Please can you bring to the attention of your colleagues the following
local group meeting.
Date - Thursday 26th October 2000
Time - 1730pm
Veune - Lecture Theatre G11 Percy Building (University of Newcastle)
Title: FORECASTING IN THE NEW MILLENNIUM
Speaker: Dr Chris Chatfield
Department of Mathematical Sciences, University of Bath, Bath, BA2 7AY, U.K.
Abstract: The talk will review the many different time-series forecasting
methods available, ranging from simple (univariate) extrapolation methods
through to (multivariate) vector ARMA models. Some general recommendations
are made on choosing a suitable method, illustrated by real examples.
A selective review of recent research on time-series forecasting will be
given. This will include: (1) Forecasting competitions; (2) Non-linear models
including neural networks; (3) Model-selection biases; (4) The calculation
of prediction intervals.
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Dr Elaine Martin
Reader in Industrial Statistics
Foresight Centre for Process Analytics and Control Technology (CPACT)
Merz Court
University of Newcastle
Newcastle upon Tyne. NE1 7RU. UK.
Tel: +44 191 222 6231
Fax: +44 191 222 5748
email: [log in to unmask]
Web: www.ncl.ac.uk/cpact/
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