for Kindle Fire, Apple, Android, Nook, Kobo, PC, Mac, BlackBerry ...

New to eBooks.com?

Learn more

Time-Series Forecasting

Time-Series Forecasting by Chris Chatfield
Add to cart
US$ 139.95
(If any tax is payable it will be calculated and shown at checkout.)
INTRODUCTION
Types of Forecasting Methods
Some Preliminary Questions
The Dangers of Extrapolation
Are Forecasts Genuinely Out-of-Sample?
Brief Overview of Relevant Literature
BASICS OF TIME-SERIES ANALYSIS
Different Types of Time Series
Objectives of Time-Series Analysis
Simple Descriptive Techniques
Stationary Stochastic Processes
Some Classes of Univariate Time-Series Models
The Correlogram
UNIVARIATE TIME-SEIES MODELLING
ARIMA Models and Related Topics
State Space Models
Growth Curve Models
Nonlinear Models
Time-Series Model Building
UNIVARIATE FORECASTING METHODS
The Prediction Problem
Model-Based Forecasting
Ad Hoc Forecasting Methods
Some Interrelationships and Combinations
MULTIVARIATE FORECASTING METHODS
Introduction
Single-Equation Models
Vector AR and ARMA Models
Cointegration
Econometric models
Other Approaches
Some Relationships Between Models
A COMPARATIVE ASSESSMENT OF FORECASTING METHODS
Introduction
Criteria for Choosing a Forecasting Method
Measuring Forecast Accuracy
Forecasting Competitions and Case Studies
Choosing an Appropriate Forecasting Method
Summary
CALCULATING INTERVAL FORECASTS
Introduction
Notation
The Need for Different Approaches
Expected Mean Square Prediction Error
Procedures for Calculating P.I.s
A Comparative Assessment
Why are P.I.s too Narrow?
An Example
Summary and Recommendations
MODEL UNCERTAINTY AND FORECAST ACCURACY
Introduction to Model Uncertainty
Model Building and Data Dredging
Examples
Inference after Model Selection: Some Findings
Coping with Model Uncertainty
Summary and Discussion
REFERENCES
CRC Press; October 2000
281 pages; ISBN 9781420036206
Read online, or download in secure PDF format
Title: Time-Series Forecasting
Author: Chris Chatfield
 
Buy, download and read Time-Series Forecasting (eBook) by Chris Chatfield today!