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Abstract

Any rational theory of prediction must be based upon a model. Enoch Powell expresses this view when he says, ‘The prophets were not soothsayers; they were expounders.’

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Bibliography

  • Durbin, J. 1984. Present position and potential developments: some personal views on time series analysis. Journal of the Royal Statistical Society Series 147, 161–73. This survey article contains a substantial reference list.

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  • Whittle, P. 1983. Prediction and Regulation. 2nd edn. Oxford: Blackwell and University of Minnesota Press.

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  • Whittle, P. and Kuhn, J. 1986. A Hamiltonian formulation of risk-sensitive linear/quadratic/Gaussian control. International Journal of Control 43, 1–12.

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Authors

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John Eatwell Murray Milgate Peter Newman

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© 1990 Palgrave Macmillan, a division of Macmillan Publishers Limited

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Whittle, P. (1990). Prediction. In: Eatwell, J., Milgate, M., Newman, P. (eds) Time Series and Statistics. The New Palgrave. Palgrave Macmillan, London. https://doi.org/10.1007/978-1-349-20865-4_26

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  • DOI: https://doi.org/10.1007/978-1-349-20865-4_26

  • Publisher Name: Palgrave Macmillan, London

  • Print ISBN: 978-0-333-49551-3

  • Online ISBN: 978-1-349-20865-4

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