Some Recent Developments in Time-Series Analysis
Chris Chatfield · Journal of the Royal Statistical Society Series A (General) · 1977
SUMMARY Recently published books on time series are briefly reviewed. Then a critical assessment is made of recent practical developments in time-series analysis, including the treatment of trend and seasonality, the Box-Jenkins forecasting procedure, adaptive filtering, Bayesian forecasting, spectral analysis, autoregressive spectrum estimation, the use of the Fast Fourier Transform and the identification of linear systems. The gas furnace data of Box and Jenkins are re-examined with somewhat surprising results. Finally, the relationship between time and spatial processes is briefly considered.