ABSTRACT

From the author of the bestselling "Analysis of Time Series," Time-Series Forecasting offers a comprehensive, up-to-date review of forecasting methods. It provides a summary of time-series modelling procedures, followed by a brief catalogue of many different time-series forecasting methods, ranging from ad-hoc methods through ARIMA and state-space

chapter 1|10 pages

Introduction

chapter 2|24 pages

Basics of Time-Series Analysis

chapter 3|50 pages

Univariate Time-Series Modelling

chapter 4|24 pages

Univariate Forecasting Methods

chapter 5|42 pages

Multivariate Forecasting Methods

chapter 7|34 pages

Calculating Interval Forecasts

chapter 8|30 pages

Model Uncertainty and Forecast Accuracy