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Forecasting and Time Series Analysis, by Douglas C. Montgomery, Lynwood Albert Johnson
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This practical, user-oriented second edition describes how to use statistical modeling and analysis methods for forecasting and prediction problems. Statistical and mathematical terms are introduced only as they are needed, and every effort has been made to keep the mathematical and statistical prerequisites to a minimum. Every technique that is introduced is illustrated by fully worked numerical examples. Not only is the coverage of traditional forecasting methods greatly expanded in this new edition, but a number of new techniques and methods are covered as well.
- Sales Rank: #4041945 in Books
- Published on: 1976-02-01
- Ingredients: Example Ingredients
- Original language: English
- Number of items: 1
- Binding: Hardcover
- 288 pages
Most helpful customer reviews
1 of 4 people found the following review helpful.
badly dated text with some virtues
By Roger Bagula
The copy I have is one dropped by a library.
Why, you ask?
What it lacks in current time series analysis:
1) Fourier analysis
2) Lyapunov analysis
3) fractal scaling laws
4) Levy flights
5) Hurst exponents
It's sort of like a book on how to make buggy whips
in 1920?
So what are it's virtues? It gives methods that were used
before Dr. Mandelbrot changed everything
( and which are used still by a lot of insurance actuaries).
Basic old fashioned math that hasn't changed.
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