, a more...

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