预测与时间序列(英文版第3版)/经典原版书库 (平装)

图书标准信息

• 作者 [美]鲍尔曼、[美]奥康奈尔 著
• 出版社 机械工业出版社
• 出版时间 2003-07
• 版次 3
• ISBN 9787111124108
• 定价 89.00元
• 装帧 平装
• 开本 16开
• 纸张 胶版纸
• 页数 726页
• 正文语种 英语
• 丛书 经典原版书库

【内容简介】

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。

【目录】

PARTI
INTRODUCTION
CHAPTER1
ANINTRODUCTIONTOFORECASTING2
1.1Introduction
1.2ForecastingandTimeSeries
1.3ForecastingMethods
1.4ErrorsinForecasting
1.5ChoosingaForecastingTechnique
1.6AnOverviewofQuantitativeForecastingTechniques
1.7ComputerPackages:MinitabandSAS
Exercises
CHAPTER2
BASICSTATISTICALCONCEPTS
2.1Populations
2.2Probability
2.3RandomSamplesandSampleStatistics
2.4ContinuousProbabilityDistributions
2.5TheNormalProbabilityDistribution
2.6Thet-Distribution,theF-Distribution,andtheChi-SquareDistribution
2.7ConfidenceIntervalsforaPopulationMean
2.8HypothesisTestingforaPopulationMean
Exercises
PARTII
FORECASTINGBYUSINGREGRESSIONANALYSIS
CHAPTER3
SIMPLELINEARREGRESSION
3.1TheSimpleLinearRegressionModel
3.2TheLeastSquaresPointEstimates
3.3PointEstimatesandPointPredictions
3.4ModelAssumptions,theMeanSquareError,andtheStandardError
3.5TestingtheSignificanceoftheIndependentVariable
3.6AConfidenceIntervalforaMeanValueoftheDependentVariableanda
PredictionIntervalforanIndividualValueoftheDependentVariable
3.7SimpleCoefficientsofDeterminationandCorrelation
3.8AnF-TestfortheSimpleLinearRegressionModel
3.9UsingtheComputer
Exercises
CHAPTER4
MULTIPLEREGRESSION
CHAPTER5
TOPICSINREGRESSIONANALYSIS
PARTIII
FORECASTINGBYUSINGTIMESERIESREGRESSION,
DECOMPOSITIONMETHODS,
ANDEXPONENTIALSMOOTHING
CHAPTER6
TIMESERIESREGRESSION
CHAPTER7
DECOMPOSITIONMETHODS
CHAPTER8
PARTIV
FORECASTINGBYUSINGBASICTECHNIQUES
OFTHEBOX-JENKINSMETHODOLOGY
CHAPTER9
NONSEASONALBOX-JENKINSMODELS
ANDTHEIRTENTATIVEIDENTIFICATION
CHAPTER10
ESTIMATION,DIAGNOSTICCHECKING,ANDFORECASTING
FORNONSEASONALBOX-JENKINSMODELS
CHAPTER11
ANINTRODUCTIONTO
BOX-JENKINSSEASONALMODELING
PARTV
FORECASTINGBYUSINGADVANCEDTECHNIQUESOF
THEBOX-JENKINSMETHODOLOGY
CHAPTER12
GENERALBOX-JENKINSSEASONALMODELING
CHAPTER13
USINGTHEBOX-JENKINSMETHODOLOGYTO
IMPROVETIMESERIESREGRESSIONMODELS
CHAPTER14
TRANSFERFUNCTIONSANDINTERVENTIONMODELS
APPENDIXA
STATISTICALTABLES
APPENDIXB
REFERENCES