Forecasting: principles and practice

Forecasting: principles and practice PDF Author: Rob J Hyndman
Publisher: OTexts
ISBN: 0987507117
Category : Business & Economics
Languages : en
Pages : 380

Get Book Here

Book Description
Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.

Missing Observations in ARIMA Models

Missing Observations in ARIMA Models PDF Author: Víctor Gómez
Publisher:
ISBN:
Category : Box-Jenkins forecasting
Languages : en
Pages : 52

Get Book Here

Book Description
Estudio sobre la estimación óptima de la pérdida de valor en modelos ARMA comparándolos con el mismo tipo de procedimientos en modelos ARIMA.

Forecasting: principles and practice

Forecasting: principles and practice PDF Author: Rob J Hyndman
Publisher: OTexts
ISBN: 0987507117
Category : Business & Economics
Languages : en
Pages : 380

Get Book Here

Book Description
Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.

Design and Analysis of Time Series Experiments

Design and Analysis of Time Series Experiments PDF Author: Richard McCleary
Publisher: Oxford University Press
ISBN: 0190661569
Category : Business & Economics
Languages : en
Pages : 393

Get Book Here

Book Description
Design and Analysis of Time Series Experiments develops methods and models for analysis and interpretation of time series experiments while also addressing recent developments in causal modeling. Unlike other time series texts, it integrates the statistical issues of design, estimation, and interpretation with foundational validity issues. Drawing on examples from criminology, economics, education, pharmacology, public policy, program evaluation, public health, and psychology, this text addresses researchers and graduate students in a wide range of the behavioral, biomedical, and social sciences.

Time Series: Theory and Methods

Time Series: Theory and Methods PDF Author: Peter J. Brockwell
Publisher: Springer Science & Business Media
ISBN: 1441903194
Category : Business & Economics
Languages : en
Pages : 589

Get Book Here

Book Description
This paperback edition is a reprint of the 1991 edition. Time Series: Theory and Methods is a systematic account of linear time series models and their application to the modeling and prediction of data collected sequentially in time. The aim is to provide specific techniques for handling data and at the same time to provide a thorough understanding of the mathematical basis for the techniques. Both time and frequency domain methods are discussed, but the book is written in such a way that either approach could be emphasized. The book is intended to be a text for graduate students in statistics, mathematics, engineering, and the natural or social sciences. It contains substantial chapters on multivariate series and state-space models (including applications of the Kalman recursions to missing-value problems) and shorter accounts of special topics including long-range dependence, infinite variance processes, and nonlinear models. Most of the programs used in the book are available in the modeling package ITSM2000, the student version of which can be downloaded from http://www.stat.colostate.edu/~pjbrock/student06.

Time Series Analysis of Irregularly Observed Data

Time Series Analysis of Irregularly Observed Data PDF Author: E. Parzen
Publisher: Springer Science & Business Media
ISBN: 1468494031
Category : Mathematics
Languages : en
Pages : 372

Get Book Here

Book Description
With the support of the Office of Naval Research Program on Statistics and Probability (Dr. Edward J. Wegman, Director), The Department of Statistics at Texas A&M University hosted a Symposium on Time Series Analysis of Irregularly Observed Data during the period February 10-13, 1983. The symposium aimed to provide a review of the state of the art, define outstanding problems for research by theoreticians, transmit to practitioners recently developed algorithms, and stimulate interaction between statisticians and researchers in subject matter fields. Attendance was limited to actively involved researchers. This volume contains refereed versions of the papers presented at the Symposium. We would like to express our appreciation to the many colleagues and staff members whose cheerful help made the Symposium a successful happening which was enjoyed socially and intellectually by all participants. I would like to especially thank Dr. Donald W. Marquardt whose interest led me to undertake to organize this Symposium. This volume is dedicated to the world wide community of researchers who develop and apply methods of statistical analysis of time series. r:;) \J Picture Caption Participants in Symposium on Time Series Analysis of Irregularly Observed Data at Texas A&M University, College Station, Texas, February 10-13, 1983 First Row: Henry L. Gray, D. W. Marquardt, P. M. Robinson, Emanuel Parzen, Julia Abrahams, E. Masry, H. L. Weinert, R. H. Shumway.

Imputation Methods for Missing Hydrometeorological Data Estimation

Imputation Methods for Missing Hydrometeorological Data Estimation PDF Author: Ramesh S. V. Teegavarapu
Publisher: Springer Nature
ISBN: 3031609468
Category :
Languages : en
Pages : 532

Get Book Here

Book Description


Forecasting, Structural Time Series Models and the Kalman Filter

Forecasting, Structural Time Series Models and the Kalman Filter PDF Author: Andrew C. Harvey
Publisher: Cambridge University Press
ISBN: 9780521405737
Category : Business & Economics
Languages : en
Pages : 574

Get Book Here

Book Description
A synthesis of concepts and materials, that ordinarily appear separately in time series and econometrics literature, presents a comprehensive review of theoretical and applied concepts in modeling economic and social time series.

Economic Time Series

Economic Time Series PDF Author: William R. Bell
Publisher: CRC Press
ISBN: 1439846588
Category : Mathematics
Languages : en
Pages : 544

Get Book Here

Book Description
Economic Time Series: Modeling and Seasonality is a focused resource on analysis of economic time series as pertains to modeling and seasonality, presenting cutting-edge research that would otherwise be scattered throughout diverse peer-reviewed journals. This compilation of 21 chapters showcases the cross-fertilization between the fields of time s

The Dead Ladies Project

The Dead Ladies Project PDF Author: Jessa Crispin
Publisher: University of Chicago Press
ISBN: 022627845X
Category : Biography & Autobiography
Languages : en
Pages : 249

Get Book Here

Book Description
When Jessa Crispin was thirty, she left Chicago and took off for Berlin. Half a decade later, she's still on the road, in search not so much of a home as of understanding.Fascinated by exile, Crispin travels an itinerary of of places that have drawn writers who needed to break free from their origins and start afresh.She reflects on Maud Gonne fomenting revolution, on Nora Barnacl, Rebecca West, Margaret Anderson and Jean Rhys.

Time Series Modelling of Water Resources and Environmental Systems

Time Series Modelling of Water Resources and Environmental Systems PDF Author: K.W. Hipel
Publisher: Elsevier
ISBN: 0080870368
Category : Technology & Engineering
Languages : en
Pages : 1053

Get Book Here

Book Description
This is a comprehensive presentation of the theory and practice of time series modelling of environmental systems. A variety of time series models are explained and illustrated, including ARMA (autoregressive-moving average), nonstationary, long memory, three families of seasonal, multiple input-single output, intervention and multivariate ARMA models. Other topics in environmetrics covered in this book include time series analysis in decision making, estimating missing observations, simulation, the Hurst phenomenon, forecasting experiments and causality. Professionals working in fields overlapping with environmetrics - such as water resources engineers, environmental scientists, hydrologists, geophysicists, geographers, earth scientists and planners - will find this book a valuable resource. Equally, environmetrics, systems scientists, economists, mechanical engineers, chemical engineers, and management scientists will find the time series methods presented in this book useful.