Time-Series Forecasting

by Chris Chatfield

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 modelling to multivariate methods and including recent arrivals, such as GARCH models, neural networks,...

• Format: Hardcover
• Language: English
• ISBN: 1584880635
• ISBN13: 9781584880639
• Release Date: October 2000
• Publisher: CRC Press
• Length: 280 Pages
• Weight: 1.26 lbs.
• Dimensions: 0.8" x 6.4" x 9.5"