Traditional Problem Definition

Part of the Advances in Industrial Control book series (AIC)


Time Series Time Series Analysis Time Series Model ARMA Model ARIMA Model 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.


  1. [1]
    Akaike H (1974) A new look in the Statistical Model Identification, IEEE Trans. on Automatic Control 19: 716–723.MathSciNetzbMATHGoogle Scholar
  2. [2]
    Aoki M (1990) State Space Modelling of Time Series, Springer-Verlag, Berlin.Google Scholar
  3. [3]
    Box GEP and Jenkins GM (1976) Time Series Analysis: Forecasting and Control, Revised Edition, Holden-Day, San Francisco.Google Scholar
  4. [4]
    Brockwell PJ and Davis RA (2002) Introduction to Time Series and Forecasting, 2nd edition, Springer-Verlag, New YorkGoogle Scholar
  5. [5]
    Camacho EF and Bordons C (1999) Modern Predictive Control, Springer, Berlin.Google Scholar
  6. [6]
    Casdagli M and Eubank S (1992) Nonlinear Modelling and Forecasting, Reading, MA, Addison Wesley.Google Scholar
  7. [7]
    Clarke DW, Mohtadi C, and Tuffs PS (1987) General Predictive Control: Part 1, The Basic Algorithm., Automatica 23(2): 137–148.Google Scholar
  8. [8]
    Cooley JW and Tukey (1965) Math. Comp., 19(4): 297–301MathSciNetGoogle Scholar
  9. [9]
    Damiano B, Breeding JE, and Tucker RWJr (1999) Machine and Process System Diagnosis Using One-Step Prediction Maps. Proc. MARCON99 Conf., Gatlingburg, Tennessee, May 10-12, Vol. 1, Paper 9.02.Google Scholar
  10. [10]
    Debska B and Ivasczek G (2001) Prediction of Physical and Chemical qualities Of Crude-Oil Using Statistical Time Series Analysis. Fresenius Journal of Anal. Chem.: 704–708, Springer-Verlag, BerlinGoogle Scholar
  11. [11]
    Dillon WR and Goldstein M (1985) Multivariate Analysis: Methods and Applications. Wiley, New York.Google Scholar
  12. [12]
    Draper N and Smith H (1981) Applied Regression Analysis. 2nd Ed., Wiley, New York.Google Scholar
  13. [13]
    Hueseyin D and Karasu E (2000) Generalized Predictive Control. IEEE Control Systems Magazine 20(5): 36–47.Google Scholar
  14. [14]
    Johnson RA and Wichern DW (1988) Applied Multivariate Statistical Analysis. 2nd Ed., Prentice-Hall, Englewood Cliffs, New Jersey.Google Scholar
  15. [15]
    Jolliffe IT (1986) Principal Component Analysis. Springer-Verlag, New York.Google Scholar
  16. [16]
    Liang SY and Dornfeld DA (1989) Tool Wear Using Time Series Analysis of Acoustic Emission. ASME J. of Engineering for Industry 111:199–205.Google Scholar
  17. [17]
    Palit, AK (1999) Artificial Intelligent Approaches to Time Series Forecasting, Ph.D Thesis, University of Bremen, Germany.Google Scholar
  18. [18]
    Warner RM (1998) Spectral Analysis of Time Serial Data, Guildford Publication.Google Scholar

Selected Reading

  1. [19]
    Abraham B and Ledolter J (1983) Statistical Methods for Forecasting. Wiley, New York.Google Scholar
  2. [20]
    Anderson TW (1984) An Introduction to Multivariate Statistical Analysis. 2nd Ed., Wiley, New York.Google Scholar
  3. [21]
    Brillinger DR (1981) Time Series: Data Analysis and Theory. 2nd Ed., Holden Day, San Francisco.Google Scholar
  4. [22]
    Brock W and Potter S (1993) Nonlinear Time Series and Macroeconometrics. In: Handbook of Statistics, Manddala, G.S. et al. (eds.), North Holland, Amsterdam.Google Scholar
  5. [23]
    Brockwell PJ and Davis RA (1991) Time Series: Theory and Methods. 2nd Ed., Springer-Verlag, New York.Google Scholar
  6. [24]
    Cohen L (1995) Time-Frequency Analysis. Prentice-Hall, Englewood Cliffs, New Jersey.Google Scholar
  7. [25]
    Fuller WA (1976) An Introduction to Statistical Time Series. Wiley, New York.Google Scholar
  8. [26]
    Kendall MG and Stuart A (1976) An Advanced Theory of Statistics. vol. 3, Griffin, London.Google Scholar
  9. [27]
    Wellstead PE and Zarrop MB (1991) Self-tuning Systems Control and Signal Processing. Wiley, New YorkGoogle Scholar
  10. [28]
    Zhongjie X (2003) Case Studies in Time Series Analysis. World Scien. Publ. Co.Google Scholar

Copyright information

© Springer-Verlag London Limited 2005

Personalised recommendations