Introduction to Time Series Modeling (Record no. 70114)

MARC details
000 -LEADER
fixed length control field 01872nam a2200217Ia 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20260630160012.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
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020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781584889212
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.55 KIT
Edition number 23
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Kitagawa, Genshiro.
245 #0 - TITLE STATEMENT
Statement of responsibility, etc / Genshiro Kitagawa.
Title Introduction to Time Series Modeling
250 ## - EDITION STATEMENT
Edition statement First edition.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Boca Raton, FL :
Name of publisher, distributor, etc Chapman & Hall/CRC Press ,
Date of publication, distribution, etc 2010.
300 ## - PHYSICAL DESCRIPTION
Extent xxiii, 289 p. :
Other physical details illustrations ;
Dimensions 25 cm.
520 ## - SUMMARY, ETC.
Summary, etc Introduction to Time Series Modeling by Genshiro Kitagawa is a comprehensive textbook that presents the theory and practical techniques of modern time series analysis. The book explains how observed data collected over time can be modeled to identify underlying structures, make forecasts, and support decision-making. It provides a unified treatment of both classical time series methods and modern state-space modeling techniques. The text begins with the fundamentals of descriptive time series analysis, covariance functions, spectral analysis, and statistical modeling. It then introduces widely used models such as autoregressive (AR), moving average (MA), and autoregressive moving average (ARMA) models before extending these concepts to state-space models. A major emphasis is placed on recursive estimation techniques, including the Kalman filter, smoothing algorithms, and sequential Monte Carlo methods, which are essential for analyzing dynamic systems and handling noisy observations. The author also discusses trend estimation, seasonal adjustment, locally stationary models, non-Gaussian state-space models, simulation techniques, and model selection using the Akaike Information Criterion (AIC).
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Mathematical statistics.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element State-space methods.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Statistical models.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Time-series analysis.
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type VC Office Books
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Date acquired Total Checkouts Full call number Barcode Date last seen Price effective from Koha item type Public note
    Dewey Decimal Classification   Not For Loan SNU LIBRARY SNU LIBRARY 30/06/2026   519.55 KIT VC612 30/06/2026 30/06/2026 VC Office Books Books Received from VC office
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