Time Series Models

  • David Ruppert
Part of the Springer Texts in Statistics book series (STS)


A time series is a sequence of observations taken over time, for example, a sequence of daily log returns on a stock. In this chapter, we study statistical models for times series. These models are widely used in econometrics as well as in other areas of business and operations research. For example, time series models are routinely used in operations research to model the output of simulations and are used in supply chain management for forecasting demand.


Move Average Time Series Model ARIMA Model White Noise Process Move Average Model 
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Copyright information

© Springer Science+Business Media New York 2004

Authors and Affiliations

  • David Ruppert
    • 1
  1. 1.School of Operations Research and Industrial EngineeringCornell UniversityIthacaUSA

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