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Aggregation And Estimation For Periodic Autoregressive Moving Average Models
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Book Synopsis Cyclostationary Processes and Time Series by : Antonio Napolitano
Download or read book Cyclostationary Processes and Time Series written by Antonio Napolitano and published by Academic Press. This book was released on 2019-10-24 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many processes in nature arise from the interaction of periodic phenomena with random phenomena. The results are processes that are not periodic, but whose statistical functions are periodic functions of time. These processes are called cyclostationary and are an appropriate mathematical model for signals encountered in many fields including communications, radar, sonar, telemetry, acoustics, mechanics, econometrics, astronomy, and biology. Cyclostationary Processes and Time Series: Theory, Applications, and Generalizations addresses these issues and includes the following key features. - Presents the foundations and developments of the second- and higher-order theory of cyclostationary signals - Performs signal analysis using both the classical stochastic process approach and the functional approach for time series - Provides applications in signal detection and estimation, filtering, parameter estimation, source location, modulation format classification, and biological signal characterization - Includes algorithms for cyclic spectral analysis along with Matlab/Octave code - Provides generalizations of the classical cyclostationary model in order to account for relative motion between transmitter and receiver and describe irregular statistical cyclicity in the data
Book Synopsis Stochastic Hydrology and its Use in Water Resources Systems Simulation and Optimization by : J.B. Marco
Download or read book Stochastic Hydrology and its Use in Water Resources Systems Simulation and Optimization written by J.B. Marco and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic hydrology is an essential base of water resources systems analysis, due to the inherent randomness of the input, and consequently of the results. These results have to be incorporated in a decision-making process regarding the planning and management of water systems. It is through this application that stochastic hydrology finds its true meaning, otherwise it becomes merely an academic exercise. A set of well known specialists from both stochastic hydrology and water resources systems present a synthesis of the actual knowledge currently used in real-world planning and management. The book is intended for both practitioners and researchers who are willing to apply advanced approaches for incorporating hydrological randomness and uncertainty into the simulation and optimization of water resources systems. (abstract) Stochastic hydrology is a basic tool for water resources systems analysis, due to inherent randomness of the hydrologic cycle. This book contains actual techniques in use for water resources planning and management, incorporating randomness into the decision making process. Optimization and simulation, the classical systems-analysis technologies, are revisited under up-to-date statistical hydrology findings backed by real world applications.
Book Synopsis Time Series Modelling of Water Resources and Environmental Systems by : K.W. Hipel
Download or read book Time Series Modelling of Water Resources and Environmental Systems written by K.W. Hipel and published by Elsevier. This book was released on 1994-04-07 with total page 1053 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a comprehensive presentation of the theory and practice of time series modelling of environmental systems. A variety of time series models are explained and illustrated, including ARMA (autoregressive-moving average), nonstationary, long memory, three families of seasonal, multiple input-single output, intervention and multivariate ARMA models. Other topics in environmetrics covered in this book include time series analysis in decision making, estimating missing observations, simulation, the Hurst phenomenon, forecasting experiments and causality. Professionals working in fields overlapping with environmetrics - such as water resources engineers, environmental scientists, hydrologists, geophysicists, geographers, earth scientists and planners - will find this book a valuable resource. Equally, environmetrics, systems scientists, economists, mechanical engineers, chemical engineers, and management scientists will find the time series methods presented in this book useful.
Book Synopsis Time Series Analysis in Water Resources by : Keith W. Hipel
Download or read book Time Series Analysis in Water Resources written by Keith W. Hipel and published by . This book was released on 1985 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :William A. Gardner Publisher :Institute of Electrical & Electronics Engineers(IEEE) ISBN 13 : Total Pages :528 pages Book Rating :4.3/5 (91 download)
Book Synopsis Cyclostationarity in Communications and Signal Processing by : William A. Gardner
Download or read book Cyclostationarity in Communications and Signal Processing written by William A. Gardner and published by Institute of Electrical & Electronics Engineers(IEEE). This book was released on 1994 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: From this book, you will learn new concepts, methods, and algorithms for performing signal processing tasks and designing and analyzing communications systems.
Book Synopsis Periodic Time Series Models by : Philip Hans Franses
Download or read book Periodic Time Series Models written by Philip Hans Franses and published by Oxford University Press. This book was released on 2004 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this insightful, modern study of the use of periodic models in the description and forecasting of economic data the authors investigate such areas as seasonal time series, periodic time series models, periodic integration and periodic cointegration.
Book Synopsis Stochastic and Statistical Methods in Hydrology and Environmental Engineering by : Keith W. Hipel
Download or read book Stochastic and Statistical Methods in Hydrology and Environmental Engineering written by Keith W. Hipel and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 469 pages. Available in PDF, EPUB and Kindle. Book excerpt: International experts from around the globe present a rich variety of intriguing developments in time series analysis in hydrology and environmental engineering. Climatic change is of great concern to everyone and significant contributions to this challenging research topic are put forward by internationally renowned authors. A range of interesting applications in hydrological forecasting are given for case studies in reservoir operation in North America, Asia and South America. Additionally, progress in entropy research is described and entropy concepts are applied to various water resource systems problems. Neural networks are employed for forecasting runoff and water demand. Moreover, graphical, nonparametric and parametric trend analyses methods are compared and applied to water quality time series. Other topics covered in this landmark volume include spatial analyses, spectral analyses and different methods for stream-flow modelling. Audience The book constitutes an invaluable resource for researchers, teachers, students and practitioners who wish to be at the forefront of time series analysis in the environmental sciences.
Download or read book Biometrika written by D. M. Titterington and published by . This book was released on 2001 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: The year 2001 marks the centenary of Biometrika, one of the world's leading academic journals in statistical theory and methodology. In celebration of this, the book brings together two sets of papers from the journal. The first comprises seven specially commissioned articles (authors: D.R. Cox, A.C. Davison, Anthony C. Atkinson and R.A. Bailey, David Oakes, Peter Hall, T.M.F. Smith, and Howell Tong). These articles review the history of the journal and the most important contributions made by appearing in the journal in a number of important areas of statitisical activity, including general theory and methodology, surveys and time sets. In the process the papers describe the general development of statistical science during the twentieth century. The second group of ten papers are a selection of particularly seminal articles form the journal's first hundred years. The book opens with an introduction by the editors Professor D.M. Titterington and Sir David Cox.
Download or read book Technometrics written by and published by . This book was released on 1985 with total page 944 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Time Series Analysis Univariate and Multivariate Methods by : William W. S. Wei
Download or read book Time Series Analysis Univariate and Multivariate Methods written by William W. S. Wei and published by Pearson. This book was released on 2018-03-14 with total page 648 pages. Available in PDF, EPUB and Kindle. Book excerpt: With its broad coverage of methodology, this comprehensive book is a useful learning and reference tool for those in applied sciences where analysis and research of time series is useful. Its plentiful examples show the operational details and purpose of a variety of univariate and multivariate time series methods. Numerous figures, tables and real-life time series data sets illustrate the models and methods useful for analyzing, modeling, and forecasting data collected sequentially in time. The text also offers a balanced treatment between theory and applications. Time Series Analysis is a thorough introduction to both time-domain and frequency-domain analyses of univariate and multivariate time series methods, with coverage of the most recently developed techniques in the field.
Book Synopsis Proceedings of the International Conference on Hydrology and Water Resources, New Delhi, India, December 1993: Surface-water hydrology by : Vijay P. Singh
Download or read book Proceedings of the International Conference on Hydrology and Water Resources, New Delhi, India, December 1993: Surface-water hydrology written by Vijay P. Singh and published by Springer Science & Business Media. This book was released on 1996 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt: The four volumes in this set cover major aspects of hydrology and water resources, including surface water hydrology, subsurface water hydrology, water quality hydrology, and water resources planning management. The books reflect the water resources technology as practised in India and the Indian subcontinent which should be of value to water resources professionals in the West.
Download or read book Travaux de Mathématiques written by and published by . This book was released on 1993 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Time Series Techniques for Economists by : Terence C. Mills
Download or read book Time Series Techniques for Economists written by Terence C. Mills and published by Cambridge University Press. This book was released on 1990 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: The application of time series techniques in economics has become increasingly important, both for forecasting purposes and in the empirical analysis of time series in general. In this book, Terence Mills not only brings together recent research at the frontiers of the subject, but also analyses the areas of most importance to applied economics. It is an up-to-date text which extends the basic techniques of analysis to cover the development of methods that can be used to analyse a wide range of economic problems. The book analyses three basic areas of time series analysis: univariate models, multivariate models, and non-linear models. In each case the basic theory is outlined and then extended to cover recent developments. Particular emphasis is placed on applications of the theory to important areas of applied economics and on the computer software and programs needed to implement the techniques. This book clearly distinguishes itself from its competitors by emphasising the techniques of time series modelling rather than technical aspects such as estimation, and by the breadth of the models considered. It features many detailed real-world examples using a wide range of actual time series. It will be useful to econometricians and specialists in forecasting and finance and accessible to most practitioners in economics and the allied professions.
Book Synopsis Bulletin - Institute of Mathematical Statistics by : Institute of Mathematical Statistics
Download or read book Bulletin - Institute of Mathematical Statistics written by Institute of Mathematical Statistics and published by . This book was released on 1985 with total page 952 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Forecasting: principles and practice by : Rob J Hyndman
Download or read book Forecasting: principles and practice written by Rob J Hyndman and published by OTexts. This book was released on 2018-05-08 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: Forecasting is required in many situations. Stocking an inventory may require forecasts of demand months in advance. Telecommunication routing requires traffic forecasts a few minutes ahead. Whatever the circumstances or time horizons involved, forecasting is an important aid in effective and efficient planning. This textbook provides a comprehensive introduction to forecasting methods and presents enough information about each method for readers to use them sensibly.
Book Synopsis Notices of the American Mathematical Society by : American Mathematical Society
Download or read book Notices of the American Mathematical Society written by American Mathematical Society and published by . This book was released on 1984 with total page 990 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contains articles of significant interest to mathematicians, including reports on current mathematical research.
Book Synopsis Journal of the Institution of Engineers (India). by :
Download or read book Journal of the Institution of Engineers (India). written by and published by . This book was released on 1995 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt:
