
One of the most widely used tools in statistical forecasting, single equation regression models is examined here. A companion to the author's earlier work, Forecasting with Univariate Box-Jenkins Models: Concepts and Cases, the present text pulls together recent time series ideas and gives special
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Explains the concepts and use of univariate Box-Jenkins/ARIMA analysis and forecasting through 15 case studies. Cases show how to build good ARIMA models in a step-by-step manner using real data. Also includes examples of model misspecification. Provides guidance to alternative models and discusses
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Financial Risk Forecasting is a complete introduction to practical quantitative risk management, with a focus on market risk. Derived from the authors teaching notes and years spent training practitioners in risk management techniques, it brings together the three key disciplines of finance,
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Go beyond technique to master the difficult judgement calls of forecasting A variety of software can be used effectively to achieve accurate forecasting, but no software can replace the essential human component. You may be new to forecasting, or you may have mastered the statistical theory behind
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This book offers an in-depth and up-to-date review of different statistical tools that can be used to analyze and forecast the dynamics of two crucial for every energy company processes—electricity prices and loads. It provides coverage of seasonal decomposition, mean reversion, heavy-tailed
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Introduces the latest developments in forecasting in advanced quantitative data analysis This book presents advanced univariate multiple regressions, which can directly be used to forecast their dependent variables, evaluate their in-sample forecast values, and compute forecast values beyond the
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Financial market volatility forecasting is one of today's most important areas of expertise for professionals and academics in investment, option pricing, and financial market regulation. While many books address financial market modelling, no single book is devoted primarily to the exploration of
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The first and only exhaustive review of the theory, thermodynamic fundamentals, mechanisms, and design principles of dynamic covalent systems Dynamic Covalent Chemistry: Principles, Reactions, and Applications presents a comprehensive review of the theory, thermodynamic fundamentals, mechanisms,
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Why do earthquakes happen? What properties control the dynamic rupture and what are the processes at play? Chapters in the present volume capture the current state of the art by displaying an overview of the existing knowledge on the physics of dynamic faulting and promote multidisciplinary
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A sequel to Mobile Processing in Distributed and Open Environments, this title introduces an extended, universal WAVE-WP model for distributed processing and control in dynamic and open worlds of any natures. The new control theory and technology introduced in the book can be widely used for the
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Learn the latest techniques in programming sophisticated simulation systems This cutting-edge text presents the latest techniques in advanced simulation programming for interactive modeling and simulation of dynamic systems, such as aerospace vehicles, control systems, and biological systems. The
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