Author: Gordon McLeodPublisher:
ISBN:
Category :
Languages : en
Pages : 0
Book Description
Box-Jenkins in Practice
Author: Gordon McLeodForecasting with Univariate Box - Jenkins Models
Author: Alan PankratzPublisher: John Wiley & Sons
ISBN:
Category : Mathematics
Languages : en
Pages : 584
Book Description
Explains the concepts and use of univariate Box-Jenkins/ARIMA analysis and forecasting through 15 case studies. Cases show how to build good ARIMA models in a step-by-step manner using real data. Also includes examples of model misspecification. Provides guidance to alternative models and discusses reasons for choosing one over another.
Box-Jenkins in Practice
Author: Gordon MacLeodPublisher:
ISBN:
Category : Prediction theory
Languages : en
Pages :
Book Description
Box-Jenkins in Practice
Author: Box-Jenkins in Practice
Author: G. Mac LeodTime Series Analysis: Forecasting & Control, 3/E
Author: Publisher: Pearson Education India
ISBN: 9788131716335
Category :
Languages : en
Pages : 620
Book Description
This is a complete revision of a classic, seminal, and authoritative text that has been the model for most books on the topic written since 1970. It explores the building of stochastic (statistical) 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.
Forecasting: principles and practice
Author: Rob J HyndmanPublisher: 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.
Forecasting with Univariate Box - Jenkins Models
Author: Alan PankratzPublisher: John Wiley & Sons
ISBN: 0470317272
Category : Mathematics
Languages : en
Pages : 576
Book Description
Explains the concepts and use of univariate Box-Jenkins/ARIMA analysis and forecasting through 15 case studies. Cases show how to build good ARIMA models in a step-by-step manner using real data. Also includes examples of model misspecification. Provides guidance to alternative models and discusses reasons for choosing one over another.
Box-Jenkins in Practice. Volume I: Univariate Stochastic and Transfer Function/intervention Analysis
Author: Gordon McLeodTime Series Modelling of Water Resources and Environmental Systems
Author: K.W. HipelPublisher: Elsevier
ISBN: 0080870368
Category : Technology & Engineering
Languages : en
Pages : 1053
Book Description
This is a comprehensive presentation of the theory and practice of time series modelling of environmental systems. A variety of time series models are explained and illustrated, including ARMA (autoregressive-moving average), nonstationary, long memory, three families of seasonal, multiple input-single output, intervention and multivariate ARMA models. Other topics in environmetrics covered in this book include time series analysis in decision making, estimating missing observations, simulation, the Hurst phenomenon, forecasting experiments and causality. Professionals working in fields overlapping with environmetrics - such as water resources engineers, environmental scientists, hydrologists, geophysicists, geographers, earth scientists and planners - will find this book a valuable resource. Equally, environmetrics, systems scientists, economists, mechanical engineers, chemical engineers, and management scientists will find the time series methods presented in this book useful.