Bibliothèque de L'IMIST/CNRST

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. Professionals working in fields overlapping with environmetrics - such as water resources engineers, environmental scientists, hydrologists, geophysicists, geographers, earth scientists and planners - will find this book a valuable resource. Equally, environmetrics, systems scientists, economists, mechanical engineers, chemical engineers, and management scientists will find the time series methods presented in this book useful.

Includes bibliographical references and indexes.

Description based on print version record.

Front Cover; Time Series Modelling of Water Resources and Environmental Systems; Copyright Page; TABLE OF CONTENTS; PART I: SCOPE AND BACKGROUND MATERIAL; CHAPTER 1. ENVIRONMETRICS, SCIENCE AND DECISION MAKING; CHAPTER 2. BASIC STATISTICAL CONCEPTS; PART II: LINEAR NONSEASONAL MODELS; CHAPTER 3. STATIONARY NONSEASONAL MODELS; CHAPTER 4. NONSTATIONARY NONSEASONAL MODELS; PART III: MODEL CONSTRUCTION; CHAPTER 5. MODEL IDENTIFICATION; CHAPTER 6. PARAMETER ESTIMATION; CHAPTER 7. DIAGNOSTIC CHECKING; PART IV: FORECASTING AND SIMULATION; CHAPTER 8. FORECASTING WITH NONSEASONAL MODELS

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http://purl.oclc.org/DLF/benchrepro0212

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