Forecasting Principles and Applications
Irwin Professional Publishing
978-0-256-23838-9 (ISBN)
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This text aims to offer a modern, comprehensive survey of the principles and applications of forecasting in the world of commerce. It includes the theory necessary for a statistics course, as well as examples, applications and cases drawn from a variety of sources. Modern theories such as state space, bootstrapping, Box-Jenkins, ARIMA intervention analysis and modern data analytic techniques are covered and a data disk with a forecasting program is included. The text gives comprehensive coverage of methods of forecasting, presenting real data sets, cases and problems. Boxed real applications are provided and the data disk contains a time series database with 300 actual time series included. Continuing minicases illustrate actual time series applications in an integrative forecasting process format, with a summary table providing an overall perspective of the forecasting process.
Part 1 Foundations of forecasting: planning and forecasting; statistical fundamentals for forecasting, appendices: 2-A expected values, 2-B Q-statistic for white noise ACK (k)s.; introduction to regression analysis, supplement 3 - cross correlation function. Part 2 Univariate methods: simple smoothing methods; decomposition and census II methods; trend-seasonal smoothing, supplement 6 - Fourier series analysis. Part 3 Univariate ARIMA methods: ARIMA introduction; ARIMA application; ARIMA forecast profiles. Part 4 Multivariate/causal methods: multiple regression of time series: econometric methods; multivariate ARIMA - transfer functions; multivariate ARIMA - intervention functions. Part 5 Cyclical qualitative, and artificial intelligence methods: cyclical forecasting methods; qualitative and technological forecasting; expert systems, neural networks, and genetic algorithms. Part 6 Combining validation, and managerial issues; combining control and validation methods; method characteristics, accuracy, and data sources.
| Zusatzinfo | illustrations |
|---|---|
| Verlagsort | New York |
| Sprache | englisch |
| Themenwelt | Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie |
| ISBN-10 | 0-256-23838-3 / 0256238383 |
| ISBN-13 | 978-0-256-23838-9 / 9780256238389 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
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