<H1><FONT size=2></FONT></H1>
<H1><FONT color=#cc6600 size=3>Product Details<br></H1></FONT>
<H1>
<UL>
<LI><FONT size=3>Hardcover: 280 pages </FONT>
<LI><FONT size=3>Publisher: Chapman &amp; Hall/CRC; 1st edition (October 25, 2000) </FONT>
<LI><FONT size=3>Language: English </FONT>
<LI><FONT size=3>ISBN: 1584880635</FONT> </LI></UL></H1>
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<H1><FONT size=4>Time-series Forecasting </FONT></H1>
<H1><FONT size=4>by Chris Chatfield</FONT></H1>
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<LI><B>An important new book on Forecasting</B> <br>
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<LI>Published by Chapman and Hall/CRC Press in November 2000. <br>
<LI>ISBN is 1-58488-063-5. <br>
<p>
<LI>This book provides an up-to-date comprehensive review of forecasting methods. It begins with a summary of basic time-series analysis and modelling procedures, followed by a catalogue of the many different time-series forecasting methods. These range from exponential smoothing, through ARIMA and state-space modelling to multivariate methods, such as those based on vector autoregressive (VAR) models. Recent arrivals, such as GARCH models, neural networks, and cointegrated models are also covered. The more important methods are compared in terms of their theoretical inter-relationships and their practical merits including empirical accuracy. <br>
<LI>The book also considers two other general forecasting topics that have been somewhat neglected in the literature, namely the computation of <B>prediction intervals</B> and the <B>effect of model uncertainty</B> on forecast accuracy. Although the search for a 'best' method continues, it is now well established that no single method will outperform all others in all situations - the context is crucial. <br>
<LI>The book provides an <B>outstanding reference source</B> for the more generally applicable methods, and should be particularly useful to practitioners and researchers using forecasting methods in economics, government, operational research, management science, and commerce. The data sets used in the book are available below. <br>
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<UL>
<LI><a href="http://www.bath.ac.uk/~mascc/SP500" target="_blank" >SP500 data.</A> <br>
<LI><a href="http://www.bath.ac.uk/~mascc/airline.TS" target="_blank" >Airline data.</A> <br>
<LI><a href="http://www.bath.ac.uk/~mascc/Unemploy" target="_blank" >US quarterly unemployment data.</A> <br>
<LI><a href="http://www.bath.ac.uk/~mascc/males.web" target="_blank" >UK males 25-49 unemployment data.</A> </LI></UL>
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[此贴子已经被作者于2006-5-4 14:31:53编辑过]