On Mathematical and Statistical Forecasting Models

Bhaskar Reddy, M.Vijaya; Umashankar, C.; Pagadala, Balasiddamuni

ISBN 10: 3659389749 / ISBN 13: 9783659389740

Published by VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG, 2013

About this Item

pp. 284.

Seller Inventory # 26128796963

Bibliographic Details

• Title: On Mathematical and Statistical Forecasting Models
• Publisher: VDM Verlag Dr. Mueller Aktiengesellschaft & Co. KG
• Publication Date: 2013
• Language: English
• ISBN 10: 3659389749
• ISBN 13: 9783659389740
• Binding: Soft cover
• Condition: New

About this title

Synopsis

In this book some mathematical and statistical models have been specified for forecasting and proposed certain criteria for choosing an appropriate forecasting model.the general method of forecasting by using regression model with the estimates of the parameters of the general linear statistical model has been described along with the estimates of the parameters of the general linear statistical model has been described along with the properties of the forecasts.Different stationary and non stationary autoregressive and moving averege processes such as AR(1),AR(2),ARMA(p,q) and ARMA(p,d,q) models have been proposed forecasting in this book.A new statistical forecasting errors to obtain good forecasts.A goodness of fit criterion for ARMA model has been suggested by using the variance ratio test statistics.Further a Modified selection criterion for selecting a forecasting model has been proposed in the book,Here,two modified criteria namely Akaike Information criterion and Schwartz Bayesian Criterion have been considered for selecting the best forecasting models.

About the Author

He is working as a Lecturer in Statistics,S.R.J.Degree College,Atmakur, Nellore DIST,A.P,INDIA.He has 23 of Years of Teaching Experience. He has published 3 papers in National/International Journals and 3 research papers were presented at National/International Seminars/conferences.