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Seven easy-to-follow chapters provide intuitive explanations and in-depth coverage of key forecasting topics, including: Regression-based methods, heuristic smoothing methods, and general time series models Basic statistical tools used in analyzing time series data Metrics for evaluating forecast errors and methods for evaluating and tracking forecasting performance over time Cross-section and time series regression data, least squares and maximum likelihood model fitting, model adequacy checking, prediction intervals, and weighted and generalized least squares Exponential smoothing techniques for time series with polynomial components and seasonal data Forecasting and prediction interval construction with a discussion on transfer function models as well as intervention modeling and analysis Multivariate time series problems, ARCH and GARCH models, and combinations of forecasts The ARIMA model approach with a discussion on how to identify and fit these models for non-seasonal and seasonal time series The intricate role of computer software in successful time series analysis is acknowledged with the use of Minitab, JMP, and SAS software applications, which illustrate how the methods are imple-mented in practice. 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The book also serves as an indispensable reference for practitioners in business, economics, engineering, statistics, mathematics, and the social, environmental, and life sciences. show more Seven easy-to-follow chapters provide intuitive explanations and in-depth coverage of key forecasting topics, including: Regression-based methods, heuristic smoothing methods, and general time series models Basic statistical tools used in analyzing time series data Metrics for evaluating forecast errors and methods for evaluating and tracking forecasting performanceover time Cross-section and time series regression data, least squares and maximum likelihood model fitting, model adequacy checking, prediction intervals, and weighted and generalized least squares Exponential smoothing techniques for time series with polynomial components and seasonal data Forecasting and prediction interval construction with a discussion on transfer function models as well as intervention modeling and analysis Multivariate time series problems, ARCH and GARCH models, and combinations of forecasts The ARIMA model approach with a discussion on how to identify and fit these models for non-seasonal and seasonal time series The intricate role of computer software in successful time series analysis is acknowledged with the use of Minitab, JMP, and SAS software applications, which illustrate how the methods are imple-mented in practice. The book also serves as an indispensablereference for practitioners in business, economics, engineering, statistics, mathematics, and the social, environmental, and life sciences. show more Dr. Montgomery has over thirty years of academic and consulting experience and has devoted his research to engineering statistics, specifically the design and analysis of experiments, statistical methods for process monitoring and optimization, and the analysis of time-oriented data. He has authored or coauthored over 190 journal articles and eleven books, including Introduction to Linear Regression Analysis, Fourth Edition and Generalized Linear Models: With Applications in Engineering and the Sciences, both published by Wiley. Cheryl L. Jennings, PhD, is a Process Design Consultant with Bank of America. An active member of both the American Statistical Association and the American Society for Quality, her areas of research and professional interest include Six Sigma; modeling and analysis; and process control and improvement. Dr. Jennings earned her PhD in industrial engineering from Arizona State University. Murat Kulahci, PhD, is Associate Professor in Informatics and Mathematical Modelling at the Technical University of Denmark. He has authored or coauthored over thirty journal articles in the areas of time series analysis, design of experiments, and statistical process control and monitoring. show more We're featuring millions of their reader ratings on our book pages to help you find your new favourite book.To calculate the overall star rating and percentage breakdown by star, we don’t use a simple average. Instead, our system considers things like how recent a review is and if the reviewer bought the item on Amazon. It also analyses reviews to verify trustworthiness. 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