Methods and Applications of Time Series Analysis. Part 2. Linear Stochastic Models

Abstract

This is the second in a series of technical reports developing the most modern procedures of time series analysis and forecasting for use in engineering, the physical sicences, and the social sciences. The exposition of methodology is based on a succinct presentation of the theoretical background and is illustrated with appropriate examples from engineering, maintenance and reliability economics, and other physical and social sciences. This report is concerned with linear statistical models, especially autoregressive processes.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1984
Accession Number
ADA147292

Entities

People

  • N. D. Singpurwalla
  • Theodore W. Anderson

Organizations

  • Stanford University

Tags

Communities of Interest

  • Space

DTIC Thesaurus Topics

  • Artificial Satellites
  • Autocorrelation
  • Data Science
  • Delphi Method
  • Difference Equations
  • Economics
  • Engineering
  • Information Science
  • Military Research
  • Normal Distribution
  • Random Variables
  • Social Sciences
  • Stationary Processes
  • Statistical Analysis
  • Statistics
  • Stochastic Processes
  • Time Series Analysis

Readers

  • Statistical inference.
  • Technical Research and Report Writing.