Table of content – Excel Forecasting Models for Business, Finance and IT

Introduction

1. Preliminaries

1.1 Excel basics

1.2 Elementary statistical tools

1.3 The role of error measurement

1.4 Data inspection and preparation

2. Forecasting rationale and basic ideas

1.1 Excel basics

2.1 Relationship between forecasting, planning and decision-making

2.2 Forecasting methods classification

2.3 Forecasting horizon

3. Understanding Basic Techniques

3.1 Averaging

3.2 Differencing

3.3 Transformations

3.4 Smoothing

4.Association between and within the time series

4.1 Correlation

4.2 Autocorrelation

4.3 Partial Autocorrelation

5. Fitting underlying trend and regression

5.1 Visualisation

5.2 Time series classification

5.3 Curve classification

5.4 Recognising curves

5.5 Fitting curves and extrapolating

5.6 Simple Regression

5.7 Inspecting Errors in Regression Analysis

6. Stationary models

6.1 Simple averaging techniques

6.2 Exponential Smoothing

7. Non-Stationary models

7.1 Double moving averages (DMA)

7.2 Double exponential smoothing (DES)

7.3 Triple exponential smoothing (TES)

7.4 Holt’s Double exponential smoothing method

8. Seasonal models

8.1. Classical decomposition method

8.2 Seasonal adjustments and exponential smoothing

8.3 Simple seasonal exponential smoothing

8.4 Holt-Winters seasonal method

9. Stochastic Models (This chapter will have to be completely rewritten as NAG no longer supports this Add-in)

9.1 Types of models

9.2 Model identification

9.3 Box Jenkins approach to ARIMA Modeling

9.4 Model fitting and forecasting

9.5 Model building

9.6 Diagnostic checking

9.7 Seasonal models

9.8 Applying the Box-Jenkins method using the NAG Add-in

9.9 Some ARIMA Examples

10. Forecasting process

10.1 Error measurements

10.2 Forecast selection

10.3 Monitoring forecasts (CUSUM)

11. Forecasting in a broader enterprise context

11.1 Forecasting and ICT

11.2 Forecasting in the supply chain

12. Advanced forecasting topics

12.1 Frequency domain analysis

12.2 State space models and Kalman filtering

12.3 Artificial Neural Networks

12.4 Fuzzy logic

12.5 Chaos theories

12.6 Economic time series analysis

Bibliography

Index

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