Advanced Time Series Data Analysis

Advanced Time Series Data Analysis
Author :
Publisher : John Wiley & Sons
Total Pages : 538
Release :
ISBN-10 : 9781119504719
ISBN-13 : 1119504716
Rating : 4/5 (716 Downloads)

Book Synopsis Advanced Time Series Data Analysis by : I. Gusti Ngurah Agung

Download or read book Advanced Time Series Data Analysis written by I. Gusti Ngurah Agung and published by John Wiley & Sons. This book was released on 2019-03-18 with total page 538 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduces the latest developments in forecasting in advanced quantitative data analysis This book presents advanced univariate multiple regressions, which can directly be used to forecast their dependent variables, evaluate their in-sample forecast values, and compute forecast values beyond the sample period. Various alternative multiple regressions models are presented based on a single time series, bivariate, and triple time-series, which are developed by taking into account specific growth patterns of each dependent variables, starting with the simplest model up to the most advanced model. Graphs of the observed scores and the forecast evaluation of each of the models are offered to show the worst and the best forecast models among each set of the models of a specific independent variable. Advanced Time Series Data Analysis: Forecasting Using EViews provides readers with a number of modern, advanced forecast models not featured in any other book. They include various interaction models, models with alternative trends (including the models with heterogeneous trends), and complete heterogeneous models for monthly time series, quarterly time series, and annually time series. Each of the models can be applied by all quantitative researchers. Presents models that are all classroom tested Contains real-life data samples Contains over 350 equation specifications of various time series models Contains over 200 illustrative examples with special notes and comments Applicable for time series data of all quantitative studies Advanced Time Series Data Analysis: Forecasting Using EViews will appeal to researchers and practitioners in forecasting models, as well as those studying quantitative data analysis. It is suitable for those wishing to obtain a better knowledge and understanding on forecasting, specifically the uncertainty of forecast values.


Advanced Time Series Data Analysis Related Books

Recent Advances in Time Series Forecasting
Language: en
Pages: 183
Authors: Dinesh C.S. Bisht
Categories: Mathematics
Type: BOOK - Published: 2021-09-08 - Publisher: CRC Press

DOWNLOAD EBOOK

Future predictions are always a topic of interest. Precise estimates are crucial in many activities as forecasting errors can lead to big financial loss. The se
Advanced Time Series Data Analysis
Language: en
Pages: 538
Authors: I. Gusti Ngurah Agung
Categories: Mathematics
Type: BOOK - Published: 2019-03-18 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Introduces the latest developments in forecasting in advanced quantitative data analysis This book presents advanced univariate multiple regressions, which can
Theory and Applications of Time Series Analysis
Language: en
Pages: 460
Authors: Olga Valenzuela
Categories: Business & Economics
Type: BOOK - Published: 2020-11-20 - Publisher: Springer Nature

DOWNLOAD EBOOK

This book presents a selection of peer-reviewed contributions on the latest advances in time series analysis, presented at the International Conference on Time
Forecasting: principles and practice
Language: en
Pages: 380
Authors: Rob J Hyndman
Categories: Business & Economics
Type: BOOK - Published: 2018-05-08 - Publisher: OTexts

DOWNLOAD EBOOK

Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic
Computational Intelligence in Time Series Forecasting
Language: en
Pages: 382
Authors: Ajoy K. Palit
Categories: Computers
Type: BOOK - Published: 2006-01-04 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Foresight in an engineering business can make the difference between success and failure, and can be vital to the effective control of industrial systems. The a