Statistical methods for forecasting

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Statistical methods for forecasting / Bovas Abraham, Johannes Ledolter

資料種別:

図書

出版情報:

New York : J. Wiley, c1983

形態:

xv, 445 p. ; 24 cm

シリーズ名:

Wiley series in probability and mathematical statistics ; . Applied probability and statistics <BA00019013>

著者名:

ISBN:

9780471867647 [0471867640] (: est)

書誌ID:

BA02911793

子書誌情報

フルテキスト

所蔵情報

他の版・巻

書誌詳細

注記:

Bibliography: p. 379-385
Includes indexes

主題:

Prediction theory; Regression analysis; Time-series analysis

言語:

英語

目次情報:

Introduction and Summary

The Regression Model and Its Application In Forecasting

Regression and Exponential Smoothing Methods to Forecast Non-seasonal Time Series

Regression and Exponential Smoothing Methods to Forecast Seasonal Time Series

Stochastic Time Series Models

Seasonal Autoregressive Integrated Moving Average Models

Relationships Between Forecasts from General Exponential Smoothing and Forecasts from Arima Time Series Models

Special Topics

References

Exercises

Data Appendix

Table Appendix

Index

Introduction and Summary

The Regression Model and Its Application In Forecasting

Regression and Exponential Smoothing Methods to Forecast Non-seasonal Time Series

Regression and Exponential Smoothing Methods to Forecast Seasonal Time Series

Stochastic Time Series Models

Seasonal Autoregressive Integrated Moving Average Models

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