Robustness in statistical forecasting

著者

• Kharin, Yuriy

書誌事項

Robustness in statistical forecasting

Yuriy Kharin

Springer, c2013

注記

Includes bibliographical references and index

内容説明・目次

内容説明

This book offers solutions to such topical problems as developing mathematical models and descriptions of typical distortions in applied forecasting problems; evaluating robustness for traditional forecasting procedures under distortionism and more.

目次

Preface.- Symbols and Abbreviations.- Introduction.- A Decision-Theoretic Approach to Forecasting.- Time Series Models of Statistical Forecasting.- Performance and Robustness Characteristics in Statistical Forecasting.- Forecasting under Regression Models of Time Series.- Robustness of Time Series Forecasting Based on Regression Models.- Optimality and Robustness of ARIMA Forecasting.- Optimality and Robustness of Vector Autoregression Forecasting under Missing Values.- Robustness of Multivariate Time Series Forecasting Based on Systems of Simultaneous Equations.- Forecasting of Discrete Time Series.- Index.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BB1353584X
• ISBN:
  • 9783319008394
• LCCN: 2013948622
• 出版国コード: sz
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Cham
• ページ数/冊数: xvi, 356 p.
• 大きさ: 25 cm
• 分類:
  • DC23 : 519.55
• 件名:
  • LCSH : Time-series analysis
  • LCSH : Robust statistics