Forecasting: principles and practice

Forecasting: principles and practice
Author: Rob J Hyndman
Publisher: OTexts
Total Pages: 380
Release: 2018-05-08
Genre: Business & Economics
ISBN: 0987507117

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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.


Forecasting: principles and practice
Language: en
Pages: 380
Authors: Rob J Hyndman
Categories: Business & Economics
Type: BOOK - Published: 2018-05-08 - Publisher: OTexts

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Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic
Forecasting, Structural Time Series Models and the Kalman Filter
Language: en
Pages: 574
Authors: Andrew C. Harvey
Categories: Business & Economics
Type: BOOK - Published: 1990 - Publisher: Cambridge University Press

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A synthesis of concepts and materials, that ordinarily appear separately in time series and econometrics literature, presents a comprehensive review of theoreti
Multiple Time Series Models
Language: en
Pages: 121
Authors: Patrick T. Brandt
Categories: Mathematics
Type: BOOK - Published: 2007 - Publisher: SAGE

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Many analyses of time series data involve multiple, related variables. Modeling Multiple Time Series presents many specification choices and special challenges.
Multivariate Tests for Time Series Models
Language: en
Pages: 116
Authors: Jeff B. Cromwell
Categories: Social sciences
Type: BOOK - Published: 1994 - Publisher: SAGE

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Which time series test should researchers choose to best describe the interactions among a set of time series variables? Providing guidelines for identifying th
Time Series Models
Language: en
Pages: 308
Authors: Andrew C. Harvey
Categories: Time-series analysis
Type: BOOK - Published: 1993 - Publisher: Financial Times/Prentice Hall

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A companion volume to The Econometric Analysis of Time series, this book focuses on the estimation, testing and specification of dynamic models which are not ba