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Forecasting and time series: An applied approach. 3rd. ed.

Опубликовано на портале: 12-09-2003
Belmont, CA: Duxbury Press, 1993, cерия "Duxbury classic series", 726 с.
Тематический раздел:
The Third Edition of FORECASTING AND TIME SERIES illustrates the importance of forecasting and the various statistical techniques that can be used to produce forecasts. Bruce L. Bowerman and Richard T. O'Connell clearly demonstrate the necessity of using forecasts to make intelligent decisions in marketing, finance, personnel management, production scheduling, process control, and strategic management.

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    PART ONE: INTRODUCTION.

  1. An Introduction to Forecasting.
  2. Basic Statistical Concepts.

    PART TWO: FORECASTING BY USING REGRESSION ANALYSIS.

  3. Simple Linear Regression.
  4. Multiple Regression.
  5. Topics in Regression Analysis.

    PART THREE: FORECASTING BY USING TIME SERIES REGRESSION, DECOMPOSITION METHODS, AND EXPONENTIAL SMOOTHING.

  6. . Time Series Regression.
  7. Decomposition Methods.
  8. Exponential Smoothing.

    PART FOUR: FORECASTING BY USING BASIC TECHNIQUES OF THE BOX-JENKINS METHODOLOGY.

  9. Nonseasonal Box-Jenkins Models and Their Tentative Identification.
  10. . Estimation, Diagnostic Checking, and Forecasting for Nonseasonal Box-Jenkins Models.

    11. An Introduction to Box-Jenkins Seasonal Modeling.

    PART FIVE: FORECASTING BY USING ADVANCED TECHNIQUES OF THE BOX-JENKINS METHODOLOGY.

  11. General Box-Jenkins Seasonal Modeling.
  12. Using the Box-Jenkins Methodology to Improve Time Series Regression Models and to Implement Exponential Smoothing.
  13. Transfer Functions and Intervention Models.

    Appendices.

    Index.


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