9783319345680 - Robustness in Statistical Forecasting von Kharin, Yuriy (4 Ergebnisse)

Zustand: New. In.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Traditional procedures in the statistical forecasting of time series, which are proved to be optimal under the hypothetical model, are often not robust under relatively small distortions (misspecification, outliers, missing values, etc.), leading to actual forecast risks (mean square errors of prediction) that are much higher than the theoretical values. This monograph fills a gap in the literature on robustness in statistical forecasting, offering solutions to the following topical problems: - developing mathematical models and descriptions of typical distortions in applied forecasting problems; - evaluating the robustness for traditional forecasting procedures under distortions; - obtaining the maximal distortion levels that allow the 'safe' use of the traditional forecasting algorithms; - creating new robust forecasting procedures to arrive at risks that are less sensitive to definite distortion types.

Paperback. Zustand: Brand New. reprint edition. 372 pages. 9.30x6.20x0.84 inches. In Stock.

Taschenbuch. Zustand: Neu. Robustness in Statistical Forecasting | Yuriy Kharin | Taschenbuch | xvi | Englisch | 2016 | Springer | EAN 9783319345680 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.