Time-series Forecasting

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Time-series Forecasting by Chatfield, Chris, 9781420036206
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  • ISBN: 9781420036206 | 1420036203
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  • Copyright: 10/25/2000

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From the author of the bestselling "Analysis of Time Series," Time-Series Forecasting offers a comprehensive review of forecasting methods. It provides a summary of time-series modelling procedures followed by a brief catalogue of many different time-series forecasting methods, ranging from ad-hoc methods through ARIMA and state-space modelling to multivariate methods, including a number of recent arrivals. This work provides an outstanding source for the more generally applicable methods particularly useful to researchers and practitioners forecasting in the areas of economics, government, industry, and commerce.