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 I
INTRODUCTION
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
Exercises
PART II
FORECASTING 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 ANALYSIS
PART III
FORECASTING BY USING TIME SERIES REGRESSION,
DECOMPOSITION METHODS,
AND EXPONENTIAL SMOOTHING
CHAPTER 6
TIME SERIES REGRESSION
CHAPTER 7
DECOMPOSITION METHODS
CHAPTER 8
PART IV
FORECASTING BY USING BASIC TECHNIQUES
OF 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 MODELING
PART V
FORECASTING BY USING ADVANCED TECHNIQUES OF
THE 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
装 帧:平装
页 数:726
版 次:影印版
开 本:16
正文语种:英语