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Informationen zum Autor Robert Fildes is Distinguished Professor of Management Science in the School of Management, Lancaster University, Director of the Lancaster Centre for Forecasting and Honorary Fellow of the International Institute of Forecasters. He was co-founder in 1981 of the Journal of Forecasting and in 1985 of the International Journal of Forecasting (IJF). For 10 years from l988 he was Editor-in-Chief of the IJF. He was president of the International Institute of Forecasters between 2000 and 2004. His research interests are concerned with the comparative evaluation of different forecasting methods, the implementation of improved forecasting procedures in organizations and the design of forecasting systems. P. Geoffrey Allen is Professor at the Department of Resource Economics at University of Massachusetts Amherst. His research is on various aspects of decision-making under uncertainty and he is currently looking at econometric forecasting and time series analysis in general. Klappentext Forecasting has long been a core activity involving most if not all organizations. However, it is only relatively recently that it has become an area of intensive research. The earliest research was based in the core quantitative disciplines of statistics and econometrics. However, prior to 1981 there were relatively few articles whose primary focus was forecasting but with the founding of, first the Journal of Forecasting and then, in 1985, the International Journal of Forecasting, the field rapidly developed its own methodological perspectives. At its heart forecasting is concerned with evaluating alternative approaches to particular forecasting problems. Parts One and Two cover the core methodologies of forecasting. Part Three examines the evaluation of different forecasting methods and how to choose between them. Part Four includes studies that are specific to particular problem areas. Zusammenfassung With coverage of the methodologies! differing techniques and problem areas! this set brings together articles published in the past 30 years on the discipline of forecasting. Inhaltsverzeichnis VOLUME 1 PART ONE: SMOOTHING PHILOSOPHY Exponential Smoothing: The State of the Art - Everette Gardner Exponential Smoothing With an Adaptive Response Rate - D.W. Trigg and A.G. Leach Forecasting Trends in Time Series - Everette Gardner and Ed McKenzie Integration with Statistical Approaches A New Approach to Linear Filtering and Prediction Problems - Rudolf Kalman Understanding the Kalman Filter - Richard Meinhold and Nozer Singpurwalla Bayesian Forecasting - P.J. Harrison and C.F. Stevens A Unified View of Statistical Forecasting Procedures - Andrew Harvey Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models - Keith Ord, Anne Koehler and Ralph Snyder Univariate Analyses of Time Series Autoregressive Integrated Moving Average Models Box-Jenkins Seasonal Forecasting: Problems in a Case Study with Discussion - Chris Chatfield and David Prothero Outliers, Level Shifts, and Variance Changes in Time Series - Ruey Tsay Unit Root Testing Distribution of the Estimators for Autoregressive Time Series with a Unit Root - David Dickey and Wayne Fuller Trends and Random-Walks in Macroeconomic Time Series: Some Evidence and Implications - Charles Nelson and Charles Plosser Testing the Null Hypothesis of Stationarity against the Alternative of a Unit Root: How Sure Are We that Economic Time Series have a Unit Root? - Denis Kwiatkowski, Peter Phillips, Peter Schmidt and Yongcheol Efficient Tests for an Autoregressive Unit Root - Graham Elliott, Thomas Rothenberg and James Stock VOLUME 2 Psychologically-Based Approaches Formalising Judgment The Delphi Technique as a Forecasting Tool: Issues and Analysis - Gen...
