numeral foretelling USING THE BOX-JENKINS methodological analysis proficient BRIEFING JOSEPH GEORGE CALDWELL, PHD © 2007 JOSEPH GEORGE CALDWELL. ALL RIGHTS RESERVED. affix AT INTERNET WEBSITES http://www.foundationwebsite.org AND http://www.foundation.bw . may BE COPIED OR REPOSTED FOR NONCOMMERCIAL USE, WITH ATTRIBUTION. Note: The document The Box-Jenkins prognostication Technique, stick on at http://www.foundationwebsite.org/BoxJenkins.htm , presents a nontechnical interpretation of the Box-Jenkins methodology. For a technical description of the Box-Jenkins approach, see the document, TIMES Box-Jenkins prognostication System, stick on at http://www.foundationwebsite.org/TIMESVol1TechnicalBackground.htm . A computer political platform that quarter be used to develop a freehanded severalise of Box-Jenkins models is posted at the Foundation website, http://www.foundationwebsite.org (6 February 2009). BRIEFING parkway MAP 1. MATHEMATICAL f orebode CONCEPTS (20-30 MINUTES) 2. TECHNICAL INTRODUCTION TO THE BOX-JENKINS methodological analysis (20-30) 3. FORECASTING ACCURACY COMPARISONS (5-10) 4. illustration BUILDING WITH THE BOX-JENKINS METHODOLOGY (40-60) 5. finish TO econometric AND CONTROL PROBLEMS (10-15) 1.
MATHEMATICAL FORECASTING CONCEPTS MATHEMATICAL FORECASTING METHODOLOGY (FORECASTER) BASED ON A MATHEMATICAL theoretical account OF THE PROCESS TWO APPROACHES sham designation (INTUITIVE, heuristic rule) sham BUILDING (THEORETICAL FOUNDATION) HEURISTIC FORECASTERS A occurrence MODEL IS FITTED TO DATA EXAMPLES: MOVI NG AVERAGE EXPONENTIAL SMOOTHING TRENDS, C! URVES, HARMONICS, PATTERNS skilful FIT ? upright FORECAST? strong MODEL ? GOOD FORECAST NEED TO BUILD A GOOD MODEL MODEL BUILDING lead A COMPREHENSIVE illuminate OF MODELS IDENTIFICATION FITTING DIAGNOSTIC CHECKING REPEAT UNTIL able MODEL CONSTRUCTED CLASSES OF MODELS (FOR PREDICTION AND CONTROL) ECONOMETRIC MODELS DYNAMIC CAUSAL MODEL (MANY VARIABLES) ...If you fate to get a full essay, order it on our website: BestEssayCheap.com
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