时间序列预测方法ChrisChatfield

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69302572-Chatfield-Ch-Time-Series-Forecasting-2000-1st-Edition-280.pdf (2.39 MB, 需要: 3 个论坛币)

2013-4-8 23:11:34 上传

TimeSeriesForecast时间序列预测
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Preface          
Abbreviations and Notation          
1         Introduction          
        1.1 Types of forecasting method          
        1.2 Some preliminary questions          
        1.3 The dangers of extrapolation          
        1.4 Are forecasts genuinely out-of-sample?          
        1.5 Brief overview of relevant literature          
2         Basics of Time-Series Analysis          
        2.1 Different types of time series          
        2.2 Objectives of time-series analysis          
        2.3 Simple descriptive techniques          
        2.4 Stationary stochastic processes          
        2.5 Some classes of univariate time-series model          
        2.6 The correlogram          
3         Univariate Time-Series Modelling          
        3.1 ARIMA models and related topics          
        3.2 State space models          
        3.3 Growth curve models          
        3.4 Non-linear models          
        3.5 Time-series model building          
4         Univariate Forecasting Methods          
        4.1 The prediction problem          
        4.2 Model-based forecasting          
        4.3 Ad hoc forecasting methods          
        4.4 Some interrelationships and combinations          
5         Multivariate Forecasting Methods          
        5.1 Introduction          
        5.2 Single-equation models          
        5.3 Vector AR and ARMA models          

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