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[统计套利] Forecasting with Exponential Smoothing [分享]

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lasgpope 学生认证  发表于 2015-4-17 19:55:34 |显示全部楼层
Exponential smoothing methods have been around since the 1950s, and are still the most popular forecasting methods used in business and industry. However, a modeling framework incorporating stochastic models, likelihood calculation, prediction intervals and procedures for model selection, was not developed until recently. This book brings together all of the important new results on the state space framework for exponential smoothing. It will be of interest to people wanting to apply the methods in their own area of interest as well as for researchers wanting to take the ideas in new directions. Part 1 provides an introduction to exponential smoothing and the underlying models. The essential details are given in Part 2, which also provide links to the most important papers in the literature. More advanced topics are covered in Part 3, including the mathematical properties of the models and extensions of the models for specific problems. Applications to particular domains are discussed in Part 4.

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Product Details
  • Series: Springer Series in Statistics
  • Paperback: 362 pages
  • Publisher: Springer; 2008 edition (July 4, 2008)
  • Language: English
  • ISBN-10: 3540719164
  • ISBN-13: 978-3540719168
  • Product Dimensions: 6.1 x 0.9 x 9.2 inches
  • Shipping Weight: 1.5 pounds (View shipping rates and policies)
  • Average Customer Review: 5.0 out of 5 stars See all reviews(3 customer reviews)


关键词:Exponential Forecasting smoothing Forecast forecas prediction procedures framework developed important

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accumulation 学生认证  发表于 2015-4-17 22:14:19 来自手机 |显示全部楼层
lasgpope 发表于 2015-4-17 19:55
Exponential smoothing methods have been around since the 1950s, and are still the most popular forec ...
谢谢分享!
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auirzxp 学生认证  发表于 2015-4-17 23:40:59 |显示全部楼层
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kzpan 发表于 2015-4-18 09:53:27 |显示全部楼层
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jiagangw 发表于 2015-4-19 07:38:39 |显示全部楼层
Thanks
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嘿,有趣 发表于 2015-4-19 08:32:21 |显示全部楼层
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tigertim 发表于 2015-4-21 13:12:17 |显示全部楼层
thanks for sharing
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hlw 在职认证  发表于 2015-5-9 22:01:52 |显示全部楼层
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kevinchen24 在职认证  发表于 2015-5-10 00:11:31 |显示全部楼层
NICE BOOK, THANKS
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托茨卡纳 发表于 2015-5-10 22:05:16 |显示全部楼层
指数预测是预测的一种
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