The Dynamics of Adaptive Forecasting Models
Author : Richard Nolan Day
Publisher :
Page : 212 pages
File Size : 37,96 MB
Release : 1969
Category :
ISBN :
Author : Richard Nolan Day
Publisher :
Page : 212 pages
File Size : 37,96 MB
Release : 1969
Category :
ISBN :
Author : Ivan Svetunkov
Publisher : CRC Press
Page : 494 pages
File Size : 21,86 MB
Release : 2023-11-17
Category : Mathematics
ISBN : 1000992713
Forecasting and Analytics with the Augmented Dynamic Adaptive Model (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, explaining how a variety of instruments can be used to solve real life problems. At the moment, there is no other tool in R or Python that would be able to model both intermittent and regular demand, would support both ETS and ARIMA, work with explanatory variables, be able to deal with multiple seasonalities (e.g. for hourly demand data) and have a support for automatic selection of orders, components and variables and provide tools for diagnostics and further improvement of the estimated model. ADAM can do all of that in one and the same framework. Given the rising interest in forecasting, ADAM, being able to do all those things, is a useful tool for data scientists, business analysts and machine learning experts who work with time series, as well as any researchers working in the area of dynamic models. Key Features: • It covers basics of forecasting, • It discusses ETS and ARIMA models, • It has chapters on extensions of ETS and ARIMA, including how to use explanatory variables and how to capture multiple frequencies, • It discusses intermittent demand and scale models for ETS, ARIMA and regression, • It covers diagnostics tools for ADAM and how to produce forecasts with it, • It does all of that with examples in R.
Author : Jacob Mincer
Publisher :
Page : 98 pages
File Size : 49,59 MB
Release : 1967
Category : Economic forecasting
ISBN :
Author : Mike West
Publisher : Springer Science & Business Media
Page : 736 pages
File Size : 40,94 MB
Release : 1989
Category : Business & Economics
ISBN :
The principles, models and methods of Bayesian forecasting have been developed extensively during the last twenty years. Much progress has been made with mathematical and statistical aspects of forecasting models and related techniques, and experience has been gained through application in a variety of areas in commercial and industrial, scientific and socio-economic fields. Indeed much of the technical development has been driven by the needs of forecasting practitioners. There now exists a relatively complete statistical and mathematical framework that is described and illustrated here for the first time in book form, presenting our view of this approach to modelling and forecasting. The book provides a self-contained text for advanced university students and research workers in business, economic and scientific disciplines, and forecasting practitioners. The material covers mathematical and statistical features of Bayesian analyses of dynamic models, with illustrations, examples and exercises in each chapter. In order that the ideas and techniques of Bayesian forecasting be accessible to students, research workers and practitioners alike, the book includes a number of examples and case studies involving real data, generously illustrated using computer generated graphs. These examples provide issues of modelling, data analysis and forecasting.
Author : Demetrios Maroulis
Publisher :
Page : 444 pages
File Size : 38,34 MB
Release : 1979
Category :
ISBN :
Author : Ivan Svetunkov
Publisher : CRC Press
Page : 579 pages
File Size : 48,79 MB
Release : 2023-11-08
Category : Mathematics
ISBN : 1000992780
Forecasting and Analytics with the Augmented Dynamic Adaptive Model (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, explaining how a variety of instruments can be used to solve real life problems. At the moment, there is no other tool in R or Python that would be able to model both intermittent and regular demand, would support both ETS and ARIMA, work with explanatory variables, be able to deal with multiple seasonalities (e.g. for hourly demand data) and have a support for automatic selection of orders, components and variables and provide tools for diagnostics and further improvement of the estimated model. ADAM can do all of that in one and the same framework. Given the rising interest in forecasting, ADAM, being able to do all those things, is a useful tool for data scientists, business analysts and machine learning experts who work with time series, as well as any researchers working in the area of dynamic models. Key Features: • It covers basics of forecasting, • It discusses ETS and ARIMA models, • It has chapters on extensions of ETS and ARIMA, including how to use explanatory variables and how to capture multiple frequencies, • It discusses intermittent demand and scale models for ETS, ARIMA and regression, • It covers diagnostics tools for ADAM and how to produce forecasts with it, • It does all of that with examples in R.
Author : archer mcwhorter
Publisher :
Page : 27 pages
File Size : 37,66 MB
Release : 1973
Category :
ISBN :
Author : Steven F. Railsback
Publisher : Princeton University Press
Page : 195 pages
File Size : 32,5 MB
Release : 2020-05-19
Category : Science
ISBN : 0691195374
Ecologists now recognize that the dynamics of populations, communities, and ecosystems are strongly affected by adaptive individual behaviors. Yet until now, we have lacked effective and flexible methods for modeling such dynamics. Traditional ecological models become impractical with the inclusion of behavior, and the optimization approaches of behavioral ecology cannot be used when future conditions are unpredictable due to feedbacks from the behavior of other individuals. This book provides a comprehensive introduction to state- and prediction-based theory, or SPT, a powerful new approach to modeling trade-off behaviors in contexts such as individual-based population models where feedbacks and variability make optimization impossible. Modeling Populations of Adaptive Individuals features a wealth of examples that range from highly simplified behavior models to complex population models in which individuals make adaptive trade-off decisions about habitat and activity selection in highly heterogeneous environments. Steven Railsback and Bret Harvey explain how SPT builds on key concepts from the state-based dynamic modeling theory of behavioral ecology, and how it combines explicit predictions of future conditions with approximations of a fitness measure to represent how individuals make good—not optimal—decisions that they revise as conditions change. The resulting models are realistic, testable, adaptable, and invaluable for answering fundamental questions in ecology and forecasting ecological outcomes of real-world scenarios.
Author : D. van der Hoeven
Publisher :
Page : 12 pages
File Size : 45,3 MB
Release : 1963
Category :
ISBN :
Author : S. Yadavendra Babu
Publisher : LAP Lambert Academic Publishing
Page : 168 pages
File Size : 20,2 MB
Release : 2013
Category :
ISBN : 9783659478918
In The present book Chapter - I is an introductory one. It contains the general introduction about the problem of forecasting besides objectives and organization of the research.Chapter - II describes the various basic forecasting models such as Naive, Moving averages, Simple smoothing, Double moving averages and Double smoothing, triple smoothing and adaptive smoothing forecasting models. Chapter - III deals with the Adaptive, Filtering and Combination for forecasting techniques. Chapter - IV gives the need for exponential smoothing forecasting model along with model selection criterion. Chapter - V presents the presents the various autoregressive forecasting models such as ARMA, ARIMA and STARMA models with their link with dynamic linear models .Chapter - VI proposes some new forecasting techniques in econometrics. Chapter - VII epitomizes the conclusions based on the present book..Several relevant articles regarding the forecasting techniques have been presented under a separate title 'BIBLIOGRAPHY'.