Title
Nichtparametrische Analyse und Prognose von Zeitreihen (Arbeiten zur Angewandten Statistik, 36) (German Edition),Used
Delivery time: 8-12 business days (International)
Any astronomer can predict just where every star will be at half past eleven tonight; he can make no such prediction about his daughter. James Truslow Adams, amerikanischer Historiker, 18781949 In der Zeitreihenanalyse spielt die Prognose zukiinftiger Werte eine wich tige Rolle. Je nach Anwendungsgebiet kann sie als Planungsund Steue rungshilfe, als Indikator von Fehlentwicklungen, zur Friiherkennung und Vorwarnung, aber auch zur Spekulation herangezogen werden. Dariiber hinaus ermoglichen die meisten Prognosetechniken das Ersetzen fehlender Werte innerhalb des Beobachtungszeitraumes. Statistische Vorhersagever fahren finden Verwendung in vielen wissenschaftlichen Disziplinen so beispielsweise in den Wirtschafts und Sozialwissenschaften, der Medizin, der Umweltforschung und der Hydrologie. Entstammen die beobachteten Zeitreihenwerte einem GauBprozeB, der durch Angabe seiner Mittelwertund Kovarianzfunktion charakterisiert ist, so geniigt es, die klassischen Verfahren anzuwenden. Hangen diese Funk tionen von endlich vielen Parametern ab, so konnen diese als Funktionen der Stichprobenautokovarianzen unter Regularitatsbedingungen asympto tisch effizient geschatzt werden. Die Prognosen sind dann zumeist lineare Funktionen der zuletzt beobachteten Zeitreihenwerte. Einleitung 2 Die Normalitatsannahme ist ftir Zeitreihendaten vor allem dann frag wiirdig, wenn der Verlauf der Reihe unregelmaf3ige Ausschlage aufweist, die sich von der Mehrzahl der Daten abheben. Wendet man ftir solche Zeitreihen dennoch ein auf der Normalitatsannahme beruhendes paramet risches Verfahren an, so verlieren die Schatzungen in aller Regel ihre Effi zienzeigenschaften. Da in der parametrischen Zeitreihenanalyse Prognosen iiblicherweise als Linearkombinationen einiger Werte vom Ende der Reihe berechnet werden, wobei die Schatzer als Koeffizienten eingehen, reduzie ren schlechte Parameterschatzungen im allgemeinen die Prognosegiite.
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Shipping & Returns
Shipping
We ship your order within 2–3 business days for USA deliveries and 5–8 business days for international shipments. Once your package has been dispatched from our warehouse, you'll receive an email confirmation with a tracking number, allowing you to track the status of your delivery.
Returns
To facilitate a smooth return process, a Return Authorization (RA) Number is required for all returns. Returns without a valid RA number will be declined and may incur additional fees. You can request an RA number within 15 days of the original delivery date. For more details, please refer to our Return & Refund Policy page.
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If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.
This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).
Warranty
We provide a 2-year limited warranty, from the date of purchase for all our products.
If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.
This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).
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Your payment information is processed securely. We do not store credit card details nor have access to your credit card information.
We accept payments with :
Visa, MasterCard, American Express, Paypal, Shopify Payments, Shop Pay and more.