Statistical Methods for Forecasting

Statistical Methods for Forecasting PDF Author: Bovas Abraham
Publisher: John Wiley & Sons
ISBN: 0470317299
Category : Mathematics
Languages : en
Pages : 474

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Book Description
The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "This book, it must be said, lives up to the words on its advertising cover: 'Bridging the gap between introductory, descriptive approaches and highly advanced theoretical treatises, it provides a practical, intermediate level discussion of a variety of forecasting tools, and explains how they relate to one another, both in theory and practice.' It does just that!" -Journal of the Royal Statistical Society "A well-written work that deals with statistical methods and models that can be used to produce short-term forecasts, this book has wide-ranging applications. It could be used in the context of a study of regression, forecasting, and time series analysis by PhD students; or to support a concentration in quantitative methods for MBA students; or as a work in applied statistics for advanced undergraduates." -Choice 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.

Statistical Methods for Forecasting

Statistical Methods for Forecasting PDF Author: Bovas Abraham
Publisher: John Wiley & Sons
ISBN: 0470317299
Category : Mathematics
Languages : en
Pages : 474

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Book Description
The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "This book, it must be said, lives up to the words on its advertising cover: 'Bridging the gap between introductory, descriptive approaches and highly advanced theoretical treatises, it provides a practical, intermediate level discussion of a variety of forecasting tools, and explains how they relate to one another, both in theory and practice.' It does just that!" -Journal of the Royal Statistical Society "A well-written work that deals with statistical methods and models that can be used to produce short-term forecasts, this book has wide-ranging applications. It could be used in the context of a study of regression, forecasting, and time series analysis by PhD students; or to support a concentration in quantitative methods for MBA students; or as a work in applied statistics for advanced undergraduates." -Choice 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.

Statistical Methods in the Atmospheric Sciences

Statistical Methods in the Atmospheric Sciences PDF Author: Daniel S. Wilks
Publisher: Academic Press
ISBN: 0123850231
Category : Science
Languages : en
Pages : 704

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Book Description
Statistical Methods in the Atmospheric Sciences, Third Edition, explains the latest statistical methods used to describe, analyze, test, and forecast atmospheric data. This revised and expanded text is intended to help students understand and communicate what their data sets have to say, or to make sense of the scientific literature in meteorology, climatology, and related disciplines. In this new edition, what was a single chapter on multivariate statistics has been expanded to a full six chapters on this important topic. Other chapters have also been revised and cover exploratory data analysis, probability distributions, hypothesis testing, statistical weather forecasting, forecast verification, and time series analysis. There is now an expanded treatment of resampling tests and key analysis techniques, an updated discussion on ensemble forecasting, and a detailed chapter on forecast verification. In addition, the book includes new sections on maximum likelihood and on statistical simulation and contains current references to original research. Students will benefit from pedagogical features including worked examples, end-of-chapter exercises with separate solutions, and numerous illustrations and equations. This book will be of interest to researchers and students in the atmospheric sciences, including meteorology, climatology, and other geophysical disciplines. Accessible presentation and explanation of techniques for atmospheric data summarization, analysis, testing and forecasting Many worked examples End-of-chapter exercises, with answers provided

Forecasting: principles and practice

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

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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.

Statistical Demography and Forecasting

Statistical Demography and Forecasting PDF Author: Juha Alho
Publisher: Springer Science & Business Media
ISBN: 0387283927
Category : Social Science
Languages : en
Pages : 432

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Book Description
Provides a unique introduction to demographic problems in a familiar language. Presents a unified statistical outlook on both classical methods of demography and recent developments. Exercises are included to facilitate its classroom use. Both authors have contributed extensively to statistical demography and served in advisory roles and as statistical consultants in the field.

Multivariate Methods and Forecasting with IBM® SPSS® Statistics

Multivariate Methods and Forecasting with IBM® SPSS® Statistics PDF Author: Abdulkader Aljandali
Publisher: Springer
ISBN: 3319564811
Category : Business & Economics
Languages : en
Pages : 178

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Book Description
This is the second of a two-part guide to quantitative analysis using the IBM SPSS Statistics software package; this volume focuses on multivariate statistical methods and advanced forecasting techniques. More often than not, regression models involve more than one independent variable. For example, forecasting methods are commonly applied to aggregates such as inflation rates, unemployment, exchange rates, etc., that have complex relationships with determining variables. This book introduces multivariate regression models and provides examples to help understand theory underpinning the model. The book presents the fundamentals of multivariate regression and then moves on to examine several related techniques that have application in business-orientated fields such as logistic and multinomial regression. Forecasting tools such as the Box-Jenkins approach to time series modeling are introduced, as well as exponential smoothing and naïve techniques. This part also covers hot topics such as Factor Analysis, Discriminant Analysis and Multidimensional Scaling (MDS).

Statistical Postprocessing of Ensemble Forecasts

Statistical Postprocessing of Ensemble Forecasts PDF Author: Stéphane Vannitsem
Publisher: Elsevier
ISBN: 012812248X
Category : Science
Languages : en
Pages : 362

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Book Description
Statistical Postprocessing of Ensemble Forecasts brings together chapters contributed by international subject-matter experts describing the current state of the art in the statistical postprocessing of ensemble forecasts. The book illustrates the use of these methods in several important applications including weather, hydrological and climate forecasts, and renewable energy forecasting. After an introductory section on ensemble forecasts and prediction systems, the second section of the book is devoted to exposition of the methods available for statistical postprocessing of ensemble forecasts: univariate and multivariate ensemble postprocessing are first reviewed by Wilks (Chapters 3), then Schefzik and Möller (Chapter 4), and the more specialized perspective necessary for postprocessing forecasts for extremes is presented by Friederichs, Wahl, and Buschow (Chapter 5). The second section concludes with a discussion of forecast verification methods devised specifically for evaluation of ensemble forecasts (Chapter 6 by Thorarinsdottir and Schuhen). The third section of this book is devoted to applications of ensemble postprocessing. Practical aspects of ensemble postprocessing are first detailed in Chapter 7 (Hamill), including an extended and illustrative case study. Chapters 8 (Hemri), 9 (Pinson and Messner), and 10 (Van Schaeybroeck and Vannitsem) discuss ensemble postprocessing specifically for hydrological applications, postprocessing in support of renewable energy applications, and postprocessing of long-range forecasts from months to decades. Finally, Chapter 11 (Messner) provides a guide to the ensemble-postprocessing software available in the R programming language, which should greatly help readers implement many of the ideas presented in this book. Edited by three experts with strong and complementary expertise in statistical postprocessing of ensemble forecasts, this book assesses the new and rapidly developing field of ensemble forecast postprocessing as an extension of the use of statistical corrections to traditional deterministic forecasts. Statistical Postprocessing of Ensemble Forecasts is an essential resource for researchers, operational practitioners, and students in weather, seasonal, and climate forecasting, as well as users of such forecasts in fields involving renewable energy, conventional energy, hydrology, environmental engineering, and agriculture. Consolidates, for the first time, the methodologies and applications of ensemble forecasts in one succinct place Provides real-world examples of methods used to formulate forecasts Presents the tools needed to make the best use of multiple model forecasts in a timely and efficient manner

Statistical Methods in the Atmospheric Sciences

Statistical Methods in the Atmospheric Sciences PDF Author: Daniel S. Wilks
Publisher: Elsevier
ISBN: 0128165278
Category : Computers
Languages : en
Pages : 840

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Book Description
Statistical Methods in the Atmospheric Sciences, Fourth Edition, continues the tradition of trying to meet the needs of students, researchers and operational practitioners. This updated edition not only includes expanded sections built upon the strengths of the prior edition, but also provides new content where there have been advances in the field, including Bayesian analysis, forecast verification and a new chapter dedicated to ensemble forecasting. Provides a strong, yet concise, introduction to applied statistics that is specific to atmospheric science Contains revised and expanded sections on nonparametric tests, test multiplicity and quality uncertainty descriptors Includes new sections on ANOVA, quantile regression, the lasso and other regularization methods, regression trees, changepoint detection, ensemble forecasting and exponential smoothing

Quantitative Forecasting Methods

Quantitative Forecasting Methods PDF Author: Nicholas R. Farnum
Publisher: Wadsworth Publishing Company
ISBN: 9780534916862
Category : Mathematics
Languages : en
Pages : 598

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Book Description


Statistical Methods in the Atmospheric Sciences

Statistical Methods in the Atmospheric Sciences PDF Author: Daniel S. Wilks
Publisher: Elsevier
ISBN: 9780080541723
Category : Mathematics
Languages : en
Pages : 467

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Book Description
This book introduces and explains the statistical methods used to describe, analyze, test, and forecast atmospheric data. It will be useful to students, scientists, and other professionals who seek to make sense of the scientific literature in meteorology, climatology, or other geophysical disciplines, or to understand and communicate what their atmospheric data sets have to say. The book includes chapters on exploratory data analysis, probability distributions, hypothesis testing, statistical weather forecasting, forecast verification, time(series analysis, and multivariate data analysis. Worked examples, exercises, and illustrations facilitate understanding of the material; an extensive and up-to-date list of references allows the reader to pursue selected topics in greater depth. Key Features * Presents and explains techniques used in atmospheric data summarization, analysis, testing, and forecasting * Includes extensive and up-to-date references * Features numerous worked examples and exercises * Contains over 130 illustrations

Introduction to Time Series Analysis and Forecasting

Introduction to Time Series Analysis and Forecasting PDF Author: Douglas C. Montgomery
Publisher: John Wiley & Sons
ISBN: 1118745159
Category : Mathematics
Languages : en
Pages : 672

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Book Description
Praise for the First Edition "...[t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics." -MAA Reviews Thoroughly updated throughout, Introduction to Time Series Analysis and Forecasting, Second Edition presents the underlying theories of time series analysis that are needed to analyze time-oriented data and construct real-world short- to medium-term statistical forecasts. Authored by highly-experienced academics and professionals in engineering statistics, the Second Edition features discussions on both popular and modern time series methodologies as well as an introduction to Bayesian methods in forecasting. Introduction to Time Series Analysis and Forecasting, Second Edition also includes: Over 300 exercises from diverse disciplines including health care, environmental studies, engineering, and finance More than 50 programming algorithms using JMP®, SAS®, and R that illustrate the theory and practicality of forecasting techniques in the context of time-oriented data New material on frequency domain and spatial temporal data analysis Expanded coverage of the variogram and spectrum with applications as well as transfer and intervention model functions A supplementary website featuring PowerPoint® slides, data sets, and select solutions to the problems Introduction to Time Series Analysis and Forecasting, Second Edition is an ideal textbook upper-undergraduate and graduate-levels courses in forecasting and time series. The book is also an excellent reference for practitioners and researchers who need to model and analyze time series data to generate forecasts.