Wong Yiu Kei. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (leaves 68-70). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- The Importance of Multiple Forecasting and Examples --- p.2 / Chapter 1.2 --- Previous Literature on Prediction Interval and Simultaneous Prediction Interval --- p.3 / Chapter 1.3 --- Objectives --- p.7 / Chapter 2 --- The Holt-Winters forecasting procedure --- p.8 / Chapter 2.1 --- Exponential Smoothing --- p.8 / Chapter 2.2 --- Holt-Winters Forecasting Procedure --- p.10 / Chapter 2.2.1 --- Additive Holt-Winters Model --- p.14 / Chapter 2.2.2 --- Multiplicative Holt-Winters Model --- p.16 / Chapter 2.3 --- Some Practical Issues --- p.18 / Chapter 2.3.1 --- Choosing Starting Values --- p.19 / Chapter 2.3.2 --- Choosing the Smoothing Parameters --- p.20 / Chapter 3 --- Constructing Simultaneous Prediction Intervals Method --- p.23 / Chapter 3.1 --- Bonferroni Procedure --- p.24 / Chapter 3.2 --- The 'Exact' Procedure --- p.25 / Chapter 3.3 --- Summary --- p.25 / Chapter 3.4 --- Covariance of forecast errors --- p.26 / Chapter 3.4.1 --- Yar and Chatfield's approach --- p.26 / Chapter 3.4.2 --- "Koehler, Snyder and Ord Approach" --- p.28 / Chapter 3.5 --- Simulation Study --- p.31 / Chapter 4 --- An Illustrative Example --- p.37 / Chapter 5 --- Simulation --- p.56 / Chapter 5.1 --- Conclusion --- p.62 / Appendix --- p.64 / References --- p.68
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_325500 |
| Date | January 2006 |
| Contributors | Wong, Yiu Kei., Chinese University of Hong Kong Graduate School. Division of Statistics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, vii, 70 leaves : ill. ; 30 cm. |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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