Robustness in Statistical Forecasting

Gebonden Engels 2013 2013e druk 9783319008394
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Samenvatting

This book offers solutions to such topical problems as developing mathematical models and descriptions of typical distortions in applied forecasting problems; evaluating robustness for traditional forecasting procedures under distortionism and more.

Specificaties

ISBN13:9783319008394
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:356
Uitgever:Springer International Publishing
Druk:2013

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Inhoudsopgave

Preface.- Symbols and Abbreviations.- Introduction.- A Decision-Theoretic Approach to Forecasting.- Time Series Models of Statistical Forecasting.- Performance and Robustness Characteristics in Statistical Forecasting.- Forecasting under Regression Models of Time Series.- Robustness of Time Series Forecasting Based on Regression Models.- Optimality and Robustness of ARIMA Forecasting.- Optimality and Robustness of Vector Autoregression Forecasting under Missing Values.- Robustness of Multivariate Time Series Forecasting Based on Systems of Simultaneous Equations.- Forecasting of Discrete Time Series.- Index. ​

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        Robustness in Statistical Forecasting