Time Series Modelling of Water Resources and Environmental Systems

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ISBN: 9780444892706 | 0444892702
Cover: Hardcover
Copyright: 6/1/1994

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Supplemental Materials

Environmetrics, Science and Decision Making	p. 3
Basic Statistical Concepts	p. 63
Stationary Nonseasonal Models	p. 91
Appendix A3.1 - Algorithm for Estimating the Partial Autocorrelated Function	p. 137
Appendix A3.2 - Theoretical Act for an ARMA Process	p. 139
Nonstationary Nonseasonal Models	p. 145
Model Identification	p. 173
Parameter Estimation	p. 203
Appendix A6.1 - Estimator for ARMA Models	p. 221
Appendix A6.2 - Information Matrix	p. 225
Appendix A6.3 - Final Prediction Error	p. 227
Diagnostic Checking	p. 235
Forecasting with Nonseasonal Models	p. 257
Simulating with Nonseasonal Models	p. 293
The Hurst Phenomenon and Fractional Gaussian Noise	p. 327
Appendix A10.1 - Representative Empirical Cumulative Distribution Functions (ECDF's) for Hurst Statistics	p. 374
Fractional Autoregressive-Moving Average Models	p. 389
Appendix A11.1 - Estimation Algorithm for FARMA Models	p. 409
Seasonal Autoregressive Integrated Moving Average Models	p. 419
Appendix A12.1 - Designing Multiplicative SARIMA Models Using the ACF	p. 453
Appendix A12.2 - Maximum Likelihood Estimation for SARMA Models	p. 455
Deseasonalized Models	p. 463
Periodic Models	p. 483
Forecasting with Seasonal Models	p. 525
Causality	p. 555
Constructing Transfer Function-Noise Models	p. 573
Appendix A17.1 - Estimator for TFN Models	p. 609
Forecasting with Transfer Function-Noise Models	p. 617
Building Intervention Models	p. 655
General Multivariate Autoregressive Moving Average Models	p. 741
Appendix A20.1 - Identification Methods for General Multivariate ARMA Models	p. 761
Contemporaneous Autoregressive-Moving Average Models	p. 779
Appendix A21.1 - Estimator for CARMA Models Having Unequal Sample Sizes	p. 800
Exploratory Data Analysis and Intervention Modelling in Confirmatory Data Analysis	p. 809
Nonparametric Tests for Trend Detection	p. 853
Appendix A23.1 - Kendall Rank Correlation Test	p. 924
Appendix A23.2 - Wilcoxon Signed Rank Test	p. 925
Appendix A23.3 - Kruskal-Wallis Test	p. 927
Regression Analysis and Trend Assessment	p. 939
Data Appendix	p. 979
Author Index	p. 989
Subject Index	p. 1001
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Time Series Modelling of Water Resources and Environmental Systems

Table of Contents

Supplemental Materials