预测与时间序列(英文版第3版)/经典原版书库 (平装)
2003-7
机械工业出版社
鲍尔曼
726
无
本书是预测与时间序列分析课程的教材,书中讲解了预测的重要过程以及可以用于预测的各种统计技术。作者清晰地展示了在营销、金融,人力资源管理,产品调度,过程控制和策略管理中通过预测做出明智决策的重要性。
本书适合作为工商管理、理工(包括数学、统计学、计算机科学等)类高年级本科生和研究生的教材,同时可以作为需要进行现实预测的专业人员的参考书。
PART IINTRODUCTION CHAPTER 1 AN INTRODUCTION TO FORECASTING 2 1.1 Introduction 1.2 Forecasting and Time Series 1.3 Forecasting Methods 1.4 Errors in Forecasting 1.5 Choosing a Forecasting Technique 1.6 An Overview of Quantitative Forecasting Techniques 1.7 Computer Packages: Minitab and SAS Exercises CHAPTER 2 BASIC STATISTICAL CONCEPTS 2.1 Populations 2.2 Probability 2.3 Random Samples and Sample Statistics 2.4 Continuous Probability Distributions 2.5 The Normal Probability Distribution 2.6 The t-Distribution, the F-Distribution, and the Chi-Square Distribution 2.7 Confidence Intervals for a Population Mean 2.8 Hypothesis Testing for a Population Mean ExercisesPART IIFORECASTING BY USING REGRESSION ANALYSIS CHAPTER 3 SIMPLE LINEAR REGRESSION 3.1 The Simple Linear Regression Model 3.2 The Least Squares Point Estimates 3.3 Point Estimates and Point Predictions 3.4 Model Assumptions, the Mean Square Error, and the Standard Error 3.5 Testing the Significance of the Independent Variable 3.6 A Confidence Interval for a Mean Value of the Dependent Variable and a Prediction Interval for an Individual Value of the Dependent Variable 3.7 Simple Coefficients of Determination and Correlation 3.8 An F-Test for the Simple Linear Regression Model 3.9 Using the Computer Exercises CHAPTER 4 MULTIPLE REGRESSION CHAPTER 5 TOPICS IN REGRESSION ANALYSISPART IIIFORECASTING BY USING TIME SERIES REGRESSION,DECOMPOSITION METHODS,AND EXPONENTIAL SMOOTHING CHAPTER 6 TIME SERIES REGRESSION CHAPTER 7 DECOMPOSITION METHODS CHAPTER 8PART IVFORECASTING BY USING BASIC TECHNIQUESOF THE BOX-JENKINS METHODOLOGY CHAPTER 9 NONSEASONAL BOX-JENKINS MODELS AND THEIR TENTATIVE IDENTIFICATION CHAPTER 10 ESTIMATION, DIAGNOSTIC CHECKING, AND FORECASTING FOR NONSEASONAL BOX-JENKINS MODELS CHAPTER 11 AN INTRODUCTION TO BOX-JENKINS SEASONAL MODELINGPART VFORECASTING BY USING ADVANCED TECHNIQUES OFTHE BOX-JENKINS METHODOLOGY CHAPTER12 GENERAL BOX-JENKINS SEASONAL MODELING CHAPTER13 USING THE BOX-JENKINS METHODOLOGY TO IMPROVE TIME SERIES REGRESSION MODELS CHAPTER 14 TRANSFER FUNCTIONS AND INTERVENTION MODELS APPENDIX A STATISTICAL TABLES APPENDIX B REFERENCES
本书的主要特点 清晰、完善地介绍了Box-Jenkins方法。 精确、易于理解地讨论了传递函数和干涉模型,并介绍了多元时间序列分析。 给出了基于真实案例的大量习题。 使用MINITAB和SAS输出给出预测的结果,并有选修的章节详细讲述MINITAB和SAS的用法。
无
预测与时间序列(英文版第3版)/经典原版书库 (平装) PDF格式下载
好书,里面有SAS源代码,所以就有了可操作性.虽然还未好好看,但是就凭这一点也值得肯定.