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《统计预测与决策》课程简介

2009-12-08  click:[]

《统计预测与决策》课程简介

课程作为统计学专业的专业课,在有机而且富有逻辑地组合统计预测和决策各类方法的基础上,全面系统地述在社会主义市场经济条件下定性预测法、情景预测法、回归预测法、时间序列分解法和趋势外推法、时间序列平滑预测法、自适应过滤法、平稳时间序列预测法、干预分析模型预测法、景气预测法、灰色预测法、状态空间预测法和卡尔曼滤波、预测精度测定与预测评价、组合预测法、以及风险型决策法、贝叶斯决策法、不确定型决策法和多目标决策法的理论和应用,给出各种方法的特点、应用条件、适用场合及其必要的评价,强调了案例分析和电子计算机的应用

学时:40学时

Course Introduction to Prediction and decision of statistics

This course as a professional course of statistics, in the organic and the logical combination of statistical prediction and decision of all kinds of methods, on the basis of comprehensively systematically about qualitative prediction method under the condition of socialist market economy, scenario prediction method, regression prediction method, time series decomposition method and trend extrapolation method, smooth the time series prediction method, the adaptive filtering method, the stationary time series prediction method, intervention analysis model prediction method, good prediction method, gray prediction method, state space prediction method and the kalman filtering and prediction accuracy and prediction evaluation, combination forecast method, and risk decision, the bayesian decision, under uncertainty decision and multiobjective decision theory and application, given the characteristics of various methods, application conditions, applicable occasions and the necessary evaluation, emphasize the case analysis and the application of electronic computers.

Time: 40 class hours

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