Forecasting and control

This chapter discusses forecasting and control. It provides analysis of observations or measurements that are being recorded sequentially in time. Time series problems arise in a wide variety of contexts. Different series entail different objectives. A series of measurements on the concentration of a tumor marker in the blood of a given test subject may be used to monitor the progression of a tumor or its response to treatment. An element of subjective assessment is almost always called for in the interpretation of the results delivered by standard forecasting methods, in the sense that a given series of measurements rarely if ever tells the whole story about the probable course of the future events.

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