| Description |
xi, 445 pages : illustrations ; 25 cm |
| Series |
Wiley series in probability and statistics |
|
Wiley series in probability and statistics.
|
| Contents |
1. Introduction to Forecasting -- 1.1 The Nature and uses of Forecasts -- 1.2 Some Examples of Time Series -- 1.3 The Forecasting Process -- 1.4 Resources for Forecasting -- 2. Statistics Background for Forecasting -- 2.1 Introduction -- 2.2 Graphical Displays -- 2.3 Numerical Description of Time Series Data -- 2.4 Use of Data Transformations and Adjustments -- 2.5 General Approach to Time Series Analysis and Forecasting -- 2.6 Evaluating and Monitoring Forecasting Model Performance -- 3. Regression Analysis and Forecasting -- 3.1 Introduction -- 3.2 Least Squares Estimation in Linear Regression Models -- 3.3 Statistical Inference in Linear Regression -- 3.4 Prediction of New Observations -- 3.5 Model Adequacy Checking -- 3.6 Variable Selection Methods in Regression -- 3.7 Generalized and Weighted Least Squares -- 3.8 Regression Models for General Time Series Data -- 4. Exponential Smoothing Methods -- 4.1 Introduction -- 4.2 First-Order Exponential Smoothing -- 4.3 Modeling Time series Data -- 4.4 Second-Order Exponential Smoothing -- 4.5 Higher-Order Exponential Smoothing -- 4.6 Forecasting -- 4.7 Exponential Smoothing for Seasonal Data -- 4.8 Exponential Smoothers and ARIMA Models -- 5. Autoregressive Integrated Moving Average (ARIMA) Models -- 5.1 Introduction -- 5.2 Linear Models for Stationary Time Series -- 5.3 Finite Order Moving Average (MA) Processes -- 5.4 Finite Order Autoregressive Processes -- 5.5 Mixed Autoregressive-Moving Average (ARMA) Processes -- 5.6 Non-stationary Processes -- 5.7 Time Series Model Building -- 5.8 Forecasting ARIMA Processes -- 5.9 Seasonal Processes -- 5.10 Final Comments -- 6. Transfer Function and Intervention Models -- 6.1 Introduction -- 6.2 Transfer Function Models -- 6.3 Transfer Function-Noise Models -- 6.4 Cross Correlation Function -- 6.5 Model Specification -- 6.6 Forecasting with Transfer Function-Noise Models -- 6.7 Intervention Analysis -- 7. Survey of Other Forecasting Methods -- 7.1 Multivariate Time Series Models and Forecasting -- 7.2 State Space Models -- 7.3 ARCH and GARCH Models -- 7.4 Direct Forecasting of Percentiles -- 7.5 Combining Forecasts to Improve Prediction Performance -- 7.6 Aggregation and Disaggregation of Forecasts -- 7.7 Neural Networks and Forecasting -- 7.8 Some Comments on Practical Implementation and use of Statistical Forecasting Techniques |
| Bibliography |
Includes bibliographical references (pages 437-441) and index |
| Subject |
Forecasting.
|
|
Time-series analysis.
|
| Author |
Jennings, Cheryl L.
|
|
Kulahci, Murat.
|
| LC no. |
2007019891 |
| ISBN |
9780471653974 cloth |
|
