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Forecasting with Exponential Smoothing The State Space Approach /
Exponential smoothing methods have been around since the 1950s, and are the most popular forecasting methods used in business and industry. Recently, exponential smoothing has been revolutionized with the introduction of a complete modeling framework incorporating innovations state space models, lik...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , , , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2008.
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| Edición: | 1st ed. 2008. |
| Colección: | Springer Series in Statistics,
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| Temas: | |
| Acceso en línea: | Texto Completo |
MARC
| LEADER | 00000nam a22000005i 4500 | ||
|---|---|---|---|
| 001 | 978-3-540-71918-2 | ||
| 003 | DE-He213 | ||
| 005 | 20220112121835.0 | ||
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| 008 | 100301s2008 gw | s |||| 0|eng d | ||
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| 024 | 7 | |a 10.1007/978-3-540-71918-2 |2 doi | |
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| 100 | 1 | |a Hyndman, Rob. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 245 | 1 | 0 | |a Forecasting with Exponential Smoothing |h [electronic resource] : |b The State Space Approach / |c by Rob Hyndman, Anne B. Koehler, J. Keith Ord, Ralph D. Snyder. |
| 250 | |a 1st ed. 2008. | ||
| 264 | 1 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg : |b Imprint: Springer, |c 2008. | |
| 300 | |a XIII, 362 p. |b online resource. | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 490 | 1 | |a Springer Series in Statistics, |x 2197-568X | |
| 505 | 0 | |a Basic Concepts -- Getting Started -- Essentials -- Linear Innovations State Space Models -- Nonlinear and Heteroscedastic Innovations State Space Models -- Estimation of Innovations State Space Models -- Prediction Distributions and Intervals -- Selection of Models -- Further Topics -- Normalizing Seasonal Components -- Models with Regressor Variables -- Some Properties of Linear Models -- Reduced Forms and Relationships with ARIMA Models -- Linear Innovations State Space Models with Random Seed States -- Conventional State Space Models -- Time Series with Multiple Seasonal Patterns -- Nonlinear Models for Positive Data -- Models for Count Data -- Vector Exponential Smoothing -- Applications -- Inventory Control Applications -- Conditional Heteroscedasticity and Applications in Finance -- Economic Applications: The Beveridge-Nelson Decomposition. | |
| 520 | |a Exponential smoothing methods have been around since the 1950s, and are the most popular forecasting methods used in business and industry. Recently, exponential smoothing has been revolutionized with the introduction of a complete modeling framework incorporating innovations state space models, likelihood calculation, prediction intervals and procedures for model selection. In this book, all of the important results for this framework are brought together in a coherent manner with consistent notation. In addition, many new results and extensions are introduced and several application areas are examined in detail. Rob J. Hyndman is a Professor of Statistics and Director of the Business and Economic Forecasting Unit at Monash University, Australia. He is Editor-in-Chief of the International Journal of Forecasting, author of over 100 research papers in statistical science, and received the 2007 Moran medal from the Australian Academy of Science for his contributions to statistical research. Anne B. Koehler is a Professor of Decision Sciences and the Panuska Professor of Business Administration at Miami University, Ohio. She has numerous publications, many of which are on forecasting models for seasonal time series and exponential smoothing methods. J.Keith Ord is a Professor in the McDonough School of Business, Georgetown University, Washington DC. He has authored over 100 research papers in statistics and its applications and ten books including Kendall's Advanced Theory of Statistics. Ralph D. Snyder is an Associate Professor in the Department of Econometrics and Business Statistics at Monash University, Australia. He has extensive publications on business forecasting and inventory management. He has played a leading role in the establishment of the class of innovations state space models for exponential smoothing. | ||
| 650 | 0 | |a Probabilities. | |
| 650 | 0 | |a Statistics . | |
| 650 | 0 | |a Econometrics. | |
| 650 | 1 | 4 | |a Probability Theory. |
| 650 | 2 | 4 | |a Statistics in Business, Management, Economics, Finance, Insurance. |
| 650 | 2 | 4 | |a Quantitative Economics. |
| 650 | 2 | 4 | |a Statistical Theory and Methods. |
| 700 | 1 | |a Koehler, Anne B. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Ord, J. Keith. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
| 700 | 1 | |a Snyder, Ralph D. |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
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| 773 | 0 | |t Springer Nature eBook | |
| 776 | 0 | 8 | |i Printed edition: |z 9783540867715 |
| 776 | 0 | 8 | |i Printed edition: |z 9783540719168 |
| 830 | 0 | |a Springer Series in Statistics, |x 2197-568X | |
| 856 | 4 | 0 | |u https://doi.uam.elogim.com/10.1007/978-3-540-71918-2 |z Texto Completo |
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| 950 | |a Mathematics and Statistics (SpringerNature-11649) | ||
| 950 | |a Mathematics and Statistics (R0) (SpringerNature-43713) | ||