Time-Series Forecasting

✍ Scribed by Chris Chatfield

• Book ID: 127447145
• Publisher: Chapman & Hall/CRC
• Year: 2001
• Tongue: English
• Weight: 2 MB
• Edition: 1
• Category: Library
• City: Boca Raton
• ISBN: 1584880635

✦ Synopsis

From the author of the bestselling "Analysis of Time Series, Fifth Edition," this important book provides a comprehensive, up-to-date review of forecasting methods, ranging from ad-hoc to multivariate methods. The more important methods are compared in terms of their theoretical inter-relationships and their practical merits including empirical accuracy. The book also considers two other general forecasting topics that have been rather neglected hitherto: the computation of prediction intervals and the effect of model uncertainty on forecast accuracy.