Author: National CSS, IncPublisher:
ISBN:
Category : Box-Jenkins forecasting
Languages : en
Pages :
Book Description
Introduction to the Box-Jenkins Technique of Forecasting
Author: National CSS, IncPublisher:
ISBN:
Category : Box-Jenkins forecasting
Languages : en
Pages :
Book Description
An Introduction to Short Term Forecasting Using the Box-Jenkins Methodology
Author: Vincent A. MabertPublisher:
ISBN:
Category : Social Science
Languages : en
Pages : 68
Book Description
A Practical Guide to Box-Jenkins Forecasting
Author: John C. HoffPublisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 344
Book Description
Short Term Forecasting
Author: Thomas M. O'DonovanPublisher: John Wiley & Sons
ISBN:
Category : Business & Economics
Languages : en
Pages : 322
Book Description
Forecasting 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.
Time 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 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.
An Introduction to Time Series Analysis and Forecasting
Author: Robert A. YaffeePublisher: Academic Press
ISBN: 0127678700
Category : Mathematics
Languages : en
Pages : 556
Book Description
A time series is a set of repeated measurements of the same phenomenon taken sequentially over time. Capturing the data creates a time series "memory" to document correlations or lack, and to help them make decisions based on this data.
Introduction to Time Series and Forecasting
Author: Peter J. BrockwellPublisher: Springer Science & Business Media
ISBN: 1475725264
Category : Mathematics
Languages : en
Pages : 429
Book Description
Some of the key mathematical results are stated without proof in order to make the underlying theory acccessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on methods and the analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed in detail and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills in this area. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Additional topics include harmonic regression, the Burg and Hannan-Rissanen algorithms, unit roots, regression with ARMA errors, structural models, the EM algorithm, generalized state-space models with applications to time series of count data, exponential smoothing, the Holt-Winters and ARAR forecasting algorithms, transfer function models and intervention analysis. Brief introducitons are also given to cointegration and to non-linear, continuous-time and long-memory models. The time series package included in the back of the book is a slightly modified version of the package ITSM, published separately as ITSM for Windows, by Springer-Verlag, 1994. It does not handle such large data sets as ITSM for Windows, but like the latter, runs on IBM-PC compatible computers under either DOS or Windows (version 3.1 or later). The programs are all menu-driven so that the reader can immediately apply the techniques in the book to time series data, with a minimal investment of time in the computational and algorithmic aspects of the analysis.
The Forecasting Accuracy of Major Time Series Methods
Author: Spyros G. MakridakisPublisher: John Wiley & Sons
ISBN:
Category : Business & Economics
Languages : en
Pages : 322
Book Description
STATISTICS. ECONOMETRIC METHODS. EXTRAPOLATION METHODS. BOX-JENKINS. AEP FILTERING. BAYESIAN FORECASTING. NAIVE METHOD. MOVING AVERAGE METHOD. EXPONENTIAL SMOOTHING METHOD. REGRESSION METHOD. FORSYS METHOD. SALES FORECASTING.