Time-series forecasting
Auteur :
Chatfield, Chris
Éditeur :
Taylor & Francis Inc
ISBN :
9781584880639
Date de publication :
25 oct. 2000
Dimensions :
23,4 x 15,6 cm
Langue :
Anglais
Pays d'origine :
USA
Offers a comprehensive review of forecasting methods. This work provides a summary of time-series modelling procedures followed by a brief catalogue of many different time-series forecasting methods, ranging from ad-hoc methods through ARIMA and state-space modelling to multivariate methods, including a number of recent arrivals.