Abstract
Over 20 years have passed since the publication of a book by Box and Jenkins (Box and Jenkins, 1970) where the principles of time series analysis and modeling were formulated. During this period the Box-Jenkins methodology has been successfully applied to numerous practical problems and has become the standard procedure for time series modeling and analysis (Pankratz, 1983). Most commercial statistical computer packages support this methodology.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Bishop, A. B. (1975) Introduction to Discrete Linear Controls: Theory and Application. Academic Press.
Box G. E. P. and G. M. Jenkins (1970) Time Series Analysis: Forecasting and Control. Holden-Day, San Francisco.
Choi B. S. (1992) ARMA Model Identification. Springer-Verlag, New York.
De Gooi,jer, J.G. and R.M.J. Hents (1981) “The corner method: an investigation of an order discrimination procedure for general ARMA processes”. University of Amsterdam, Faculty of Agricultural Science and Econometrics, Report AE 9 /81.
Eliott, D. F. (1987) “Transforms and Transform Properties” in D. F. Elliot (ed.) Digital Signal Processing: Engineering Applications, Academic Press, New York.
Hannan, E. J. (1970) Multiple Time Series. John Willey and Sons, New York.
Jones, R.H. (1978) “Multivariate autoregression estimation using residuals”, in D.F. Findley (ed.), Applied Time Series Analysis, Academic Press.
Lewandowski, A. (1983) “Spectral methods in the identification of time series”, International Institute for Applied Systems Analysis, WP-83–97, Laxenburg, Austria.
Lewandowski, A. (1993) “EXSPECT — computer program for exploratory spectral analysis of time series”, to be published.
Pankratz, A. (1983) Forecasting with Univariate Box-Jenkins models: Concepts and Cases, J. Willey, New York.
Polasek, W. (1980) “ACF patterns in seasonal MA processes”, in O. D. Anderson (ed.), Time Series, North-Holland Publ. Co., Amsterdam
Robinson, E. A. (1981) “Realizability and minimum delay aspects of multichannel models”, in E. A. Robinson (ed.), Time Series Analysis and Applications. Goose Pond Press.
Sage, A.P. (1981) Linear System Control. Pitman Press.
Silverman, H. (1975) Complex Variables. Houghton-Mifflin.
Tukey, J. W. (1977) Exploratory Data Analysis. Addison-Wesley Publishing Company, Inc, Reading, Massachusetts.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1994 Springer Science+Business Media Dordrecht
About this chapter
Cite this chapter
Lewandowski, A. (1994). Exploratory Spectral Analysis of Time Series. In: Hipel, K.W., McLeod, A.I., Panu, U.S., Singh, V.P. (eds) Stochastic and Statistical Methods in Hydrology and Environmental Engineering. Water Science and Technology Library, vol 10/3. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-3083-9_24
Download citation
DOI: https://doi.org/10.1007/978-94-017-3083-9_24
Publisher Name: Springer, Dordrecht
Print ISBN: 978-90-481-4379-5
Online ISBN: 978-94-017-3083-9
eBook Packages: Springer Book Archive