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Author : Ching-Zong Wei
Publisher : IMS
ISBN 13 : 9780940600683
Total Pages : 314 pages
Book Rating : 4.6/5 (6 download)
Download or read book Time Series and Related Topics written by Ching-Zong Wei and published by IMS. This book was released on 2006 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 730 pages
Book Rating : 4.:/5 (318 download)
Download or read book Bulletin of the Operations Research Society of America written by and published by . This book was released on 1973 with total page 730 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Peter J. Brockwell
Publisher : Springer Science & Business Media
ISBN 13 : 1475725264
Total Pages : 429 pages
Book Rating : 4.4/5 (757 download)
Download or read book Introduction to Time Series and Forecasting written by Peter J. Brockwell and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 429 pages. Available in PDF, EPUB and Kindle. Book excerpt: Some of the key mathematical results are stated without proof in order to make the underlying theory acccessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on methods and the analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed in detail and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills in this area. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Additional topics include harmonic regression, the Burg and Hannan-Rissanen algorithms, unit roots, regression with ARMA errors, structural models, the EM algorithm, generalized state-space models with applications to time series of count data, exponential smoothing, the Holt-Winters and ARAR forecasting algorithms, transfer function models and intervention analysis. Brief introducitons are also given to cointegration and to non-linear, continuous-time and long-memory models. The time series package included in the back of the book is a slightly modified version of the package ITSM, published separately as ITSM for Windows, by Springer-Verlag, 1994. It does not handle such large data sets as ITSM for Windows, but like the latter, runs on IBM-PC compatible computers under either DOS or Windows (version 3.1 or later). The programs are all menu-driven so that the reader can immediately apply the techniques in the book to time series data, with a minimal investment of time in the computational and algorithmic aspects of the analysis.
Author : Library of Congress. Copyright Office
Publisher : Copyright Office, Library of Congress
ISBN 13 :
Total Pages : 1450 pages
Book Rating : 4.F/5 ( download)
Download or read book Catalog of Copyright Entries. Third Series written by Library of Congress. Copyright Office and published by Copyright Office, Library of Congress. This book was released on 1976 with total page 1450 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Timothy Masters
Publisher : Elsevier
ISBN 13 : 9780124790414
Total Pages : 493 pages
Book Rating : 4.7/5 (94 download)
Download or read book Practical Neural Network Recipes in C++ written by Timothy Masters and published by Elsevier. This book was released on 1993 with total page 493 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ángel Ortiz
Publisher : Springer
ISBN 13 : 3319960059
Total Pages : 346 pages
Book Rating : 4.3/5 (199 download)
Download or read book Engineering Digital Transformation written by Ángel Ortiz and published by Springer. This book was released on 2018-09-18 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book outlining the latest developments in engineering digital transformation gathers a selection of the best papers presented at the 11th International Conference on Industrial Engineering and Industrial Management (CIO 2017), held in Valencia, Spain, from July 5th to 6th, 2017. The papers discuss topics in the following areas: strategy and entrepreneurship, OR, modelling and simulation, production, logistics and supply chain management, information systems, quality and product management, knowledge and project management, service systems, and education.
Author : William Johnson
Publisher : HiTeX Press
ISBN 13 :
Total Pages : 403 pages
Book Rating : 4.:/5 (661 download)
Download or read book Bayesian Methods in Finance written by William Johnson and published by HiTeX Press. This book was released on 2024-10-16 with total page 403 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Bayesian Methods in Finance: Probabilistic Approaches to Market Uncertainty" offers an authoritative exploration of how Bayesian statistics can transform financial analysis into a more predictive and adaptive process. Within the rapidly evolving tapestry of global financial markets, the ability to quantify uncertainty and integrate diverse streams of information stands as a crucial advantage. This book expertly demystifies the intricate principles of Bayesian thinking, guiding readers through its application across a spectrum of financial contexts, from asset pricing to risk management and portfolio construction. Through a careful blend of theory and practical insights, it introduces the reader to Bayesian frameworks that eclipse traditional models in both flexibility and robustness, making them indispensable tools for modern investors and financial professionals. Readers will find a clear roadmap for navigating the complex landscape of market dynamics with the confidence that comes from sound, data-driven strategies. By integrating Bayesian approaches with machine learning, this text unlocks more nuanced analyses and predictive capabilities, catering to both novice learners and experienced market strategists. Rich with real-world case studies, each chapter not only illuminates techniques but also showcases their powerful applications in decision-making processes. Embark on a deep dive into the future of financial modeling, where the calculated embrace of uncertainty opens doors to innovative solutions and unparalleled insights.
Author : Andrew C. Harvey
Publisher : Cambridge University Press
ISBN 13 : 1107328780
Total Pages : 281 pages
Book Rating : 4.1/5 (73 download)
Download or read book Dynamic Models for Volatility and Heavy Tails written by Andrew C. Harvey and published by Cambridge University Press. This book was released on 2013-04-22 with total page 281 pages. Available in PDF, EPUB and Kindle. Book excerpt: The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models have provided the principal means of analyzing, modeling and monitoring such changes. Taking into account that financial returns typically exhibit heavy tails - that is, extreme values can occur from time to time - Andrew Harvey's new book shows how a small but radical change in the way GARCH models are formulated leads to a resolution of many of the theoretical problems inherent in the statistical theory. The approach can also be applied to other aspects of volatility. The more general class of Dynamic Conditional Score models extends to robust modeling of outliers in the levels of time series and to the treatment of time-varying relationships. The statistical theory draws on basic principles of maximum likelihood estimation and, by doing so, leads to an elegant and unified treatment of nonlinear time-series modeling.
Author : Chris Chatfield
Publisher : CRC Press
ISBN 13 : 1420036203
Total Pages : 281 pages
Book Rating : 4.4/5 (2 download)
Download or read book Time-Series Forecasting written by Chris Chatfield and published by CRC Press. This book was released on 2000-10-25 with total page 281 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the author of the bestselling "Analysis of Time Series," Time-Series Forecasting offers a comprehensive, up-to-date review of forecasting methods. It provides a summary of time-series modelling procedures, followed by a brief catalogue of many different time-series forecasting methods, ranging from ad-hoc methods through ARIMA and state-space
Author : William S. Mallios
Publisher : John Wiley & Sons
ISBN 13 : 1118099532
Total Pages : 207 pages
Book Rating : 4.1/5 (18 download)
Download or read book Forecasting in Financial and Sports Gambling Markets written by William S. Mallios and published by John Wiley & Sons. This book was released on 2011-03-29 with total page 207 pages. Available in PDF, EPUB and Kindle. Book excerpt: A guide to modeling analyses for financial and sports gambling markets, with a focus on major current events Addressing the highly competitive and risky environments of current-day financial and sports gambling markets, Forecasting in Financial and Sports Gambling Markets details the dynamic process of constructing effective forecasting rules based on both graphical patterns and adaptive drift modeling (ADM) of cointegrated time series. The book uniquely identifies periods of inefficiency that these markets oscillate through and develops profitable forecasting models that capitalize on irrational behavior exhibited during these periods. Providing valuable insights based on the author's firsthand experience, this book utilizes simple, yet unique, candlestick charts to identify optimal time periods in financial markets and optimal games in sports gambling markets for which forecasting models are likely to provide profitable trading and wagering outcomes. Featuring detailed examples that utilize actual data, the book addresses various topics that promote financial and mathematical literacy, including: Higher order ARMA processes in financial markets The effects of gambling shocks in sports gambling markets Cointegrated time series with model drift Modeling volatility Throughout the book, interesting real-world applications are presented, and numerous graphical procedures illustrate favorable trading and betting opportunities, which are accompanied by mathematical developments in adaptive model forecasting and risk assessment. A related web site features updated reviews in sports and financial forecasting and various links on the topic. Forecasting in Financial and Sports Gambling Markets is an excellent book for courses on financial economics and time series analysis at the upper-undergraduate and graduate levels. The book is also a valuable reference for researchers and practitioners working in the areas of retail markets, quant funds, hedge funds, and time series. Also, anyone with a general interest in learning about how to profit from the financial and sports gambling markets will find this book to be a valuable resource.
Author : United States. Defense Logistics Studies Information Exchange
Publisher :
ISBN 13 :
Total Pages : 914 pages
Book Rating : 4.X/5 (4 download)
Download or read book Annual Department of Defense Bibliography of Logistics Studies and Related Documents written by United States. Defense Logistics Studies Information Exchange and published by . This book was released on 1964 with total page 914 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Nina Golyandina
Publisher : Springer Nature
ISBN 13 : 3662624362
Total Pages : 156 pages
Book Rating : 4.6/5 (626 download)
Download or read book Singular Spectrum Analysis for Time Series written by Nina Golyandina and published by Springer Nature. This book was released on 2020-11-23 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives an overview of singular spectrum analysis (SSA). SSA is a technique of time series analysis and forecasting combining elements of classical time series analysis, multivariate statistics, multivariate geometry, dynamical systems and signal processing. SSA is multi-purpose and naturally combines both model-free and parametric techniques, which makes it a very special and attractive methodology for solving a wide range of problems arising in diverse areas. Rapidly increasing number of novel applications of SSA is a consequence of the new fundamental research on SSA and the recent progress in computing and software engineering which made it possible to use SSA for very complicated tasks that were unthinkable twenty years ago. In this book, the methodology of SSA is concisely but at the same time comprehensively explained by two prominent statisticians with huge experience in SSA. The book offers a valuable resource for a very wide readership, including professional statisticians, specialists in signal and image processing, as well as specialists in numerous applied disciplines interested in using statistical methods for time series analysis, forecasting, signal and image processing. The second edition of the book contains many updates and some new material including a thorough discussion on the place of SSA among other methods and new sections on multivariate and multidimensional extensions of SSA.
Author : Giuseppe Arbia
Publisher : Springer Science & Business Media
ISBN 13 : 9400923953
Total Pages : 269 pages
Book Rating : 4.4/5 (9 download)
Download or read book Spatial Data Configuration in Statistical Analysis of Regional Economic and Related Problems written by Giuseppe Arbia and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 269 pages. Available in PDF, EPUB and Kindle. Book excerpt: Figure 1. 1. Map of Great Britain at two different scale levels. (a) Counties, (b)Regions. '-. " Figure 1. 2. Two alternative aggregations of the Italian provincie in 32 larger areas 4 CHAPTER 1 d . , b) Figure 1. 3 Percentage of votes of the Communist Party in the 1987 Italian political elections (a) and percentage of population over 75 years (b) in 1981 Italian Census in 32 polling districts. The polling districts with values above the average are shaded. Figure 1. 4: First order neighbours (a) and second order neighbours (b) of a reference area. INTRODUCTION 5 While there are several other problems relating to the analysis of areal data, the problem of estimating a spatial correlO!J'am merits special attention. The concept of the correlogram has been borrowed in the spatial literature from the time series analysis. Figure l. 4. a shows the first-order neighbours of a reference area, while Figure 1. 4. b displays the second-order neighbours of the same area. Higher-order neighbours can be defined in a similar fashion. While it is clear that the dependence is strongest between immediate neighbouring areas a certain degree of dependence may be present among higher-order neighbours. This has been shown to be an alternative way of look ing at the sca le problem (Cliff and Ord, 1981, p. l 23). However, unlike the case of a time series where each observation depends only on past observations, here dependence extends in all directions.
Author : Evangelia Krassadaki
Publisher : Springer Nature
ISBN 13 : 3030387666
Total Pages : 223 pages
Book Rating : 4.0/5 (33 download)
Download or read book Operational Research in Agriculture and Tourism written by Evangelia Krassadaki and published by Springer Nature. This book was released on 2020-05-05 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a diverse range of recent operational research techniques that have been applied to agriculture and tourism management. It covers both the primary sector of agriculture and agricultural economics, and the tertiary sector of the tourism industry. Findings and lessons learned from these innovations can be readily applied to various other contexts. The book chiefly focuses on cooperative management issues, and on developing solutions to provide decision support in multi-criteria scenarios.
Author : Jason Brownlee
Publisher : Machine Learning Mastery
ISBN 13 :
Total Pages : 572 pages
Book Rating : 4./5 ( download)
Download or read book Deep Learning for Time Series Forecasting written by Jason Brownlee and published by Machine Learning Mastery. This book was released on 2018-08-30 with total page 572 pages. Available in PDF, EPUB and Kindle. Book excerpt: Deep learning methods offer a lot of promise for time series forecasting, such as the automatic learning of temporal dependence and the automatic handling of temporal structures like trends and seasonality. With clear explanations, standard Python libraries, and step-by-step tutorial lessons you’ll discover how to develop deep learning models for your own time series forecasting projects.
Author : P. G. ENNS AND W. J. WROBLESKI
Publisher :
ISBN 13 :
Total Pages : 35 pages
Book Rating : 4.L/5 ( download)
Download or read book A BAYESIAN MODEL FOR EXPLAINING MONEY SUPPLY GROWTH RATES written by P. G. ENNS AND W. J. WROBLESKI and published by . This book was released on 1974 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ajith Abraham
Publisher : Springer
ISBN 13 : 3319606182
Total Pages : 753 pages
Book Rating : 4.3/5 (196 download)
Download or read book Proceedings of the Eighth International Conference on Soft Computing and Pattern Recognition (SoCPaR 2016) written by Ajith Abraham and published by Springer. This book was released on 2017-08-17 with total page 753 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents 70 carefully selected papers from a major joint event: the 8th International Conference on Soft Computing and Pattern Recognition (SoCPaR 2016) and the 8th International Conference on Computational Aspects of Social Networks (CASoN 2016). SoCPaR–CASoN 2016, which was organized by the Machine Intelligence Research Labs (MIR Labs), USA and Vellore Institute of Technology (VIT), India and held at the VIT on December 19–21, 2016. It brings together researchers and practitioners from academia and industry to share their experiences and exchange new ideas on all interdisciplinary areas of soft computing and pattern recognition, as well as intelligent methods applied to social networks. This book is a valuable resource for practicing engineers/scientists and researchers working in the field of soft computing, pattern recognition and social networks.
