The Forecasting accuracy of major time series methods
Author: Makridakis, Spyros ; Hibon, MichèlePublisher: Wiley, 1984.Language: EnglishDescription: 301 p. ; 24 cm.ISBN: 0471903272Type of document: BookBibliography/Index: Includes bibliographical references and indexItem type | Current location | Collection | Call number | Status | Date due | Barcode | Item holds |
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Europe Campus Main Collection |
QA280 .F67 1984
(Browse shelf) 001119696 |
Available | 001119696 |
Includes bibliographical references and index
Digitized
The Forecasting Accuracy of Major Time Series Methods Contents Preface CHAPTER 1 Forecasting: State of the Art S. Makridakis 1 19 CHAPTER 2 Forecasting with Econometric Methods: Folklore versus Fact J. Scott Armstrong CHAPTER 3 Accuracy of Forecasting: An Empirical Investigation S. Makridakis and M. Hibon 35 CHAPTER 4 The Accuracy of Extrapolation (Time Series) Methods: 103 Results of a Forecasting Competition S. Makridakis, A. Andersen, R. Carbone, R. Fildes, M. Hibon, R. Lewandowski, J. Newton, E. Parzen, and R. Winkler CHAPTER 5 Forecasting: The Box--Jenkins Approach A. Andersen and A. Weiss CHAPTER 6 AEP Filtering R. Carbone, R. Bilongo, P. Piat-Corson, and S. Nadeau CHAPTER 7 Bayesian Forecasting R. Fildes CHAPTER 8 Naive, Moving Average, Exponential Smoothing, and Regression Methods M. Hibon 167 201 221 239 CHAPTER 9 Lewandowski's FORSYS Method R. Lewandowski CHAPTER 10 Sales Forecasting by FORSYS R. Lewandowski v 245 255 vi Contents 267 CHAPTER 11 Forecasting and Time Series Model Types of 111 Economic Time Series H. J. Newton and E. Parzen CHAPTER 12 Combining Forecasts R. L. Winkler Index 289 297
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