Scribd
Upload
560 views3 pages

Wiley - Student Solutions Manual To Accompany Introduction To Time Series Analysis and Forecasting - 978-0-470-43574-8

This document provides a description of a student solutions manual for an introduction to time series analysis and forecasting textbook. The solutions manual accompanies the textbook and provides students with solutions to exercises at the end of each chapter in the textbook.

Uploaded by

Alok Kumar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
560 views3 pages

Wiley - Student Solutions Manual To Accompany Introduction To Time Series Analysis and Forecasting - 978-0-470-43574-8

This document provides a description of a student solutions manual for an introduction to time series analysis and forecasting textbook. The solutions manual accompanies the textbook and provides students with solutions to exercises at the end of each chapter in the textbook.

Uploaded by

Alok Kumar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 3

To purchase this product, please visit https://www.wiley.

com/en-us/9780470435748

Student Solutions Manual to Accompany


Introduction to Time Series Analysis and
Forecasting
Douglas C. Montgomery, Cheryl L. Jennings, Murat Kulahci, Rachel T. Johnson
(Photographer), James R. Broyles, Christopher J. Rigdon

Paperback 978-0-470-43574-8 March 2009 Print-on- $42.95


demand

DESCRIPTION

An accessible introduction to the most current thinking in and practicality of forecasting techniques in the context of time-

oriented data

Analyzing time-oriented data and forecasting are among the most important problems that analysts face across many fields, ranging

from finance and economics to production operations and the natural sciences. As a result, there is a widespread need for large

groups of people in a variety of fields to understand the basic concepts of time series analysis and forecasting. Introduction to Time
Series Analysis and Forecasting presents the time series analysis branch of applied statistics as the underlying methodology for

developing practical forecasts, and it also bridges the gap between theory and practice by equipping readers with the tools needed to

analyze time-oriented data and construct useful, short- to medium-term, statistically based forecasts.

Seven easy-to-follow chapters provide intuitive explanations and in-depth coverage of key forecasting topics, including:

Regression-based methods, heuristic smoothing methods, and general time series models

Basic statistical tools used in analyzing time series data

•
Metrics for evaluating forecast errors and methods for evaluating and tracking forecasting performanceover time

Cross-section and time series regression data, least squares and maximum likelihood model fitting, model adequacy checking,

prediction intervals, and weighted and generalized least squares

Exponential smoothing techniques for time series with polynomial components and seasonal data

Forecasting and prediction interval construction with a discussion on transfer function models as well as intervention modeling and

analysis

Multivariate time series problems, ARCH and GARCH models, and combinations of forecasts

The ARIMA model approach with a discussion on how to identify and fit these models for non-seasonal and seasonal time

series

The intricate role of computer software in successful time series analysis is acknowledged with the use of Minitab, JMP, and SAS
software applications, which illustrate how the methods are imple-mented in practice. An extensive FTP site is available for readers

to obtain data sets, Microsoft Office PowerPoint slides, and selected answers to problems in the book. Requiring only a basic

working knowledge of statistics and complete with exercises at the end of each chapter as well as examples from a wide array of

fields, Introduction to Time Series Analysis and Forecasting is an ideal text for forecasting and time series coursesat the advanced

undergraduate and beginning graduate levels. The book also serves as an indispensablereference for practitioners in business,

economics, engineering, statistics, mathematics, and the social, environmental, and life sciences.

ABOUT THE AUTHOR

Douglas C. Montgomery, PhD, is Regents' Professor of Industrial Engineering and Statistics at Arizona State University. Dr.

Montgomery has over thirty years of academic and consulting experience and has devoted his research to engineering statistics,

specifically the design and analysis of experiments, statistical methods for process monitoring and optimization, and the analysis
of time-oriented data. He has authored or coauthored over 190 journal articles and eleven books, including Introduction to Linear

Regression Analysis, Fourth Edition and Generalized Linear Models: With Applications in Engineering and the Sciences, both

published by Wiley.

Cheryl L. Jennings, PhD, is a Process Design Consultant with Bank of America. An active member of both the American

Statistical Association and the American Society for Quality, her areas of research and professional interest include Six Sigma;
modeling and analysis; and process control and improvement. Dr. Jennings earned her PhD in industrial engineering from Arizona

State University.

Murat Kulahci, PhD, is Associate Professor in Informatics and Mathematical Modelling at the Technical University of Denmark. He

has authored or coauthored over thirty journal articles in the areas of time series analysis, design of experiments, and statistical

process control and monitoring.

SERIES

Wiley Series in Probability and Statistics

To purchase this product, please visit https://www.wiley.com/en-us/9780470435748

You might also like