DeLurgio, Stephen A.

Forecasting principles and applications / Stephen A. DeLurgio - 1st ed - Boston : Irwin/McGraw-Hill, ©1998. - xxviii, 802 p. : ill. ; 26 cm.

Includes index.

Contents: Foundations of forecasting: Planning and forecasting -- Statistical fundamentals for forecasting -- Simple linear regression analysis -- Univariate methods: Simple smoothing methods -- Decomposition methods and seasonal indexes -- Trend-seasonal and Holt-Winters smoothing -- Univariate ARIMA methods: Univariate ARIMA models: Introduction -- ARIMA applications -- ARIMA forecast intervals -- Multivariate / causal methods: Multiple regression of time series -- Econometric methods -- ARIMA intervention analysis -- Multivariate transfer functions -- Cyclical, qualitative and artificial intelligence methods: Cyclical forecasting forecasting methods -- Technological and qualitative forecasting methods: Long-term forecasting -- Artificial neural networks, expert systems and genetic algorithms -- Combining, validation and managerial issues: Control, validation and combining methods -- Mehtod characteristics, accuracy and data sources -- Appendix A: Forecasting data sources -- Appendix B: Outlier detection and adjustment procedures -- Appendix C: Student t-distribution -- Appendix D: Areas of the standard normal distribution -- Appendix E: Critical values of chi-square -- Appendix F: The F- distribution for a=.05 and a=.01 (bold) for many possible degrees of freedom -- Appendix G: Critical values of the Durbin-Watson test statistics for a=.05.

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Forecasting --Mathematical models.
Forecasting --Statistical methods.
Prognoses.

H61.4 .D45