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<図書>
Statistical methods for forecasting

責任表示 Bovas Abraham, Johannes Ledolter
シリーズ Wiley series in probability and mathematical statistics ; . Applied probability and statistics
データ種別 図書
出版者 New York : J. Wiley
出版年 c1983
本文言語 英語
大きさ xv, 445 p. : ill. ; 24 cm
概要 Statistical Methods for Forecasting is a comprehensive, readable treatment of statistical models and methods used to produce short-term forecasts. Bridging the gap between introductory, descriptive ap...roaches and highly advanced theoretical treatises, it provides a practical intermediate-level discussion of a venery of forecasting tools, and explains how they relate to one another both in theory and practice. While the emphasis is on the familiar regression models, and exponential smoothing and parametric time series models for nonseasonal and seasonal data, the text also treats a number of special topics such as transfer function analysis, Kalman filtering, state space models, Bayesian forecasting, seasonal adjustment and forecast evaluation. A unique feature of the presentation is the interrelation of forecasts from exponential smoothing and forecasts from ARIMA (autoregressive integrated moving average) time series models. This discussion shows which ARIMA models imply the various exponential smoothing forecast procedures as special cases. The text also adopts a model-based approach to forecasting, one which uses available data to construct appropriate models. Statistical Methods for Forecasting serves as an outstanding textbook for graduate and advanced undergraduate courses in forecasting for students of statistics, mathematics, business, engineering, and the social sciences, as well as a basic working reference for professional forecasters in business, industry, and government. It includes a large number of examples and exercises (using real data) and provides numerous time series, autocorrelation and partial autocorrelation plots as illustrations. 続きを見る

所蔵情報

: est. 中央図 自動書庫 068172184006066 417.6/A 14/1 1983

理系図3F 数理独自 068222183010452 ABRA/10/1 1983
: est 理系図 自動書庫 068252184001522 Y/Abr 1983

書誌詳細

一般注記 Bibliography: p. 379-385
Includes indexes
著者標目 *Abraham, Bovas, 1942-
Ledolter, Johannes
件 名 LCSH:Prediction theory
LCSH:Regression analysis
LCSH:Time-series analysis
分 類 LCC:QA279.2
DC19:519.5/4
書誌ID 1000032656
ISBN 0471867640
NCID BA02911793
巻冊次 : est ; ISBN:0471867640 ; PRICE:$40.00
登録日 2009.09.10
更新日 2009.11.02

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