Applied Regression Analysis: A Research Tool
Applied Regression Analysis: A Research Tool
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DOI：
10.1057/jors.1990.106
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发表时间：
1990-08
影响因子：
3.6
通讯作者：
M. Wisniewski
中科院分区：
文献类型：
--
作者：
M. Wisniewski
这本书的总体结构是合乎逻辑的，因为预测模型是根据它们对被预测序列的趋势、季节性、周期性和非规律性成分的适用性而分章收集的。尽管合乎逻辑，但这确实意味着，指数平滑模型并不是作为适用于特定预测环境的基本预测模型家族收集在一起的，而是根据所分析数据的特征的适用性而分布在整本书中的。就个人而言，这位评论家更喜欢预测家族的方法，但接受竞争对手可以有不同的想法！正如人们预计的那样，在573页中，几乎所有的传统预测模型都得到了描述，但贝叶斯预测方法的狂热爱好者将不得不寻找其他方法。这本书展示得很好，有许多具体的预测分析工具的实际例子和图表，如自相关函数和偏ACF的打印输出。如此庞大和全面的预测技术文本往往会将这本特定的出版物推向市场的参考端，而不是学生文本端。由于英国国内的预测主题有点令人不快，一方面是大学数学系教授的“时间序列分析”，另一方面是商学院的实用应用预测，而OR课程介于两者之间，这本书对普通学生来说确实有点过头了。
The general organization of the book is logical in that forecasting models are collected in chapters based on their applicability to trend, seasonality, cyclical and irregular components of the series being forecast. Although logical, this does mean that exponential smoothing models, for instance, are not collected together as a basic family of forecasting models appropriate for a particular forecasting environment but are distributed all over the book on the basis of the suitability of the characteristics of the data being analysed. Personally this reviewer prefers the forecasting family approach but accepts that competitors are permitted to think differently! As one would expect in 573 pages, virtually all the conventional forecasting models are described, but enthusiasts of Bayesian forecasting methods will have to look elsewhere. The book is well presented, with numerous practical examples and diagrams of specific forecasting tools of analysis such as printouts of autocorrelation functions and partial acfs Such a large and comprehensive text on forecasting techniques tends to push this particular publication towards the reference end of the market rather than the student text end. With the topic of forecasting within the UK sitting somewhat unhappily between'time series analysis' as taught within college mathematics departments on the one hand and practical, applied forecasting within business schools on the other, with OR courses fitting somewhere in between, this book really is a bit too much for the average student.