Time-series forecasting
The author compares the more important methods in terms of their theoretical inter-relationships and their practical merits. He also considers two other general forecasting topics that have been somewhat neglected in the literature: the computation of prediction intervals and the effect of model unc...
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Auteur principal : | |
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Format : | Livre |
Langue : | anglais |
Titre complet : | Time-series forecasting / Chris Chatfield,... |
Publié : |
Boca Raton (Fla.), London, New-York [etc.] :
Chapman & Hall/CRC
, cop. 2000 |
Description matérielle : | 1 vol. (X-267 p.) |
Sujets : |
Résumé : | The author compares the more important methods in terms of their theoretical inter-relationships and their practical merits. He also considers two other general forecasting topics that have been somewhat neglected in the literature: 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 other methods in all situations-the context is crucial. The book provides an outstanding reference source for the more generally applicable methods particularly useful to researchers and practitioners in forecasting in the areas of economics, government, industry, and commerce. |
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Bibliographie : | Bibliogr. p. [245]-261. Index |
ISBN : | 1-584-88063-5 |