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Author: Víctor Gómez Publisher: ISBN: Category : Box-Jenkins forecasting Languages : en Pages : 52
Book Description
Estudio sobre la estimación óptima de la pérdida de valor en modelos ARMA comparándolos con el mismo tipo de procedimientos en modelos ARIMA.
Author: Víctor Gómez Publisher: ISBN: Category : Box-Jenkins forecasting Languages : en Pages : 52
Book Description
Estudio sobre la estimación óptima de la pérdida de valor en modelos ARMA comparándolos con el mismo tipo de procedimientos en modelos ARIMA.
Author: Rob J Hyndman Publisher: OTexts ISBN: 0987507117 Category : Business & Economics Languages : en Pages : 380
Book Description
Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
Author: Peter J. Brockwell Publisher: Springer Science & Business Media ISBN: 1441903194 Category : Business & Economics Languages : en Pages : 589
Book Description
This paperback edition is a reprint of the 1991 edition. Time Series: Theory and Methods is a systematic account of linear time series models and their application to the modeling and prediction of data collected sequentially in time. The aim is to provide specific techniques for handling data and at the same time to provide a thorough understanding of the mathematical basis for the techniques. Both time and frequency domain methods are discussed, but the book is written in such a way that either approach could be emphasized. The book is intended to be a text for graduate students in statistics, mathematics, engineering, and the natural or social sciences. It contains substantial chapters on multivariate series and state-space models (including applications of the Kalman recursions to missing-value problems) and shorter accounts of special topics including long-range dependence, infinite variance processes, and nonlinear models. Most of the programs used in the book are available in the modeling package ITSM2000, the student version of which can be downloaded from http://www.stat.colostate.edu/~pjbrock/student06.
Author: E. Parzen Publisher: Springer Science & Business Media ISBN: 1468494031 Category : Mathematics Languages : en Pages : 372
Book Description
With the support of the Office of Naval Research Program on Statistics and Probability (Dr. Edward J. Wegman, Director), The Department of Statistics at Texas A&M University hosted a Symposium on Time Series Analysis of Irregularly Observed Data during the period February 10-13, 1983. The symposium aimed to provide a review of the state of the art, define outstanding problems for research by theoreticians, transmit to practitioners recently developed algorithms, and stimulate interaction between statisticians and researchers in subject matter fields. Attendance was limited to actively involved researchers. This volume contains refereed versions of the papers presented at the Symposium. We would like to express our appreciation to the many colleagues and staff members whose cheerful help made the Symposium a successful happening which was enjoyed socially and intellectually by all participants. I would like to especially thank Dr. Donald W. Marquardt whose interest led me to undertake to organize this Symposium. This volume is dedicated to the world wide community of researchers who develop and apply methods of statistical analysis of time series. r:;) \J Picture Caption Participants in Symposium on Time Series Analysis of Irregularly Observed Data at Texas A&M University, College Station, Texas, February 10-13, 1983 First Row: Henry L. Gray, D. W. Marquardt, P. M. Robinson, Emanuel Parzen, Julia Abrahams, E. Masry, H. L. Weinert, R. H. Shumway.
Author: Víctor Gómez
Author: Víctor Gómez
Author: Craig F. Ansley
Author: Rob J Hyndman
Author: Robert Kohn
Author: Agustín Maravall
Author: Víctor Gómez Enríquez
Author: Peter J. Brockwell
Author: Víctor Gómez
Author: Víctor Gómez
Author: E. Parzen