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Time-Series Forecasting Hardcover Chris Chatfield
Free US Delivery | ISBN:1584880635
US $36.47
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“Former library book; may include library markings. Used book that is in excellent condition. May ”... Read moreabout condition
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eBay item number:375441575499
Item specifics
- Condition
- Very Good
- Seller Notes
- Features
- EX-LIBRARY
- Book Title
- Time-Series Forecasting Hardcover Chris Chatfield
- ISBN
- 9781584880639
- Subject Area
- Business & Economics, Mathematics, Social Science
- Publication Name
- Time-Series Forecasting
- Publisher
- CRC Press LLC
- Item Length
- 9.5 in
- Subject
- Finance / General, Probability & Statistics / General, Future Studies, General, Probability & Statistics / Time Series
- Publication Year
- 2000
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Item Height
- 0.9 in
- Item Weight
- 20.5 Oz
- Item Width
- 6.4 in
- Number of Pages
- 280 Pages
About this product
Product Information
From the author of the bestselling "Analysis of Time Series," Time-Series Forecasting offers a comprehensive review of forecasting methods. It provides a summary of time-series modelling procedures followed by a brief catalogue of many different time-series forecasting methods, ranging from ad-hoc methods through ARIMA and state-space modelling to multivariate methods, including a number of recent arrivals. This work provides an outstanding source for the more generally applicable methods particularly useful to researchers and practitioners forecasting in the areas of economics, government, industry, and commerce.
Product Identifiers
Publisher
CRC Press LLC
ISBN-10
1584880635
ISBN-13
9781584880639
eBay Product ID (ePID)
1806977
Product Key Features
Number of Pages
280 Pages
Language
English
Publication Name
Time-Series Forecasting
Publication Year
2000
Subject
Finance / General, Probability & Statistics / General, Future Studies, General, Probability & Statistics / Time Series
Type
Textbook
Subject Area
Business & Economics, Mathematics, Social Science
Format
Hardcover
Dimensions
Item Height
0.9 in
Item Weight
20.5 Oz
Item Length
9.5 in
Item Width
6.4 in
Additional Product Features
Intended Audience
Scholarly & Professional
LCCN
00-050843
Illustrated
Yes
Lc Classification Number
Qa280.C42 2001
Table of Content
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
Copyright Date
2001
Item description from the seller
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eBay item number:375441575499
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