The ARIMA and VARIMA Time Series
Subtitle: Their Modelings, Analyses and Applications
By: authored by Ky M. Vu
Edition: First edition
Publisher: AuLac Technologies Inc.
Published: January 1, 2007
Place of publication: Ottawa, Canada
Language: eng
Format: Hardcover
Number of pages: 500
ISBN-13: 978-0978399610
Copyright date: ©2007
Description: This book discusses various topics of the discrete time series.  Divided into nine chap-ters, the book covers fundamental topics like ARIMA time series, harmonic time series,time and frequency statistics, forecast and prediction.  One whole chapter is devoted tothe discussion of two major applications:  digital controller and digital filter designs.
Notes: Includes bibliographical references (p. 481-482) and index.
Table of contents: title: -- 1.  Introduction; title: -- 2.  Probability and Statistics; title: -- 3.  Scalar ARIMA Time Series; title: -- 4.  Time Statistics of an ARIMA Time Series; title: -- 5.  Frequency Statistics of an ARIMA Time Series; title: -- 6.  Vector ARIMA Time Series; title: -- 7.  Time Series Modeling or Identification; title: -- 8.  Forecast or Prediction; title: -- 9.  Applications