Statistical Methods for Forecasting

Statistical Methods for Forecasting is a comprehensive, readable treatment of statistical methods and models used to produce short-term forecasts. The interconnections between the forecasting models and methods are thoroughly explained, and the gap between theory and practice is successfully bridged...

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Bibliographic Details
Main Authors: Abraham, Bovas, Ledolter, Johanes
Format: Book
Language:English
Published: Wiley 2012
Subjects:
Online Access:https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/30048
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Institutions: Thư viện Trường Đại học Đà Lạt
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Summary:Statistical Methods for Forecasting is a comprehensive, readable treatment of statistical methods and models used to produce short-term forecasts. The interconnections between the forecasting models and methods are thoroughly explained, and the gap between theory and practice is successfully bridged. Special topics are discussed, such as transfer function modeling; Kalman filtering; state space models; Bayesian forecasting; and methods for forecast evaluation, comparison, and control. The book provides time series, autocorrelation, and partial autocorrelation plots, as well as examples and exercises using real data. Statistical Methods for Forecasting serves as an outstanding textbook for advanced undergraduate and graduate courses in statistics, business, engineering, and the social sciences, as well as a working reference for professionals in business, industry, and government