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Forecasting with Exponential Smoothing The State Space Approach

Name: Forecasting with Exponential Smoothing
Author: Rob Hyndman

Auteur: Rob Hyndman

Taal: Engels

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Auteur: Rob Hyndman Anne B. Koehler

Co-auteur: R.D. Snyder R. D. Snyder J. Keith Ord Ralph D. Snyder

Engels
Paperback
9783540719168
04 juli 2008
380 pagina's

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Samenvatting

However, a modeling framework incorporating stochastic models, likelihood calculation, prediction intervals and procedures for model selection, was not developed until recently. More advanced topics are covered in Part 3, including the mathematical properties of the models and extensions of the models for specific problems.

Exponential smoothing methods have been around since the 1950s, and are the most popular forecasting methods used in business and industry. Recently, exponential smoothing has been revolutionized with the introduction of a complete modeling framework incorporating innovations state space models, likelihood calculation, prediction intervals and procedures for model selection. In this book, all of the important results for this framework are brought together in a coherent manner with consistent notation. In addition, many new results and extensions are introduced and several application areas are examined in detail.

Rob J. Hyndman is a Professor of Statistics and Director of the Business and Economic Forecasting Unit at Monash University, Australia. He is Editor-in-Chief of the International Journal of Forecasting, author of over 100 research papers in statistical science, and received the 2007 Moran medal from the Australian Academy of Science for his contributions to statistical research.

Anne B. Koehler is a Professor of Decision Sciences and the Panuska Professor of Business Administration at Miami University, Ohio. She has numerous publications, many of which are on forecasting models for seasonal time series and exponential smoothing methods.

J.Keith Ord is a Professor in the McDonough School of Business, Georgetown University, Washington DC. He has authored over 100 research papers in statistics and its applications and ten books including Kendall's Advanced Theory of Statistics.

Ralph D. Snyder is an Associate Professor in the Department of Econometrics and Business Statistics at Monash University, Australia. He has extensive publications on business forecasting and inventory management. He has played a leading role in the establishment of the class of innovations state space models for exponential smoothing.

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Inhoud

Taal: en
Bindwijze: Paperback
Oorspronkelijke releasedatum: 04 juli 2008
Aantal pagina's: 380
Illustraties: Nee

Betrokkenen

Hoofdauteur: Rob Hyndman
Tweede Auteur: Anne B. Koehler
Co Auteur: Ralph D. Snyder
Hoofduitgeverij: Springer-Verlag Berlin and Heidelberg GmbH & Co. K

Overige kenmerken

Editie: 2008
Extra groot lettertype: Nee
Product breedte: 155 mm
Product lengte: 235 mm
Studieboek: Ja
Verpakking breedte: 155 mm
Verpakking hoogte: 24 mm
Verpakking lengte: 236 mm
Verpakkingsgewicht: 567 g

EAN

EAN: 9783540719168

Je vindt dit artikel in

Categorieën: Wetenschap & Natuur

Economie & Financiën

Managementboeken

Economie

Wiskunde

Theorie & Filosofie

Kansrekening & Statistieken

Toegepaste wiskunde

Stochastisch proces

Boeken
Boek, ebook of luisterboek?: Boek
Taal: Engels
Beschikbaarheid: Leverbaar
Studieboek of algemeen: Algemene boeken

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