Análise de Séries Temporais I - GET00127

  • Ementa: Decomposição clássica da série temporal. Métodos de suavização exponencial. Modelos ARIMA e SARIMA.
  • Bibliografia básica
    1. CHATFIELD, Chris. The analysis of time series: an introduction. 6a. ed. Boca Raton: Chapman and Hall, c2004. 333p (Texts Statistical Science).
    2. MORETTIN, Pedro Alberto; TOLOI, Clélia M. C. Análise de séries temporais. São Paulo: Edgard Blücher, 2006. 538 p.
    3. WEI, William W. S. Time series analysis: univariate and multivariate methods. 2nd. ed. La Salle: Pearson Education, Inc., c2006. 614p.
  • Bibliografia complementar
    1. ANDERSON, T. W. The statistical analysis of time series. New York: Wiley Interscience, 1994. 704p (Wiley Classics Library).
    2. PEÑA, Daniel; TIAO, George C.; TSAY, Ruey S. A course in time series analysis. New York: John Wiley \& Sons, c2001. 460p (Wiley Series in Probability and Statistics. Probability and statistics section).
    3. BROCKWELL, Peter J.; DAVIS, Richard A. Introduction to time series and forecasting. 2nd. ed. New York: Springer-Verlag, c2002. 434p (Springer texts in statistics).
Skip to content