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Statistical Methods for Forecasting

Bovas Abraham

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ISBN 10: 0471769878 / ISBN 13: 9780471769873
Published by Wiley-Interscience, 2013
New Condition: New Soft cover
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Bibliographic Details

Title: Statistical Methods for Forecasting

Publisher: Wiley-Interscience

Publication Date: 2013

Binding: Paperback

Book Condition:New

Edition: 2nd.

About this title


The Wiley-Interscience Paperback Series consists of selected booksthat have been made more accessible to consumers in an effort toincrease global appeal and general circulation. With these newunabridged softcover volumes, Wiley hopes to extend the lives ofthese works by making them available to future generations ofstatisticians, mathematicians, and scientists.

"This book, it must be said, lives up to the words on itsadvertising cover: 'Bridging the gap between introductory,descriptive approaches and highly advanced theoretical treatises,it provides a practical, intermediate level discussion of a varietyof forecasting tools, and explains how they relate to one another,both in theory and practice.' It does just that!"
-Journal of the Royal Statistical Society

"A well-written work that deals with statistical methods and modelsthat can be used to produce short-term forecasts, this book haswide-ranging applications. It could be used in the context of astudy of regression, forecasting, and time series analysis by PhDstudents; or to support a concentration in quantitative methods forMBA students; or as a work in applied statistics for advancedundergraduates."

Statistical Methods for Forecasting is a comprehensive, readabletreatment of statistical methods and models used to produceshort-term forecasts. The interconnections between the forecastingmodels and methods are thoroughly explained, and the gap betweentheory and practice is successfully bridged. Special topics arediscussed, such as transfer function modeling; Kalman filtering;state space models; Bayesian forecasting; and methods for forecastevaluation, comparison, and control. The book provides time series,autocorrelation, and partial autocorrelation plots, as well asexamples and exercises using real data. Statistical Methods forForecasting serves as an outstanding textbook for advancedundergraduate and graduate courses in statistics, business,engineering, and the social sciences, as well as a workingreference for professionals in business, industry, and government.

From the Publisher:

Presents the statistical methods and models used in the production of short-term forecasts. Deals with special topics such as transfer function analysis, Kalman filtering, state space models, Bayesian forecasting, and forecast evaluation. Explains their interconnections, and bridges the gap between theory and practice. Provides time series, autocorrelation, and partial autocorrelation plots. Includes examples and exercises using real data.

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