Publication series :Volume 45
Author: Hipel K. W.;McLeod A. I
Publisher: Elsevier Science
Publication year: 1994
E-ISBN: 9780080870366
P-ISBN(Paperback): 9780444892706
P-ISBN(Hardback): 9780444892706
Subject: X11 environmental mathematics
Language: ENG
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Description
This is a comprehensive presentation of the theory and practice of time series modelling of environmental systems. A variety of time series models are explained and illustrated, including ARMA (autoregressive-moving average), nonstationary, long memory, three families of seasonal, multiple input-single output, intervention and multivariate ARMA models. Other topics in environmetrics covered in this book include time series analysis in decision making, estimating missing observations, simulation, the Hurst phenomenon, forecasting experiments and causality. Professionals working in fields overlapping with environmetrics - such as water resources engineers, environmental scientists, hydrologists, geophysicists, geographers, earth scientists and planners - will find this book a valuable resource. Equally, environmetrics, systems scientists, economists, mechanical engineers, chemical engineers, and management scientists will find the time series methods presented in this book useful.
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