Chatfield C. Time-series forecasting

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размер 2.04 МБ
добавлен 30 сентября 2011 г.

Boca Raton, Chapman &C Hall/CRC, 2000. - без пагинации, 10 файлов в архиве.

Книга посвящена методам прогнозирования временных рядов. Рассмотрены одномерные методы, такие, как ARIMA, модели пространства состояний, кривые роста, специальные методы прогнозирования, многомерные методы, такие, как векторные авторегрессионные и векторная авторегрессия-скользящее среднее, коинтеграционные, эконометрические и другие многомерные модели, проведено сравнение методов, обсуждены интервальные оценки и проблема неопределённости модели.
Для специалистов по матстатистике и специалистов разных предметных областей, использующих методы прогнозирования.

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