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(Springer Series in Statistics) Rob Hyndman, Anne B. Koehler, J. Keith Ord, Ralph D. Snyder-Forecasting with exponential smoothing-Springer (2008).pdf


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(Springer Series in Statistics) Rob Hyndman, Anne B. Koehler, J. Keith Ord, Ralph D. Snyder-Forecasting with exponential smoothing-Springer (2008).pdf
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SpringerSeriesinStatisticsForecastingwithExponentialSmoothingTheStateSpaceApproachSpringerSeriesinStatisticsAdvisors:P.Bickel,P.Diggle,S.Fienberg,U.Gather,I.Olkin,S.ZegerRobJ.Hyndman,AnneB.Koehler,J.KeithOrdandRalphD.SnyderForecastingwithExponentialSmoothingTheStateSpaceApproachProfessorRobHyndmanProfessorAnneKoehlerDepartmentofEconometrics&BusinessDepartmentofDecisionStatisticsSciences&ManagementInformationSystemsMonashUniversityMiamiUniversityClaytonVIC3800Oxford,Ohio45056AustraliaUSARob.******@buseco.monash.edu.******@muohio.eduProfessorKeithOrdAssociateProfessorRalphSnyderMcDonoughSchoolofBusinessDepartmentofEconometrics&******@etown.eduAustraliaRalph.******@buseco.monash.edu.auISBN978-3-540-71916-8e-ISBN978-3-540-71918-2LibraryofCongressControlNumber:2008924784©2008Springer-VerlagBerlinHeidelbergThisworkissubjecttocopyright.Allrightsarereserved,whetherthewholeorpartofthematerialisconcerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation,broadcasting,reproductiononmicrofilmorinanyotherway,andstorageindatabanks.DuplicationofthispublicationorpartsthereofispermittedonlyundertheprovisionsoftheGermanCopyrightLawofSeptember9,1965,initscurrentversion,andpermissionsforusemustalwaysbeobtainedfromSpringer-Verlag.ViolationsareliableforprosecutionundertheGermanCopyrightLaw.Theuseofgeneraldescriptivenames,registerednames,trademarks,etc.inthispublicationdoesnotimply,evenintheabsenceofaspecificstatement,eneraluse.Coverdesign:Deblik,Berlin,GermanyPrintedonacid-PrefaceExponentialsmoothingmethodshavebeenaroundsincethe1950s,andarestillthemostpopularforecastingmethodsusedinbusinessandindustry.Initially,puterstorage.Moreimportantlytoday,theequationsinexponentialsmoothingmethodsforestimatingtheparametersandgeneratingtheforecastsareveryintu-itiveandeasytounderstand.Asaresult,thesemethodshavebeenwidelyimplementedinbusinessapplications.However,ingofexponentialsmoothinghasbeenthelackofastatisticalframeworkthatproducesbothpredictionintervalsandpointfore-casts.Theinnovationsstatespaceapproachprovidesthisframeworkwhileretainingtheintuitivenatureofexponentialsmoothinginitsmeasurementandstateequations.Itprovidespredictionintervals,maximumlikelihoodestimation,proceduresformodelselection,andmuchmore.Asaresultofthisframework,theareaofexponentialsmoothinghasundergoneasubstantialrevolutioninthepasttenyears.Thenewinnova-tionsstatespaceframeworkforexponentialsmoothinghasbeendiscussedinnumerousjournalarticles,butuntilnowtherehasbeennosystematicexplanationanddevelopmentoftheideas.Furthermore,thenotationusedinthejournalarticlestendstochangefrompapertopaper.Consequently,researchersandpractitionersstruggletousethenewmodelsinapplications.Inwritingthisbook,pileallofthematerialrelatedtoinnovationsstatespacemodelsandexponentialsmoothingintoonecoher-entpresentation.Intheprocess,wehavealsoextendedresults,filledingapsanddevelopedtotallynewmaterial.pre-hensiveexpositionoftheinnovationsstatespacefra 内容来自淘豆网www.taodocs.com转载请标明出处.
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