Time series forecasting

unified concepts and computer implementation


Author: Bruce L. Bowerman,Richard T. O'Connell

Publisher: Duxbury Resource Center

ISBN: 9780871500700

Category: Mathematics

Page: 540

View: 1234

Introduction to Time Series and Forecasting


Author: Peter J. Brockwell,Richard A. Davis

Publisher: Springer Science & Business Media

ISBN: 038721657X

Category: Computers

Page: 437

View: 468

This is an introduction to time series that emphasizes methods and analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills. Statisticians and students will learn the latest methods in time series and forecasting, along with modern computational models and algorithms.

Intelligent Production Machines and Systems - First I*PROMS Virtual Conference

Proceedings and CD-ROM set


Author: Duc T. Pham

Publisher: Elsevier

ISBN: 9780080462516

Category: Technology & Engineering

Page: 592

View: 4536

The 2005 Virtual International Conference on IPROMS took place on the Internet between 4 and 15 July 2005. IPROMS 2005 was an outstanding success. During the Conference, some 4168 registered delegates and guests from 71 countries participated in the Conference, making it a truly global phenomenon. This book contains the Proceedings of IPROMS 2005. The 107 peer-reviewed technical papers presented at the Conference have been grouped into twelve sections, the last three featuring contributions selected for IPROMS 2005 by Special Sessions chairmen: - Collaborative and Responsive Manufacturing Systems - Concurrent Engineering - E-manufacturing, E-business and Virtual Enterprises - Intelligent Automation Systems - Intelligent Decision Support Systems - Intelligent Design Systems - Intelligent Planning and Scheduling Systems - Mechatronics - Reconfigurable Manufacturing Systems - Tangible Acoustic Interfaces (Tai Chi) - Innovative Production Machines and Systems - Intelligent and Competitive Manufacturing Engineering

A Course in Business Statistics


Author: Patrick W. Shannon

Publisher: N.A

ISBN: 9780130936578

Category: Business & Economics

Page: 657

View: 1910

This text presents core topics in descriptive and inferential statistics with an assortment of business examples and real data and an emphasis on decision-making. There is emphasis on using statistical software as a tool, with most examples presented in a spreadsheet environment using Excel and Minitab.

Modeling Risk, + DVD

Applying Monte Carlo Risk Simulation, Strategic Real Options, Stochastic Forecasting, and Portfolio Optimization


Author: Johnathan Mun

Publisher: John Wiley & Sons

ISBN: 0470620013

Category: Business & Economics

Page: 976

View: 7037

An updated guide to risk analysis and modeling Although risk was once seen as something that was both unpredictable and uncontrollable, the evolution of risk analysis tools and theories has changed the way we look at this important business element. In the Second Edition of Analyzing and Modeling Risk, expert Dr. Johnathan Mun provides up-to-date coverage of risk analysis as it is applied within the realms of business risk analysis and offers an intuitive feel of what risk looks like, as well as the different ways of quantifying it. This Second Edition provides professionals in all industries a more comprehensive guide on such key concepts as risk and return, the fundamentals of model building, Monte Carlo simulation, forecasting, time-series and regression analysis, optimization, real options, and more. Includes new examples, questions, and exercises as well as updates using Excel 2007 Book supported by author's proprietary risk analysis software found on the companion CD-ROM Offers both a qualitative and quantitative description of risk Filled with in-depth insights and practical advice, this reliable resource covers all of the essential tools and techniques that risk managers need to successfully conduct risk analysis. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.

A Handbook of Time-series Analysis, Signal Processing and Dynamics


Author: D. S. G. Pollock

Publisher: Academic Press

ISBN: 9780125609906

Category: Technology & Engineering

Page: 733

View: 8102

The aim of this book is to serve as a graduate text and reference in time series analysis and signal processing, two closely related subjects that are the concern of a wide range of disciplines, such as statistics, electrical engineering, mechanical engineering and physics. The book provides a CD-ROM containing codes in PASCAL and C for the computer procedures printed in the book. It also furnishes a complete program devoted to the statistical analysis of time series, which will be attractive to a wide range of academics working in diverse mathematical disciplines.

Principles of Operations Management


Author: Jay H. Heizer,Barry Render,Howard J. Weiss

Publisher: Prentice Hall


Category: Business & Economics

Page: 672

View: 8954

KEY BENEFIT: This text allows students to apply what they’ve learned to real company challenges and best practices by offering a multitude of problems in the text and integrated case studies on video. KEY TOPICS: Its coverage includes an extensive amount of service applications and firms to give students an in-depth look at operations in the real world. MARKET: For general business students interested in operations management and gaining the fundamental working knowledge of a firm.

Analysis of Time Series Structure

SSA and Related Techniques


Author: Nina Golyandina,Vladimir Nekrutkin,Anatoly A Zhigljavsky

Publisher: CRC Press

ISBN: 9781420035841

Category: Mathematics

Page: 320

View: 6716

Over the last 15 years, singular spectrum analysis (SSA) has proven very successful. It has already become a standard tool in climatic and meteorological time series analysis and well known in nonlinear physics and signal processing. However, despite the promise it holds for time series applications in other disciplines, SSA is not widely known among statisticians and econometrists, and although the basic SSA algorithm looks simple, understanding what it does and where its pitfalls lay is by no means simple. Analysis of Time Series Structure: SSA and Related Techniques provides a careful, lucid description of its general theory and methodology. Part I introduces the basic concepts, and sets forth the main findings and results, then presents a detailed treatment of the methodology. After introducing the basic SSA algorithm, the authors explore forecasting and apply SSA ideas to change-point detection algorithms. Part II is devoted to the theory of SSA. Here the authors formulate and prove the statements of Part I. They address the singular value decomposition (SVD) of real matrices, time series of finite rank, and SVD of trajectory matrices. Based on the authors' original work and filled with applications illustrated with real data sets, this book offers an outstanding opportunity to obtain a working knowledge of why, when, and how SSA works. It builds a strong foundation for successfully using the technique in applications ranging from mathematics and nonlinear physics to economics, biology, oceanology, social science, engineering, financial econometrics, and market research.

Operations Management


Author: Jay H. Heizer,Barry Render

Publisher: Prentice Hall

ISBN: 9780131422728

Category: Production management

Page: 117

View: 1400

A text/CD-ROM introduction to operations management, organized around 10 critical decisions in practice. Part I introduces concepts, and Part II describes designing operations. Part III describes managing operations in terms of performance, and Part IV outlines analytical techniques for decision making. Pedagogical features include margin notes, worked examples, critical thinking exercises, and database application problems. Also includes 46 case studies, global company profiles, boxed readings from newspapers, and video cases. The CD-ROM contains slides of main points, quizes, and simulation software. Annotation copyrighted by Book News, Inc., Portland, OR