Forecasting and Analytics With the Augmented Dynamic Adaptive Model - Adam

Forecasting and Analytics with ADAM focuses on a time series model in Single Source of Error state space form, called "ADAM" (Augmented Dynamic Adaptive Model). The book demonstrates a holistic view to forecasting and time series analysis using dynamic models to solve real life problems.

List of contents

1. Introduction 2. Forecasts evaluation 3. Time series components and simple forecasting methods 4. Introduction to ETS 5. Pure additive ADAM ETS 6. Pure multiplicative ADAM ETS 7. General ADAM ETS model 8. Introduction to ARIMA 9. ADAM ARIMA 10. Explanatory variables in ADAM 11. Estimation of ADAM 12. Multiple frequencies in ADAM 13. Intermittent State Space Model 14. Model diagnostics 15. Model selection and combinations in ADAM 16. Handling uncertainty in ADAM 17. Scale model for ADAM 18. Forecasting with ADAM 19. Forecasting functions of the smooth package 20. What’s next?

Summary

Forecasting and Analytics with ADAM focuses on a time series model in Single Source of Error state space form, called “ADAM” (Augmented Dynamic Adaptive Model). The book demonstrates a holistic view to forecasting and time series analysis using dynamic models to solve real life problems.

Product details

• Authors: Ivan Svetunkov, Ivan (Lancaster University Svetunkov
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Hardback
• Released: 17.11.2023
• EAN: 9781032590370
• ISBN: 978-1-0-3259037-0
• No. of pages: 466
• Subjects: Social sciences, law, business > Business > General, dictionaries; MATHEMATICS / Probability & Statistics / General, Economic statistics, Probability & statistics, Mathematical & statistical software, Probability and statistics, Econometrics and economic statistics, Mathematical and statistical software, ARIMA, ETS, R, Time Series