Time Series Analysis and Forecasting with ADAM
Preface
1
Introduction
1.1
Forecasting process and forecasts evaluation
1.1.1
Measuring accuracy of point forecasts
1.1.2
Measuring uncertainty
1.1.3
Rolling origin
2
A short introduction to main statistical ideas
2.1
Theory of distributions
2.1.1
Normal distribution
2.1.2
Laplace distribution
2.1.3
S distribution
2.1.4
Generalised Normal distribution
2.1.5
Asymmetric Laplace distribution
2.1.6
Log Normal, Log Laplace, Log S and Log GN distributions
2.1.7
Inverse Gaussian distribution
3
Methods
4
Applications
4.1
Example one
4.2
Example two
5
Final Words
References
Published with bookdown
Time Series Analysis and Forecasting with ADAM
Chapter 3
Methods
We describe our methods in this chapter.