Smoothing, Forecasting and Prediction of Discrete Time Series (精装)

出版时间:2004-6  出版社:Dover Phoenix Ed (2004年6月10日)  作者:Robert Goodell Brown  页数:468  

内容概要

Computer application techniques are applied to routine short-term forecasting and prediction in this classic of operations research. It covers a variety of integrated control systems typically used in indus-try and government procedures, tracing the development of practical techniques of routine short-term forecasting and emphasizing their roles in inventory and production and in fire control in air target tracking.    The text begins with a consideration of data sources and sampling intervals, progressing to discussions of time series models and proba-bility models. An extensive overview of smoothing techniques sur-veys the mathematical methods for periodically raising the estimates of  coefficients in forecasting problems. Sections on forecasting and error measurement and analysis are followed by an exploration of alternatives and the applications of the forecast to specific problems.    A complete treatment of the handling of systems design problems ranges from observed data to decision rules. Nontechnical sum-maries accompany the presentation of each topic, and work sheets offer the option of hand computations that can be converted to com-puter programs.    Mathematicians and systems designers will find this vo]ume a source of valuable and comprehensive material. Its complete development and discussion of the subject matter will benefit anyone seeking a thorough understanding of these techniques, particularly those who intend to apply its theoretical derivations to new areas.

书籍目录

1  IntrodnctlonSection Ⅰ Data 2  Sources of Data 3  The Sampling IntervalSection Ⅱ  Models 4  Time Series Models 5  Probability ModelsSection Ⅲ  Smoothing Techniques 6  Criteria 7  Exponential Smoothing 8  Choosing the Smoothing ConstantMultiple Smoothing for Higher-order Polynomials 10  Analysis of Characteristics 11  Adaptive Fitting of Transcendental Functions 12  General Exponential Smoothing 13  Probability ModelsSection Ⅳ  Forecasting 14  Lead Times 15  Forecasting with Time-Series Models 16  Variances of Coefficients and Forecasts 17  Forecasting with Probability Models 18  Special Direct ForecastsSection Ⅴ  Error Measurement and Analysis 19  The Normality of Forecast Errors 20  Forecasting the Allowance for Error 21  Optimum Linear FiltersSection Ⅵ  Exploration of Alternatives 22  Work Sheets for Hand Computations 23  Planning the Exploration Program 24  Computer Simulation ProgramsSection Ⅶ  Applications 25  Safety Factors |or Inventory Control 26  Rally HandicapsAppendixIndex

图书封面

评论、评分、阅读与下载


    Smoothing, Forecasting and Prediction of Discrete Time Series (精装) PDF格式下载


用户评论 (总计0条)

 
 

 

250万本中文图书简介、评论、评分,PDF格式免费下载。 第一图书网 手机版

京ICP备13047387号-7