Forecasting: Methods and ApplicationsWiley, 6 de jan. de 1998 - 656 páginas Known from its last editions as the "Bible of Forecasting", the third edition of this authoritative text has adopted a new approach-one that is as new as the latest trends in the field: "Explaining the past is not adequate for predicting the future". In other words, accurate forecasting requires more than just the fitting of models to historical data. Inside, readers will find the latest techniques used by managers in business today, discover the importance of forecasting and learn how it's accomplished. And readers will develop the necessary skills to meet the increased demand for thoughtful and realistic forecasts. |
Conteúdo
PERSPECTIVE I | 2 |
References and selected | 17 |
Appendices | 71 |
Direitos autorais | |
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Termos e frases comuns
ACF and PACF analysis appropriate ARIMA models ARRSES autoregressive bank data Box-Jenkins calculated changes Chapter column confidence intervals D(EOM data set decomposition methods degrees of freedom denotes deviation differencing dummy variables econometric econometric models estimated example explanatory variables exponential smoothing exponential smoothing methods extrapolation F statistic Figure forecast error forecast variable forecasting methods forecasting model function Holt-Winters Holt's method least squares linear regression local regression Makridakis MAPE measure mileage month monthly multicollinearity multiple regression non-linear non-stationary obtained P-value partial autocorrelation Pegels period plot prediction intervals procedure production random regression model relationship residuals scatterplot seasonal component seasonal indices seasonally adjusted Section shown shows significant simple regression single exponential smoothing smoother squared errors standard error statistical Step sum of squares t-tests transformation trend trend-cycle users values variance variation weighted moving average white noise Y₁ zero