Keith W. Hipel, Time Series Modelling of Water Resources and Environmental Systems
ISBN: 0444892702 | edition 1994 | PDF | 1053 pages | 19 mb
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.
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