Recent Advances in Time Series Forecasting, Bisht Dinesh C. S., Ram Mangey
Автор: Hamilton, James Название: Time Series Analysis ISBN: 0691042896 ISBN-13(EAN): 9780691042893 Издательство: Wiley Рейтинг: Цена: 73920.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: A graduate-level text which describes the recent dramatic changes that have taken place in the way that researchers analyze economic and financial time series. It explores such important innovations as vector regression, nonlinear time series models and the generalized methods of moments.
Автор: Ignacio Rojas; H?ctor Pomares; Olga Valenzuela Название: Advances in Time Series Analysis and Forecasting ISBN: 3319557882 ISBN-13(EAN): 9783319557885 Издательство: Springer Рейтинг: Цена: 135090.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Preface.- Part I: Analysis of Irregularly Sampled Time Series: Techniques, Algorithms and Case Studies.- Scientific Contributions.- Part II: Multi-scale Analysis of Univariate and Multivariate Time Series.- Scientific Contributions.- Part III: Linear and Non-linear Time Series Models.- Scientific Contributions.- Part IV: Advanced Time Series Forecasting Methods.- Scientific Contributions.- Part V: Applications in Time Series Analysis and Forecasting.- Scientific Contributions.- Author Index.
Автор: Agung Название: Advanced Time Series Data Analysis: Forecasting Using Eviews ISBN: 1119504716 ISBN-13(EAN): 9781119504719 Издательство: Wiley Рейтинг: Цена: 90760.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
Introduces the latest developments in forecasting in advanced quantitative data analysis
This book presents advanced univariate multiple regressions, which can directly be used to forecast their dependent variables, evaluate their in-sample forecast values, and compute forecast values beyond the sample period. Various alternative multiple regressions models are presented based on a single time series, bivariate, and triple time-series, which are developed by taking into account specific growth patterns of each dependent variables, starting with the simplest model up to the most advanced model. Graphs of the observed scores and the forecast evaluation of each of the models are offered to show the worst and the best forecast models among each set of the models of a specific independent variable.
Advanced Time Series Data Analysis: Forecasting Using EViews provides readers with a number of modern, advanced forecast models not featured in any other book. They include various interaction models, models with alternative trends (including the models with heterogeneous trends), and complete heterogeneous models for monthly time series, quarterly time series, and annually time series. Each of the models can be applied by all quantitative researchers.
Presents models that are all classroom tested
Contains real-life data samples
Contains over 350 equation specifications of various time series models
Contains over 200 illustrative examples with special notes and comments
Applicable for time series data of all quantitative studies
Advanced Time Series Data Analysis: Forecasting Using EViews will appeal to researchers and practitioners in forecasting models, as well as those studying quantitative data analysis. It is suitable for those wishing to obtain a better knowledge and understanding on forecasting, specifically the uncertainty of forecast values.
Автор: Box G. E. P. Название: Time Series Analysis: Forecasting and Control, 4th Edition ISBN: 0470272848 ISBN-13(EAN): 9780470272848 Издательство: Wiley Рейтинг: Цена: 123550.00 T Наличие на складе: Поставка под заказ. Описание: This is a revision of a classic, seminal, and authoritative book that has been the model for most books on the topic written since 1970. It focuses on practical techniques throughout, rather than a rigorous mathematical treatment of the subject. It explores the building of stochastic (statistical) models for time series and their use in important areas of application forecasting, model specification, estimation, modeling the effects of intervention events, and process control, among others. In addition to meticulous modifications in content and improvements in style, the new edition incorporates several new topics in an effort to modernize the subject matter. These topics include extensive discussions of multivariate time series, smoothing, likelihood function based on the state space model, autoregressive models, structural component models and deterministic seasonal components, and nonlinear and long memory models.
Автор: Harvey, Andrew C. Название: Forecasting, structural time series models and the kalman filter ISBN: 0521405734 ISBN-13(EAN): 9780521405737 Издательство: Cambridge Academ Рейтинг: Цена: 40120.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. It is unique in its use of Kalman filtering with econometric and time series modelling.
Автор: Harvey, A.c. Название: Forecasting, structural time series models, and the kalman filter ISBN: 0521321964 ISBN-13(EAN): 9780521321969 Издательство: Cambridge Academ Рейтинг: Цена: 142560.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. It is unique in its use of Kalman filtering with econometric and time series modelling.
Автор: Douglas C. Montgomery,Cheryl L. Jennings,Murat Kul Название: Introduction to Time Series Analysis and Forecasting ISBN: 1118745116 ISBN-13(EAN): 9781118745113 Издательство: Wiley Рейтинг: Цена: 121390.00 T Наличие на складе: Поставка под заказ. Описание: Praise for the First Edition " [t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics.
Автор: Shmueli Galit Название: Practical Time Series Forecasting: A Hands-On Guide [3rd Edition] ISBN: 0991576659 ISBN-13(EAN): 9780991576654 Издательство: Неизвестно Цена: 34370.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Practical Time Series Forecasting: A Hands-On Guide, Third Edition provides an applied approach to time-series forecasting. Forecasting is an essential component of predictive analytics. The book introduces popular forecasting methods and approaches used in a variety of business applications. The book offers clear explanations, practical examples, and end-of-chapter exercises and cases. Readers will learn to use forecasting methods using the Excel(R) add-in XLMiner(R) to develop effective forecasting solutions that extract business value from time-series data. Featuring improved organization and new material, the Third Edition also includes:
Popular forecasting methods including smoothing algorithms, regression models, and neural networks
A practical approach to evaluating the performance of forecasting solutions
A business-analytics exposition focused on linking time-series forecasting to business goals
Guided cases for integrating the acquired knowledge using real data
End-of-chapter problems to facilitate active learning
A companion site with data sets, learning resources, and instructor materials (solutions to exercises, case studies, and slides)
Globally-available textbook, available in both softcover and Kindle formats
Practical Time Series Forecasting: A Hands-On Guide, Third Edition is the perfect textbook for upper-undergraduate, graduate and MBA-level courses as well as professional programs in data science and business analytics. The book is also designed for practitioners in the fields of operations research, supply chain management, marketing, economics, finance and management. For more information, visit forecastingbook.com
Автор: Pritpal Singh Название: Applications of Soft Computing in Time Series Forecasting ISBN: 3319262920 ISBN-13(EAN): 9783319262925 Издательство: Springer Рейтинг: Цена: 104480.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: It reviews and summarizes previous research work in FTS modeling and also provides a brief introduction to other soft-computing techniques, such as artificial neural networks (ANNs), rough sets (RS) and evolutionary computing (EC), focusing on how these techniques can be integrated into different phases of the FTS modeling approach.
Автор: Jan G. De Gooijer Название: Elements of Nonlinear Time Series Analysis and Forecasting ISBN: 3319432516 ISBN-13(EAN): 9783319432519 Издательство: Springer Рейтинг: Цена: 121110.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications.
Автор: Ignacio Rojas; H?ctor Pomares; Olga Valenzuela Название: Advances in Time Series Analysis and Forecasting ISBN: 3319857487 ISBN-13(EAN): 9783319857480 Издательство: Springer Рейтинг: Цена: 93160.00 T Наличие на складе: Поставка под заказ.
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