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Author : Wing-kuen Tam
Publisher :
ISBN 13 :
Total Pages : 296 pages
Book Rating : 4.:/5 (89 download)
Download or read book Distinguishing Stochastic from Deterministic Seasonality in Time Series Analysis written by Wing-kuen Tam and published by . This book was released on 1996 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Eric Ghysels
Publisher : Cambridge University Press
ISBN 13 : 9780521565882
Total Pages : 258 pages
Book Rating : 4.5/5 (658 download)
Download or read book The Econometric Analysis of Seasonal Time Series written by Eric Ghysels and published by Cambridge University Press. This book was released on 2001-06-18 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: Eric Ghysels and Denise R. Osborn provide a thorough and timely review of the recent developments in the econometric analysis of seasonal economic time series, summarizing a decade of theoretical advances in the area. The authors discuss the asymptotic distribution theory for linear nonstationary seasonal stochastic processes. They also cover the latest contributions to the theory and practice of seasonal adjustment, together with its implications for estimation and hypothesis testing. Moreover, a comprehensive analysis of periodic models is provided, including stationary and nonstationary cases. The book concludes with a discussion of some nonlinear seasonal and periodic models. The treatment is designed for an audience of researchers and advanced graduate students.
Author : Rob J Hyndman
Publisher : OTexts
ISBN 13 : 0987507117
Total Pages : 380 pages
Book Rating : 4.9/5 (875 download)
Download or read book Forecasting: principles and practice written by Rob J Hyndman and published by OTexts. This book was released on 2018-05-08 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
Author : John D. Levendis
Publisher : Springer
ISBN 13 : 3319982826
Total Pages : 409 pages
Book Rating : 4.3/5 (199 download)
Download or read book Time Series Econometrics written by John D. Levendis and published by Springer. This book was released on 2019-01-31 with total page 409 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, the author rejects the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with examples how to calculate and interpret the numerical results. This book begins with students estimating simple univariate models, in a step by step fashion, using the popular Stata software system. Students then test for stationarity, while replicating the actual results from hugely influential papers such as those by Granger and Newbold, and Nelson and Plosser. Readers will learn about structural breaks by replicating papers by Perron, and Zivot and Andrews. They then turn to models of conditional volatility, replicating papers by Bollerslev. Finally, students estimate multi-equation models such as vector autoregressions and vector error-correction mechanisms, replicating the results in influential papers by Sims and Granger. The book contains many worked-out examples, and many data-driven exercises. While intended primarily for graduate students and advanced undergraduates, practitioners will also find the book useful.
Author :
Publisher :
ISBN 13 :
Total Pages : 896 pages
Book Rating : 4.3/5 (91 download)
Download or read book American Doctoral Dissertations written by and published by . This book was released on 1995 with total page 896 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Gloria González-Rivera
Publisher : Routledge
ISBN 13 : 1315510391
Total Pages : 749 pages
Book Rating : 4.3/5 (155 download)
Download or read book Forecasting for Economics and Business written by Gloria González-Rivera and published by Routledge. This book was released on 2016-12-05 with total page 749 pages. Available in PDF, EPUB and Kindle. Book excerpt: For junior/senior undergraduates in a variety of fields such as economics, business administration, applied mathematics and statistics, and for graduate students in quantitative masters programs such as MBA and MA/MS in economics. A student-friendly approach to understanding forecasting. Knowledge of forecasting methods is among the most demanded qualifications for professional economists, and business people working in either the private or public sectors of the economy. The general aim of this textbook is to carefully develop sophisticated professionals, who are able to critically analyze time series data and forecasting reports because they have experienced the merits and shortcomings of forecasting practice.
Author : Christiaan Heij
Publisher : OUP Oxford
ISBN 13 : 0191608408
Total Pages : 1132 pages
Book Rating : 4.1/5 (916 download)
Download or read book Econometric Methods with Applications in Business and Economics written by Christiaan Heij and published by OUP Oxford. This book was released on 2004-03-25 with total page 1132 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nowadays applied work in business and economics requires a solid understanding of econometric methods to support decision-making. Combining a solid exposition of econometric methods with an application-oriented approach, this rigorous textbook provides students with a working understanding and hands-on experience of current econometrics. Taking a 'learning by doing' approach, it covers basic econometric methods (statistics, simple and multiple regression, nonlinear regression, maximum likelihood, and generalized method of moments), and addresses the creative process of model building with due attention to diagnostic testing and model improvement. Its last part is devoted to two major application areas: the econometrics of choice data (logit and probit, multinomial and ordered choice, truncated and censored data, and duration data) and the econometrics of time series data (univariate time series, trends, volatility, vector autoregressions, and a brief discussion of SUR models, panel data, and simultaneous equations). · Real-world text examples and practical exercise questions stimulate active learning and show how econometrics can solve practical questions in modern business and economic management. · Focuses on the core of econometrics, regression, and covers two major advanced topics, choice data with applications in marketing and micro-economics, and time series data with applications in finance and macro-economics. · Learning-support features include concise, manageable sections of text, frequent cross-references to related and background material, summaries, computational schemes, keyword lists, suggested further reading, exercise sets, and online data sets and solutions. · Derivations and theory exercises are clearly marked for students in advanced courses. This textbook is perfect for advanced undergraduate students, new graduate students, and applied researchers in econometrics, business, and economics, and for researchers in other fields that draw on modern applied econometrics.
Author : Felix Kienast
Publisher : Springer Science & Business Media
ISBN 13 : 1402044364
Total Pages : 297 pages
Book Rating : 4.4/5 (2 download)
Download or read book A Changing World written by Felix Kienast and published by Springer Science & Business Media. This book was released on 2007-03-16 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modern landscape research uses a panoply of techniques to further our understanding of our changing world, including mathematics, statistics and advanced simulation techniques to combine empirical observations with known theories. This book identifies emerging fields and new challenges that are discussed within the framework of the ‘driving forces’ of Landscape Development. the book addresses all of the ‘hot topics’ in this important area of study and emphasizes major contemporary trends in these fields.
Author : Julien Chevallier
Publisher : Routledge
ISBN 13 : 1351669206
Total Pages : 426 pages
Book Rating : 4.3/5 (516 download)
Download or read book International Financial Markets written by Julien Chevallier and published by Routledge. This book was released on 2019-06-28 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, mathematics & stochastics, international macroeconomics and financial econometrics. International Financial Markets: Volume I provides a key repository on the current state of knowledge, the latest debates and recent literature on international financial markets. Against the background of the "financialization of commodities" since the 2008 sub-primes crisis, section one contains recent contributions on commodity and financial markets, pushing the frontiers of applied econometrics techniques. The second section is devoted to exchange rate and current account dynamics in an environment characterized by large global imbalances. Part three examines the latest research in the field of meta-analysis in economics and finance. This book will be useful to students and researchers in applied econometrics; academics and students seeking convenient access to an unfamiliar area. It will also be of great interest established researchers seeking a single repository on the current state of knowledge, current debates and relevant literature.
Author : T. Agami Reddy
Publisher : Springer Science & Business Media
ISBN 13 : 1441996133
Total Pages : 446 pages
Book Rating : 4.4/5 (419 download)
Download or read book Applied Data Analysis and Modeling for Energy Engineers and Scientists written by T. Agami Reddy and published by Springer Science & Business Media. This book was released on 2011-08-09 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applied Data Analysis and Modeling for Energy Engineers and Scientists fills an identified gap in engineering and science education and practice for both students and practitioners. It demonstrates how to apply concepts and methods learned in disparate courses such as mathematical modeling, probability,statistics, experimental design, regression, model building, optimization, risk analysis and decision-making to actual engineering processes and systems. The text provides a formal structure that offers a basic, broad and unified perspective,while imparting the knowledge, skills and confidence to work in data analysis and modeling. This volume uses numerous solved examples, published case studies from the author’s own research, and well-conceived problems in order to enhance comprehension levels among readers and their understanding of the “processes”along with the tools.
Author : Grayham E. Mizon
Publisher :
ISBN 13 :
Total Pages : 56 pages
Book Rating : 4.:/5 (318 download)
Download or read book Empirical Analysis of Time Series written by Grayham E. Mizon and published by . This book was released on 1993 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Philip Hans Franses
Publisher : Cambridge University Press
ISBN 13 : 1139952129
Total Pages : 421 pages
Book Rating : 4.1/5 (399 download)
Download or read book Time Series Models for Business and Economic Forecasting written by Philip Hans Franses and published by Cambridge University Press. This book was released on 2014-04-24 with total page 421 pages. Available in PDF, EPUB and Kindle. Book excerpt: With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares students and practitioners to create effective forecasting models and master the techniques of time series analysis. Taking a practical and example-driven approach, this textbook summarises the most critical decisions, techniques and steps involved in creating forecasting models for business and economics. Students are led through the process with an entirely new set of carefully developed theoretical and practical exercises. Chapters examine the key features of economic time series, univariate time series analysis, trends, seasonality, aberrant observations, conditional heteroskedasticity and ARCH models, non-linearity and multivariate time series, making this a complete practical guide. Downloadable datasets are available online.
Author : Mike Allen
Publisher : SAGE Publications
ISBN 13 : 1483381420
Total Pages : 2013 pages
Book Rating : 4.4/5 (833 download)
Download or read book The SAGE Encyclopedia of Communication Research Methods written by Mike Allen and published by SAGE Publications. This book was released on 2017-04-11 with total page 2013 pages. Available in PDF, EPUB and Kindle. Book excerpt: Communication research is evolving and changing in a world of online journals, open-access, and new ways of obtaining data and conducting experiments via the Internet. Although there are generic encyclopedias describing basic social science research methodologies in general, until now there has been no comprehensive A-to-Z reference work exploring methods specific to communication and media studies. Our entries, authored by key figures in the field, focus on special considerations when applied specifically to communication research, accompanied by engaging examples from the literature of communication, journalism, and media studies. Entries cover every step of the research process, from the creative development of research topics and questions to literature reviews, selection of best methods (whether quantitative, qualitative, or mixed) for analyzing research results and publishing research findings, whether in traditional media or via new media outlets. In addition to expected entries covering the basics of theories and methods traditionally used in communication research, other entries discuss important trends influencing the future of that research, including contemporary practical issues students will face in communication professions, the influences of globalization on research, use of new recording technologies in fieldwork, and the challenges and opportunities related to studying online multi-media environments. Email, texting, cellphone video, and blogging are shown not only as topics of research but also as means of collecting and analyzing data. Still other entries delve into considerations of accountability, copyright, confidentiality, data ownership and security, privacy, and other aspects of conducting an ethical research program. Features: 652 signed entries are contained in an authoritative work spanning four volumes available in choice of electronic or print formats. Although organized A-to-Z, front matter includes a Reader’s Guide grouping entries thematically to help students interested in a specific aspect of communication research to more easily locate directly related entries. Back matter includes a Chronology of the development of the field of communication research; a Resource Guide to classic books, journals, and associations; a Glossary introducing the terminology of the field; and a detailed Index. Entries conclude with References/Further Readings and Cross-References to related entries to guide students further in their research journeys. The Index, Reader’s Guide themes, and Cross-References combine to provide robust search-and-browse in the e-version.
Author : V.A Profillidis
Publisher : Elsevier
ISBN 13 : 0128115149
Total Pages : 500 pages
Book Rating : 4.1/5 (281 download)
Download or read book Modeling of Transport Demand written by V.A Profillidis and published by Elsevier. This book was released on 2018-10-23 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: Modeling of Transport Demand explains the mechanisms of transport demand, from analysis to calculation and forecasting. Packed with strategies for forecasting future demand for all transport modes, the book helps readers assess the validity and accuracy of demand forecasts. Forecasting and evaluating transport demand is an essential task of transport professionals and researchers that affects the design, extension, operation, and maintenance of all transport infrastructures. Accurate demand forecasts are necessary for companies and government entities when planning future fleet size, human resource needs, revenues, expenses, and budgets. The operational and planning skills provided in Modeling of Transport Demand help readers solve the problems they face on a daily basis. Modeling of Transport Demand is written for researchers, professionals, undergraduate and graduate students at every stage in their careers, from novice to expert. The book assists those tasked with constructing qualitative models (based on executive judgment, Delphi, scenario writing, survey methods) or quantitative ones (based on statistical, time series, econometric, gravity, artificial neural network, and fuzzy methods) in choosing the most suitable solution for all types of transport applications. - Presents the most recent and relevant findings and research - both at theoretical and practical levels - of transport demand - Provides a theoretical analysis and formulations that are clearly presented for ease of understanding - Covers analysis for all modes of transportation - Includes case studies that present the most appropriate formulas and methods for finding solutions and evaluating results
Author : Robert Alan Yaffee
Publisher : Elsevier
ISBN 13 : 0080478700
Total Pages : 555 pages
Book Rating : 4.0/5 (84 download)
Download or read book An Introduction to Time Series Analysis and Forecasting written by Robert Alan Yaffee and published by Elsevier. This book was released on 2000-05-12 with total page 555 pages. Available in PDF, EPUB and Kindle. Book excerpt: Providing a clear explanation of the fundamental theory of time series analysis and forecasting, this book couples theory with applications of two popular statistical packages--SAS and SPSS. The text examines moving average, exponential smoothing, Census X-11 deseasonalization, ARIMA, intervention, transfer function, and autoregressive error models and has brief discussions of ARCH and GARCH models. The book features treatments of forecast improvement with regression and autoregression combination models and model and forecast evaluation, along with a sample size analysis for common time series models to attain adequate statistical power. The careful linkage of the theoretical constructs with the practical considerations involved in utilizing the statistical packages makes it easy for the user to properly apply these techniques. - Describes principal approaches to time series analysis and forecasting - Presents examples from public opinion research, policy analysis, political science, economics, and sociology - Math level pitched to general social science usage - Glossary makes the material accessible for readers at all levels
Author : Deepesh Machiwal
Publisher : Springer Science & Business Media
ISBN 13 : 9400718616
Total Pages : 316 pages
Book Rating : 4.4/5 (7 download)
Download or read book Hydrologic Time Series Analysis written by Deepesh Machiwal and published by Springer Science & Business Media. This book was released on 2012-03-05 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: There is a dearth of relevant books dealing with both theory and application of time series analysis techniques, particularly in the field of water resources engineering. Therefore, many hydrologists and hydrogeologists face difficulties in adopting time series analysis as one of the tools for their research. This book fills this gap by providing a proper blend of theoretical and practical aspects of time sereies analysis. It deals with a comprehensive overview of time series characteristics in hydrology/water resources engineering, various tools and techniques for analyzing time series data, theoretical details of 31 available statistical tests along with detailed procedures for applying them to real-world time series data, theory and methodology of stochastic modelling, and current status of time series analysis in hydrological sciences. In adition, it demonstrates the application of most time series tests through a case study as well as presents a comparative performance evaluation of various time series tests, together with four invited case studies from India and abroad. This book will not only serve as a textbook for the students and teachers in water resources engineering but will also serve as the most comprehensive reference to educate researchers/scientists about the theory and practice of time series analysis in hydrological sciences. This book will be very useful to the students, researchers, teachers and professionals involved in water resources, hydrology, ecology, climate change, earth science, and environmental studies.
Author : Peter J. Brockwell
Publisher : Springer Science & Business Media
ISBN 13 : 1475725264
Total Pages : 429 pages
Book Rating : 4.4/5 (757 download)
Download or read book Introduction to Time Series and Forecasting written by Peter J. Brockwell and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 429 pages. Available in PDF, EPUB and Kindle. Book excerpt: Some of the key mathematical results are stated without proof in order to make the underlying theory acccessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on methods and the analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed in detail and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills in this area. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Additional topics include harmonic regression, the Burg and Hannan-Rissanen algorithms, unit roots, regression with ARMA errors, structural models, the EM algorithm, generalized state-space models with applications to time series of count data, exponential smoothing, the Holt-Winters and ARAR forecasting algorithms, transfer function models and intervention analysis. Brief introducitons are also given to cointegration and to non-linear, continuous-time and long-memory models. The time series package included in the back of the book is a slightly modified version of the package ITSM, published separately as ITSM for Windows, by Springer-Verlag, 1994. It does not handle such large data sets as ITSM for Windows, but like the latter, runs on IBM-PC compatible computers under either DOS or Windows (version 3.1 or later). The programs are all menu-driven so that the reader can immediately apply the techniques in the book to time series data, with a minimal investment of time in the computational and algorithmic aspects of the analysis.
