[下载 Book] Time-Series Foreasting

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Product Details

• Hardcover: 280 pages
• Publisher: Chapman & Hall/CRC; 1st edition (October 25, 2000)
• Language: English
• ISBN: 1584880635

Time-series Forecasting

by Chris Chatfield

---

An important new book on Forecasting

Published by Chapman and Hall/CRC Press in November 2000.

ISBN is 1-58488-063-5.

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.

The book also considers two other general forecasting topics that have been somewhat neglected in the literature, namely the computation of prediction intervals and the effect of model uncertainty 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.

The book provides an outstanding reference source 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.

• SP500 data.
  
• Airline data.
  
• US quarterly unemployment data.
  
• UK males 25-49 unemployment data.

51161.rar (1.98 MB) 本附件包括：

• c0304_pdf_toc.pdf
• C0304_PDF_C01.pdf
• C0304_PDF_C02.pdf
• C0304_PDF_C03.pdf
• C0304_PDF_C04.pdf
• C0304_PDF_C05.pdf
• C0304_PDF_C06.pdf
• C0304_PDF_C07.pdf
• C0304_PDF_C08.pdf
• C0304_PDF_Ref.pdf

2006-5-4 09:41:00 上传

[下载 Book] Time-Series Foreasting

[此贴子已经被作者于2006-5-4 14:31:53编辑过]

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关键词：time-series Foreasting Series Serie ASTIN 下载 Book Foreasting

Download and then upload? What is the difference bewteen your upload and the ebook which somebody have already posted?

[此贴子已经被作者于2006-5-4 11:48:37编辑过]

以下是引用Statachen在2006-5-4 11:45:00的发言：
Download and then upload? What is the difference bewteen your upload and the ebook which somebody have already posted?

1. First of all, I didn't download that book form this forum.

2. My mistake. I didn't check whether it is alreday uploaded by someone else. But you should also notice that the same book was sold $100 by another fellow. I only asked 20 points. (Do you really have to be so cynical? If you are not happy, go ahead to pay $100 and download it elsewhere.)

To board master:

My apology! Please delete this whole panel.

[此贴子已经被作者于2006-5-4 14:58:11编辑过]

I like it!!3ks!