G
George E. P. Box
Researcher at University of Wisconsin-Madison
Publications - 276
Citations - 135982
George E. P. Box is an academic researcher from University of Wisconsin-Madison. The author has contributed to research in topics: Time series & Bayesian probability. The author has an hindex of 94, co-authored 276 publications receiving 131808 citations. Previous affiliations of George E. P. Box include Imperial Chemical Industries & University of North Carolina at Chapel Hill.
Papers
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Book
Time series analysis, forecasting and control
TL;DR: In this article, a complete revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970 is presented, focusing on practical techniques throughout, rather than a rigorous mathematical treatment of the subject.
Journal ArticleDOI
Time Series Analysis Forecasting and Control
TL;DR: This revision of a classic, seminal, and authoritative book explores the building of stochastic models for time series and their use in important areas of application forecasting, model specification, estimation, and checking, transfer function modeling of dynamic relationships, modeling the effects of intervention events, and process control.
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An Analysis of Transformations
George E. P. Box,David Cox +1 more
TL;DR: In this article, Lindley et al. make the less restrictive assumption that such a normal, homoscedastic, linear model is appropriate after some suitable transformation has been applied to the y's.
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Time Series Analysis: Forecasting and Control
TL;DR: Time Series Analysis and Forecasting: principles and practice as mentioned in this paper The Oxford Handbook of Quantitative Methods, Vol. 3, No. 2: Statistical AnalysisTime-Series ForecastingPractical Time-Series AnalysisApplied Bayesian Forecasting and Time Series AnalysisSAS for Forecasting Time SeriesApplied Time Series analysisTime Series analysisElements of Nonlinear Time Series analyses and forecastingTime series analysis and forecasting by Example.
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On a measure of lack of fit in time series models
Greta M. Ljung,George E. P. Box +1 more
TL;DR: In this paper, the overall test for lack of fit in autoregressive-moving average models proposed by Box & Pierce (1970) is considered, and it is shown that a substantially improved approximation results from a simple modification of this test.