Time Series Modelling of Water Resources and Environmental Systems ( Volume 45 )

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.

Chapter

Front Cover

pp.:  1 – 4

Copyright Page

pp.:  5 – 8

TABLE OF CONTENTS

pp.:  8 – 40

PART II: LINEAR NONSEASONAL MODELS

pp.:  126 – 210

PART III: MODEL CONSTRUCTION

pp.:  210 – 294

PART IV: FORECASTING AND SIMULATION

pp.:  294 – 364

PART V: LONG MEMORY MODELLING

pp.:  364 – 454

PART VI: SEASONAL MODELS

pp.:  454 – 592

PART VII: MULTIPLE INPUT - SINGLE OUTPUT MODELS

pp.:  592 – 692

PART VIII: INTERVENTION ANALYSIS

pp.:  692 – 778

PART IX: MULTIPLE INPUT-MULTIPLE OUTPUT MODELS

pp.:  778 – 846

PART X: HANDLING MESSY ENVIRONMENTAL DATA

pp.:  846 – 1018

DATA APPENDIX

pp.:  1018 – 1028

AUTHOR INDEX

pp.:  1028 – 1040

SUBJECT INDEX

pp.:  1040 – 1054

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