Box and Jenkins: Time Series Analysis, Forecasting and Control
George Box was born in Gravesend, Kent on 18 October 1919 and, after being educated at grammar school, went to the local polytechnic to study chemistry. When the war intervened he was posted to the British Army Engineers to work as a laboratory assistant in a chemical defence experiment station investigating the effects of poison gas. His job was to carry out tests on small animals and determine the effects of gassing and subsequent treatment but, as the test results varied considerably, Box realized that statistical analysis was required and that any such analysis would have to be done by himself! Being 1942, all that he could do was to purchase some books and teach himself enough statistics to analyze the data. This he certainly did ‘beyond the call of duty’ and his work on experimental design in this area of pathology was recognized with the award of a British Empire Medal at the end of the war.
KeywordsAutocorrelation Function Time Series Analysis Minimum Mean Square Error Exponentially Weight Moving Average ARMA Model
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