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Statistical Methods for Forecasting

Автор: Bo0mB0om » 19 апреля 2016
Statistical Methods for Forecasting
Bovas Abraham, Johannes Ledolter, "Statistical Methods for Forecasting"
1983 | pages: 459 | ISBN: 0471867640 | PDF | 15,1 mb




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 Descriptions, as well as examples and exercises using real data. 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.




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