Research Catalog
Statistical methods for forecasting
- Title
- Statistical methods for forecasting / Bovas Abraham, Johannes Ledolter.
- Author
- Abraham, Bovas, 1942-
- Publication
- New York : Wiley, ©1983.
Items in the Library & Off-site
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1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Use in library | QA279.2 .A27 1983 | Off-site |
Details
- Additional Authors
- Ledolter, Johannes.
- Description
- xv, 445 pages : illustrations; 24 cm
- Summary
- "Statistical Methods for Forecasting is a comprehensive, readable treatment of statistical methods and models used to produce short-term forecasts. The interconnections between the forecasting models and methods are thoroughly explained, and the gap between theory and practice is successfully bridged. Special topics are discussed, such as transfer function modeling; Kalman filtering; state space models; Bayesian forecasting; and methods for forecast evaluation, comparison, and control. The book provides time series, autocorrelation, and partial autocorrelation plots, as well as examples and exercises using real data. Statistical Methods for Forecasting serves as an outstanding textbook for advanced undergraduate and graduate courses in statistics, business, engineering, and the social sciences, as well as a working reference for professionals in business, industry, and government." -- from publisher's site
- Series Statement
- Wiley series in probability and mathematical statistics, 0271-6336. Applied probability and statistics
- Uniform Title
- Wiley series in probability and mathematical statistics. Applied probability and statistics.
- Subject
- Prediction theory
- Regression analysis
- Time-series analysis
- Forecasting > methods
- Statistics
- Regression Analysis
- 31.73 mathematical statistics
- Données statistiques
- Méthodes statistiques
- Techniques de prévision
- Prediction theory
- Regression analysis
- Time-series analysis
- Methode
- Prognoseverfahren
- Regressionsanalyse
- Statistik
- Zeitreihenanalyse
- Voorspellingen
- Regressieanalyse
- Tijdreeksen
- Previsions
- Anàlisi de regressió
- Sèries temporals > Anàlisi
- Predicció, Teoria de la
- Séries chronologiques
- Prévision, Théorie de la
- Note
- Includes indexes.
- Bibliography (note)
- Bibliography: p. 379-385.
- Contents
- 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.
- ISBN
- 0471867640
- 9780471867647
- LCCN
- 83007006
- OCLC
- ocm09413132
- 9413132
- SCSB-9345138
- Owning Institutions
- Princeton University Library