Robustness in Statistical Forecasting (Record no. 96483)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03323nam a22004935i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-319-00840-0 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20140220082839.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 130903s2013 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783319008400 |
| -- | 978-3-319-00840-0 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-3-319-00840-0 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA276-280 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBT |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT029000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.5 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Kharin, Yuriy. |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Robustness in Statistical Forecasting |
| Medium | [electronic resource] / |
| Statement of responsibility, etc | by Yuriy Kharin. |
| 264 #1 - | |
| -- | Cham : |
| -- | Springer International Publishing : |
| -- | Imprint: Springer, |
| -- | 2013. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XVI, 356 p. 47 illus. |
| Other physical details | online resource. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Preface -- Symbols and Abbreviations -- Introduction -- A Decision-Theoretic Approach to Forecasting -- Time Series Models of Statistical Forecasting -- Performance and Robustness Characteristics in Statistical Forecasting -- Forecasting under Regression Models of Time Series -- Robustness of Time Series Forecasting Based on Regression Models -- Optimality and Robustness of ARIMA Forecasting -- Optimality and Robustness of Vector Autoregression Forecasting under Missing Values -- Robustness of Multivariate Time Series Forecasting Based on Systems of Simultaneous Equations -- Forecasting of Discrete Time Series -- Index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Distribution (Probability theory). |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematical statistics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Economics |
| General subdivision | Statistics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Engineering mathematics. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistical Theory and Methods. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Probability Theory and Stochastic Processes. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistics for Business/Economics/Mathematical Finance/Insurance. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Appl.Mathematics/Computational Methods of Engineering. |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Printed edition: |
| International Standard Book Number | 9783319008394 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-3-319-00840-0 |
| 912 ## - | |
| -- | ZDB-2-SMA |
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