Forecasting: a challenge for true statisticians
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | German |
| Published: |
Lohmar [u.a.]
Eul
2010
|
| Edition: | 1. Aufl. |
| Series: | Reihe: Economy and Labour
16 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis Klappentext |
| Physical Description: | XIV, 151 S. Ill., graph. Darst. |
| ISBN: | 9783844100099 3899369033 |
Staff View
MARC
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Record in the Search Index
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| adam_text | IMAGE 1
TABLE OF CONTENTS
PREFACE V
TABLE OF FIGURES IX
TABLE OF CHARTS XI
TABLE OF ABBREVIATIONS XIII
1 INTRODUCTION TO THE CUSTOMER ORIENTED HOLISTIC NETWORKED LOGISTICS
CHNL 1
1.1 CONTENTS OF THE CHNL 2
1.2 HISTORIC DEVELOPMENT OF THE PROBLEM 3
2 BASICS OF TIME SERIES AND THEIR FORECAST 5
2.1 FUNDAMENTALS OF TIME SERIES 5
2.2 CHARACTERISTICS OF TIME SERIES 6
2.2.1 ARRANGEMENT WITH THE LENGTH OF THE TIME SERIES 7
2.2.2 ARRANGEMENT WITH THE KIND OF APPEARANCE OF THE MEASUREMENTS 7
2.3 NOTEWORTHY THINGS WITH FORECASTING TIME SERIES 7
2.4 THEORETICAL BASICS FOR FORECASTING TIME SERIES 8
2.4.1 EXPLANATION OF AUTOCORRELATION AND ITS GRAPHICAL DEPICTING 8
2.4.2 EXPLANATION OF SOME DIFFERENT TYPES OF MODELS 10
2.5 OUTLIERS 13
3 TIME SERIES ANALYSIS OF REGULAR TIME SERIES WITH THE SCA-SYSTEM 15
3.1 BASICS OF THE BOX-JENKINS METHOD (BJM) 15
3.2 THE UNIVARIATE ARMA/ARIMA AND SARMA/SARIMA MODEL 16
3.3 BASICS OF THE SCA-SOFTWARE 18
3.4 INSTALLATION OFTHESCA-STATISTICAL SYSTEM 19
3.5 WORKING WITH THE SCA-SYSTEM ACCORDING TO INPUT-PROCESS-OUTPUT (IPO)
20
3.5.1 THE SYSTEM COMMAND DRIVEN BY PARAGRAPHS 23
3.5.2 MODELING AND FORECASTING WITH THE INPUT WINDOW SYSTEM 42
3.5.2.1 AUTOMATIC MODELING WITH THE INPUT WINDOW SYSTEM 46
3.5.2.2 USER DEFINED MODELING WITH THE INPUT WINDOW SYSTEM 50
3.5.3 MODELING AND FORECASTING WITH THE SYSTEM COMMAND DRIVEN BY
MACROS 53
3.5.3.1 THE TASK MENU ITEM OF SCA-WORKBENCH 54
3.5.3.2 IMPORTANT OPTIONS OF THE TASK MENU 57
BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/1009781278
DIGITALISIERT DURCH
IMAGE 2
VIII TABLE OF CONTENTS
4 GRAPHICAL DEPICTING OF TIME SERIES WITH THE SCAGRAF TOOL 69
5 RECOMMENDATIONS FOR WORKING WITH THE SCA-SYSTEM 85
5.1 RECOMMENDATION FOR DATA INPUT 86
5.2 RECOMMENDATION FOR DATA PROCESSING 86
5.3 RECOMMENDATION FOR THE DATA OUTPUT 88
5.4 RECOMMENDATION FOR THE STANDARD REPORT 88
6 CASE STUDIES WITH THE SCA-SYSTEM FOR REGULAR TIME SERIES IN THE CHNL
97
6.1 FORECASTING TIME SERIES SAM1 97
6.2 ANALYZING AND FORECASTING TIME SERIES SAM2 105
7 SUMMARY AND OUTLOOK 113
APPENDIX 115
APPENDIX 1: GUIDE FOR TRANSLATING ARIMA/SARIMA MODELS INTO
SCA-CONVENTION 115
APPENDIX 2: OUTPUT FILE FOR TIME SERIES ROEHM 116
APPENDIX 3: DATA MACRO AND OUTPUT FILE FOR TIME SERIES SAM1 126
APPENDIX 4: DATA MACRO AND OUTPUT FILE FOR TIME SERIES SAM2 139
APPENDIX 5: FORECASTING IRREGULAR TIME SERIES 146
REFERENCES 149
At all times, looking into the future and knowing what is happening has been a dream of mankind. As
a symbol for this attempt the Oracle of Delphi is the best proof and until today the Delphi-Method is
an important decision support tool.
Despite of all methods and procedures to make forecasting a high level of responsibility, seriousness
and professionalism of all the involved people is an absolute necessity. Today, unfortunately we often
have the situation where those who are putting society at risk are no true statisticians , merely
people using statistics either without understanding them or in a self-serving manner. This is not a
joke, this is criminal!
In the present contribution, the 16th volume of the publication series Economy and Labour with
the title Forecasting: A Challenge for True Statisticians , a scientific, well proofed method of mathe¬
matical statistics for Time Series Analysis and Forecasting is presented. It is one of the mathemati¬
cally oriented methods and procedures of Customer-oriented-Hollstic-Netted-Logistics CHNL
described in this publication series.
In the present volume an important forecasting tool is described and its power is impressively shown
by case studies using the SCA-Software system.
|
| any_adam_object | 1 |
| author | Nollau, Hans-Georg 1946- Zech, Carmen |
| author_GND | (DE-588)124597610 |
| author_facet | Nollau, Hans-Georg 1946- Zech, Carmen |
| author_role | aut aut |
| author_sort | Nollau, Hans-Georg 1946- |
| author_variant | h g n hgn c z cz |
| building | Verbundindex |
| bvnumber | BV037245460 |
| classification_rvk | QH 237 QP 530 |
| ctrlnum | (OCoLC)724386227 (DE-599)DNB1009781278 |
| dewey-full | 658.4033 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 658 - General management |
| dewey-raw | 658.4033 |
| dewey-search | 658.4033 |
| dewey-sort | 3658.4033 |
| dewey-tens | 650 - Management and auxiliary services |
| discipline | Wirtschaftswissenschaften |
| edition | 1. Aufl. |
| format | Book |
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| id | DE-604.BV037245460 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:54:20Z |
| institution | BVB |
| isbn | 9783844100099 3899369033 |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021158881 |
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| physical | XIV, 151 S. Ill., graph. Darst. |
| publishDate | 2010 |
| publishDateSearch | 2010 |
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| publisher | Eul |
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| series | Reihe: Economy and Labour |
| series2 | Reihe: Economy and Labour |
| spelling | Nollau, Hans-Georg 1946- Verfasser (DE-588)124597610 aut Forecasting a challenge for true statisticians Hans-Georg Nollau ; Carmen Zech 1. Aufl. Lohmar [u.a.] Eul 2010 XIV, 151 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Reihe: Economy and Labour 16 Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Prognose (DE-588)4047390-9 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 s Prognose (DE-588)4047390-9 s Ökonometrie (DE-588)4132280-0 s DE-604 Zech, Carmen Verfasser aut Reihe: Economy and Labour 16 (DE-604)BV017157071 16 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=021158881&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Passau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=021158881&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext |
| spellingShingle | Nollau, Hans-Georg 1946- Zech, Carmen Forecasting a challenge for true statisticians Reihe: Economy and Labour Zeitreihenanalyse (DE-588)4067486-1 gnd Prognose (DE-588)4047390-9 gnd Ökonometrie (DE-588)4132280-0 gnd |
| subject_GND | (DE-588)4067486-1 (DE-588)4047390-9 (DE-588)4132280-0 |
| title | Forecasting a challenge for true statisticians |
| title_auth | Forecasting a challenge for true statisticians |
| title_exact_search | Forecasting a challenge for true statisticians |
| title_full | Forecasting a challenge for true statisticians Hans-Georg Nollau ; Carmen Zech |
| title_fullStr | Forecasting a challenge for true statisticians Hans-Georg Nollau ; Carmen Zech |
| title_full_unstemmed | Forecasting a challenge for true statisticians Hans-Georg Nollau ; Carmen Zech |
| title_short | Forecasting |
| title_sort | forecasting a challenge for true statisticians |
| title_sub | a challenge for true statisticians |
| topic | Zeitreihenanalyse (DE-588)4067486-1 gnd Prognose (DE-588)4047390-9 gnd Ökonometrie (DE-588)4132280-0 gnd |
| topic_facet | Zeitreihenanalyse Prognose Ökonometrie |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=021158881&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=021158881&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV017157071 |
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