Smoothing, Forecasting and Prediction of Discrete Time Series

Smoothing, Forecasting and Prediction of Discrete Time Series PDF Author: Robert Goodell Brown
Publisher: Courier Corporation
ISBN: 9780486495927
Category : Technology & Engineering
Languages : en
Pages : 486

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Book Description
Computer application techniques are applied to routine short-term forecasting and prediction in this classic of operations research. The text begins with a consideration of data sources and sampling intervals, progressing to discussions of time series models and probability models. An extensive overview of smoothing techniques surveys the mathematical techniques for periodically raising the estimates of coefficients in forecasting problems. Sections on forecasting and error measurement and analysis are followed by an exploration of alternatives and the applications of the forecast to specific problems, and a treatment of the handling of systems design problems ranges from observed data to decision rules. 1963 ed.

Smoothing, Forecasting and Prediction of Discrete Time Series

Smoothing, Forecasting and Prediction of Discrete Time Series PDF Author: Robert Goodell Brown
Publisher: Courier Corporation
ISBN: 9780486495927
Category : Technology & Engineering
Languages : en
Pages : 486

Get Book Here

Book Description
Computer application techniques are applied to routine short-term forecasting and prediction in this classic of operations research. The text begins with a consideration of data sources and sampling intervals, progressing to discussions of time series models and probability models. An extensive overview of smoothing techniques surveys the mathematical techniques for periodically raising the estimates of coefficients in forecasting problems. Sections on forecasting and error measurement and analysis are followed by an exploration of alternatives and the applications of the forecast to specific problems, and a treatment of the handling of systems design problems ranges from observed data to decision rules. 1963 ed.

Smoothing, Forecasting and Prediction of Discrete Time Series

Smoothing, Forecasting and Prediction of Discrete Time Series PDF Author: Robert Grover Brown
Publisher:
ISBN:
Category :
Languages : en
Pages : 468

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Book Description


Forecasting and Time Series Analysis

Forecasting and Time Series Analysis PDF Author: Douglas C. Montgomery
Publisher: McGraw-Hill Companies
ISBN:
Category : Mathematics
Languages : en
Pages : 408

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Book Description
This practical, user-oriented second edition describes how to use statistical modeling and analysis methods for forecasting and prediction problems. Statistical and mathematical terms are introduced only as they are needed, and every effort has been made to keep the mathematical and statistical prerequisites to a minimum. Every technique that is introduced is illustrated by fully worked numerical examples. Not only is the coverage of traditional forecasting methods greatly expanded in this new edition, but a number of new techniques and methods are covered as well.

Forecasting Discrete Time Series Data by the Exponential Smoothing Process

Forecasting Discrete Time Series Data by the Exponential Smoothing Process PDF Author: Harry E. Norwood
Publisher:
ISBN:
Category : Smoothing (Statistics)
Languages : en
Pages : 60

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Book Description


Introduction to Time Series Analysis and Forecasting

Introduction to Time Series Analysis and Forecasting PDF Author: Douglas C. Montgomery
Publisher: John Wiley & Sons
ISBN: 1118745221
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 applythe methods and models presented but have little background inmathematics and statistics." -MAA Reviews Thoroughly updated throughout, Introduction to Time SeriesAnalysis and Forecasting, Second Edition presents theunderlying theories of time series analysis that are needed toanalyze time-oriented data and construct real-world short- tomedium-term statistical forecasts. Authored by highly-experienced academics and professionals inengineering statistics, the Second Edition featuresdiscussions on both popular and modern time series methodologies aswell as an introduction to Bayesian methods in forecasting.Introduction to Time Series Analysis and Forecasting, SecondEdition also includes: Over 300 exercises from diverse disciplines including healthcare, environmental studies, engineering, and finance More than 50 programming algorithms using JMP®, SAS®,and R that illustrate the theory and practicality of forecastingtechniques in the context of time-oriented data New material on frequency domain and spatial temporaldata analysis Expanded coverage of the variogram and spectrum withapplications as well as transfer and intervention modelfunctions A supplementary website featuring PowerPoint®slides, data sets, and select solutions to the problems Introduction to Time Series Analysis and Forecasting, SecondEdition is an ideal textbook upper-undergraduate andgraduate-levels courses in forecasting and time series. The book isalso an excellent reference for practitioners and researchers whoneed to model and analyze time series data to generate forecasts.

Smooting, Forecasting and Prediction of Discrete Time Series

Smooting, Forecasting and Prediction of Discrete Time Series PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 468

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Book Description


Introductory Time Series with R

Introductory Time Series with R PDF Author: Paul S.P. Cowpertwait
Publisher: Springer Science & Business Media
ISBN: 0387886982
Category : Mathematics
Languages : en
Pages : 262

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Book Description
This book gives you a step-by-step introduction to analysing time series using the open source software R. Each time series model is motivated with practical applications, and is defined in mathematical notation. Once the model has been introduced it is used to generate synthetic data, using R code, and these generated data are then used to estimate its parameters. This sequence enhances understanding of both the time series model and the R function used to fit the model to data. Finally, the model is used to analyse observed data taken from a practical application. By using R, the whole procedure can be reproduced by the reader. All the data sets used in the book are available on the website http://staff.elena.aut.ac.nz/Paul-Cowpertwait/ts/. The book is written for undergraduate students of mathematics, economics, business and finance, geography, engineering and related disciplines, and postgraduate students who may need to analyse time series as part of their taught programme or their research.

Business Forecasting

Business Forecasting PDF Author: Michael Gilliland
Publisher: John Wiley & Sons
ISBN: 1119782473
Category : Business & Economics
Languages : en
Pages : 435

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Book Description
Discover the role of machine learning and artificial intelligence in business forecasting from some of the brightest minds in the field In Business Forecasting: The Emerging Role of Artificial Intelligence and Machine Learning accomplished authors Michael Gilliland, Len Tashman, and Udo Sglavo deliver relevant and timely insights from some of the most important and influential authors in the field of forecasting. You'll learn about the role played by machine learning and AI in the forecasting process and discover brand-new research, case studies, and thoughtful discussions covering an array of practical topics. The book offers multiple perspectives on issues like monitoring forecast performance, forecasting process, communication and accountability for forecasts, and the use of big data in forecasting. You will find: Discussions on deep learning in forecasting, including current trends and challenges Explorations of neural network-based forecasting strategies A treatment of the future of artificial intelligence in business forecasting Analyses of forecasting methods, including modeling, selection, and monitoring In addition to the Foreword by renowned researchers Spyros Makridakis and Fotios Petropoulos, the book also includes 16 "opinion/editorial" Afterwords by a diverse range of top academics, consultants, vendors, and industry practitioners, each providing their own unique vision of the issues, current state, and future direction of business forecasting. Perfect for financial controllers, chief financial officers, business analysts, forecast analysts, and demand planners, Business Forecasting will also earn a place in the libraries of other executives and managers who seek a one-stop resource to help them critically assess and improve their own organization's forecasting efforts.

Real-time Monitoring and Operational Control of Drinking-Water Systems

Real-time Monitoring and Operational Control of Drinking-Water Systems PDF Author: Vicenç Puig
Publisher: Springer
ISBN: 3319507516
Category : Technology & Engineering
Languages : en
Pages : 438

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Book Description
This book presents a set of approaches for the real-time monitoring and control of drinking-water networks based on advanced information and communication technologies. It shows the reader how to achieve significant improvements in efficiency in terms of water use, energy consumption, water loss minimization, and water quality guarantees. The methods and approaches presented are illustrated and have been applied using real-life pilot demonstrations based on the drinking-water network in Barcelona, Spain. The proposed approaches and tools cover: • decision-making support for real-time optimal control of water transport networks, explaining how stochastic model predictive control algorithms that take explicit account of uncertainties associated with energy prices and real demand allow the main flow and pressure actuators—pumping stations and pressure regulation valves— and intermediate storage tanks to be operated to meet demand using the most sustainable types of source and with minimum electricity costs;• decision-making support for monitoring water balance and distribution network quality in real time, implementing fault detection and diagnosis techniques and using information from hundreds of flow, pressure, and water-quality sensors together with hydraulic and quality-parameter-evolution models to detect and locate leaks in the network, possible breaches in water quality, and failures in sensors and/or actuators;• consumer-demand prediction, based on smart metering techniques, producing detailed analyses and forecasts of consumption patterns, providing a customer communications service, and suggesting economic measures intended to promote more efficient use of water at the household level. Researchers and engineers working with drinking-water networks will find this a vital support in overcoming the problems associated with increased population, environmental sensitivities and regulation, aging infrastructures, energy requirements, and limited water sources.

Financial and Insurance Formulas

Financial and Insurance Formulas PDF Author: Tomas Cipra
Publisher: Springer Science & Business Media
ISBN: 379082593X
Category : Business & Economics
Languages : en
Pages : 413

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Book Description
Financial and insurance calculations become more and more frequent and helpful for many users not only in their profession life but sometimes even in their personal life. Therefore a survey of formulas of ?nancial and insurance mathematics that can be applied to such calculations seems to be a suitable aid. In some cases one should use instead of the term formula more suitable terms of the type method, p- cedure or algorithm since the corresponding calculations cannot be simply summed up to a single expression, and a verbal description without introducing complicated symbols is more appropriate. The survey has the following ambitions: • The formulas should be applicable in practice: it has motivated their choice for this survey ?rst and foremost. On the other hand it is obvious that by time one puts to use in practice seemingly very abstract formulas of higher mathematics, e.g. when pricing ?nancial derivatives, evaluating ?nancial risks, applying accou- ing principles based on fair values, choosing alternative risk transfers ARL in insurance, and the like. • The formulas should be error-free (though such a goal is not achievable in full) since in the ?nancial and insurance framework one publishes sometimes in a h- tic way various untried formulas and methods that may be incorrect. Of course, the formulas are introduced here without proofs because their derivation is not the task of this survey.