Time Series Modelling of Water Resources and Environmental Systems

Content: 
Edited by
Page iii

Copyright page
Page iv

Dedication
Page v

Preface
Pages xxviii-xxxiv

Acknowledgements
Pages xxxvi-xxxvii
Keith W. Hipel, A. Ian McLeod

Part I Scope and Background Material
Pages 1-2

Chapter 1 Environmetrics, Science and Decision Making
Pages 3-61

Chapter 2 Basic Statistical Concepts
Pages 63-86

Part II Linear Nonseasonal Models
Pages 87-89

Chapter 3 Stationary Nonseasonal Models
Pages 91-144

Chapter 4 Nonstationary Nonseasonal Models
Pages 145-170

Part III Model Construction
Pages 171-172

Chapter 5 Model Identification
Pages 173-201

Chapter 6 Parameter Estimation
Pages 203-234

Chapter 7 Diagnostic Checking
Pages 235-253

Part IV Forecasting and Simulation
Pages 255-256

Chapter 8 Forecasting with Nonseasonal Models
Pages 257-291

Chapter 9 Simulating with Nonseasonal Models
Pages 293-323

Part V Long Memory Modelling
Page 325

Chapter 10 The Hurst Phenomenon and Fractional Gaussian Noise
Pages 327-387

Chapter 11 Fractional Autoregressive-Moving Average Models
Pages 389-413

Part VI Seasonal Models
Pages 415-418

Chapter 12 Seasonal Autoregressive Integrated Moving Average Models
Pages 419-462

Chapter 13 Deseasonalized Models
Pages 463-482

Chapter 14 Periodic Models
Pages 483-524

Chapter 15 Forecasting with Seasonal Models
Pages 525-551

Part VII Multiple Input - Single Output Models
Pages 553-554

Chapter 16 Causality
Pages 555-572

Chapter 17 Constructing Transfer Function-Noise Models
Pages 573-616

Chapter 18 Forecasting with Transfer Function-Noise Models
Pages 617-652

Part VIII Intervention Analysis
Pages 653-654

Chapter 19 Building Intervention Models
Pages 655-738

Part IX Multiple Input-Multiple Output Models
Pages 739-740

Chapter 20 General Multivariate Autoregressive Moving Average Models
Pages 741-778

Chapter 21 Contemporaneous Autoregressive-Moving Average Models
Pages 779-806

Part X Handling Messy Environmental Data
Pages 807-808

Chapter 22 Exploratory Data Analysis and Intervention Modelling in Confirmatory Data Analysis
Pages 809-852

Chapter 23 Nonparametric Tests for Trend Detection
Pages 853-938

Chapter 24 Regression Analysis and Trend Assessment
Pages 939-978

Data Appendix
Pages 979-987

Author Index
Pages 989-999

Subject Index
Pages 1001-1013