Time series analysis and forecasting by example /

Bisgaard (now deceased; formerly, technology management, Univ. of Massachusetts) and Kulahci (statistics, Technical Univ. of Denmark) have written an introductory text on Box-Jenkins time series modeling, suitable for graduate students in management and operations research. The authors cover graphical tools for analysis of time series, autoregressive moving average (ARMA) and autoregressive integrated moving average (ARIMA) models, seasonal adjustments, and transfer function models. The book includes many sample data sets that are used throughout the text in examples. This volume, part of "Wiley Series in Probability and Statistics," can be compared with the classic text on the subject, Time Series Analysis: Forecasting and Control by G. Box, G. Jenkins, and G. Reinsel (4th ed., 2008), which covers much of the same material in a very similar style. Summing Up: Recommended. Graduate students. B. Borchers New Mexico Institute of Mining and Technology