Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Download Estimation Of Parameters In A Linear Dynamic System With Missing Observations full books in PDF, epub, and Kindle. Read online Estimation Of Parameters In A Linear Dynamic System With Missing Observations ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Author : David Stewart Stoffer
Publisher :
ISBN 13 :
Total Pages : 316 pages
Book Rating : 4.:/5 (15 download)
Download or read book Estimation of Parameters in a Linear Dynamic System with Missing Observations written by David Stewart Stoffer and published by . This book was released on 1982 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Donald L. Stevens
Publisher :
ISBN 13 :
Total Pages : 244 pages
Book Rating : 4.:/5 (912 download)
Download or read book Small Sample Parameter Estimation for Forced Discrete Linear Dynamic Models written by Donald L. Stevens and published by . This book was released on 1979 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: The problem of estimating the parameters of a forced discrete linear dynamic model is considered. The system model is conceptualized to include the value of the initial state as a parameter. The forces driving the system are partitioned into accessible and inaccessible inputs. Accessible inputs are those that are measured; inaccessible inputs are all others, including random disturbances. Maximum likelihood and mean upper likelihood estimators are derived. The mean upper likelihood estimator is a variant of the mean likelihood estimator and apparently has more favorable small sample properties than does the maximum likelihood estimator. A computational algorithm that does not require the inversion or storage of large matrices is developed. The estimators and the algorithm are derived for models having an arbitrary number of inputs and a single output. The extension to a two output system is illustrated; further extension to an arbitrary number of outputs follows trivially. The techniques were developed for the analysis of possibly unique realizations of a process. The assumption that the inaccessible input is a stationary process is necessary only over the period of observation. Freedom from the more general usual assumptions was made possible by treatment of the initial state as a parameter. The derived estimation technique should be particularly suitable for the analysis of observational data. Simulation studies are used to compare the estimators and assess their properties. The mean upper likelihood estimator has consistently smaller mean square error than does the maximum likelihood estimator. An example application is presented, representing a unique realization of a dynamic system. The problems associated with determination of concurrence of a hypothetical "system change" with a temporally identified event are examined, and associated problems of inference of causality based on observational data are discussed with respect to the example.
Author : E. Parzen
Publisher : Springer Science & Business Media
ISBN 13 : 1468494031
Total Pages : 372 pages
Book Rating : 4.4/5 (684 download)
Download or read book Time Series Analysis of Irregularly Observed Data written by E. Parzen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: With the support of the Office of Naval Research Program on Statistics and Probability (Dr. Edward J. Wegman, Director), The Department of Statistics at Texas A&M University hosted a Symposium on Time Series Analysis of Irregularly Observed Data during the period February 10-13, 1983. The symposium aimed to provide a review of the state of the art, define outstanding problems for research by theoreticians, transmit to practitioners recently developed algorithms, and stimulate interaction between statisticians and researchers in subject matter fields. Attendance was limited to actively involved researchers. This volume contains refereed versions of the papers presented at the Symposium. We would like to express our appreciation to the many colleagues and staff members whose cheerful help made the Symposium a successful happening which was enjoyed socially and intellectually by all participants. I would like to especially thank Dr. Donald W. Marquardt whose interest led me to undertake to organize this Symposium. This volume is dedicated to the world wide community of researchers who develop and apply methods of statistical analysis of time series. r:;) \J Picture Caption Participants in Symposium on Time Series Analysis of Irregularly Observed Data at Texas A&M University, College Station, Texas, February 10-13, 1983 First Row: Henry L. Gray, D. W. Marquardt, P. M. Robinson, Emanuel Parzen, Julia Abrahams, E. Masry, H. L. Weinert, R. H. Shumway.
Download or read book Parameter Estimation in linear dynamic systems written by and published by . This book was released on 1979 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : John L. Crassidis
Publisher : CRC Press
ISBN 13 : 0203509129
Total Pages : 606 pages
Book Rating : 4.2/5 (35 download)
Download or read book Optimal Estimation of Dynamic Systems written by John L. Crassidis and published by CRC Press. This book was released on 2004-04-27 with total page 606 pages. Available in PDF, EPUB and Kindle. Book excerpt: Most newcomers to the field of linear stochastic estimation go through a difficult process in understanding and applying the theory.This book minimizes the process while introducing the fundamentals of optimal estimation. Optimal Estimation of Dynamic Systems explores topics that are important in the field of control where the signals receiv
Author : W. J. H. Stortelder
Publisher :
ISBN 13 :
Total Pages : 196 pages
Book Rating : 4.F/5 ( download)
Download or read book Parameter Estimation in Nonlinear Dynamic Systems written by W. J. H. Stortelder and published by . This book was released on 1998 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 88 pages
Book Rating : 4.:/5 (3 download)
Download or read book The Shock and Vibration Digest written by and published by . This book was released on 1983 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Robert H. Shumway
Publisher : Springer
ISBN 13 : 3319524526
Total Pages : 567 pages
Book Rating : 4.3/5 (195 download)
Download or read book Time Series Analysis and Its Applications written by Robert H. Shumway and published by Springer. This book was released on 2017-04-25 with total page 567 pages. Available in PDF, EPUB and Kindle. Book excerpt: The fourth edition of this popular graduate textbook, like its predecessors, presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using nontrivial data illustrate solutions to problems such as discovering natural and anthropogenic climate change, evaluating pain perception experiments using functional magnetic resonance imaging, and monitoring a nuclear test ban treaty. The book is designed as a textbook for graduate level students in the physical, biological, and social sciences and as a graduate level text in statistics. Some parts may also serve as an undergraduate introductory course. Theory and methodology are separated to allow presentations on different levels. In addition to coverage of classical methods of time series regression, ARIMA models, spectral analysis and state-space models, the text includes modern developments including categorical time series analysis, multivariate spectral methods, long memory series, nonlinear models, resampling techniques, GARCH models, ARMAX models, stochastic volatility, wavelets, and Markov chain Monte Carlo integration methods. This edition includes R code for each numerical example in addition to Appendix R, which provides a reference for the data sets and R scripts used in the text in addition to a tutorial on basic R commands and R time series. An additional file is available on the book’s website for download, making all the data sets and scripts easy to load into R.
Author : Charles A. Siletti
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.:/5 (524 download)
Download or read book Parameter Estimation of Linear Dynamic Systems written by Charles A. Siletti and published by . This book was released on 1984 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jose Casals
Publisher : CRC Press
ISBN 13 : 1315362600
Total Pages : 270 pages
Book Rating : 4.3/5 (153 download)
Download or read book State-Space Methods for Time Series Analysis written by Jose Casals and published by CRC Press. This book was released on 2018-09-03 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt: The state-space approach provides a formal framework where any result or procedure developed for a basic model can be seamlessly applied to a standard formulation written in state-space form. Moreover, it can accommodate with a reasonable effort nonstandard situations, such as observation errors, aggregation constraints, or missing in-sample values. Exploring the advantages of this approach, State-Space Methods for Time Series Analysis: Theory, Applications and Software presents many computational procedures that can be applied to a previously specified linear model in state-space form. After discussing the formulation of the state-space model, the book illustrates the flexibility of the state-space representation and covers the main state estimation algorithms: filtering and smoothing. It then shows how to compute the Gaussian likelihood for unknown coefficients in the state-space matrices of a given model before introducing subspace methods and their application. It also discusses signal extraction, describes two algorithms to obtain the VARMAX matrices corresponding to any linear state-space model, and addresses several issues relating to the aggregation and disaggregation of time series. The book concludes with a cross-sectional extension to the classical state-space formulation in order to accommodate longitudinal or panel data. Missing data is a common occurrence here, and the book explains imputation procedures necessary to treat missingness in both exogenous and endogenous variables. Web Resource The authors’ E4 MATLAB® toolbox offers all the computational procedures, administrative and analytical functions, and related materials for time series analysis. This flexible, powerful, and free software tool enables readers to replicate the practical examples in the text and apply the procedures to their own work.
Author : Michael Leslie Ownby
Publisher :
ISBN 13 :
Total Pages : 390 pages
Book Rating : 4.:/5 (32 download)
Download or read book Estimation of Parameters for Nonlinearly Observed Dynamic Systems written by Michael Leslie Ownby and published by . This book was released on 1972 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Enso Ikonen
Publisher :
ISBN 13 : 9789514237768
Total Pages : 28 pages
Book Rating : 4.2/5 (377 download)
Download or read book Recursive Parameter Estimation of Non-linear Dynamic Systems written by Enso Ikonen and published by . This book was released on 1993 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Walter Johannes Henricus Stortelder
Publisher :
ISBN 13 : 9789074795913
Total Pages : 175 pages
Book Rating : 4.7/5 (959 download)
Download or read book Parameter estimation in nonlinear dynamical systems written by Walter Johannes Henricus Stortelder and published by . This book was released on 1998 with total page 175 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Giovanni Petris
Publisher : Springer Science & Business Media
ISBN 13 : 0387772383
Total Pages : 258 pages
Book Rating : 4.3/5 (877 download)
Download or read book Dynamic Linear Models with R written by Giovanni Petris and published by Springer Science & Business Media. This book was released on 2009-06-12 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: State space models have gained tremendous popularity in recent years in as disparate fields as engineering, economics, genetics and ecology. After a detailed introduction to general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. Whenever possible it is shown how to compute estimates and forecasts in closed form; for more complex models, simulation techniques are used. A final chapter covers modern sequential Monte Carlo algorithms. The book illustrates all the fundamental steps needed to use dynamic linear models in practice, using R. Many detailed examples based on real data sets are provided to show how to set up a specific model, estimate its parameters, and use it for forecasting. All the code used in the book is available online. No prior knowledge of Bayesian statistics or time series analysis is required, although familiarity with basic statistics and R is assumed.
Author : Jeffrey Bruce Aron
Publisher :
ISBN 13 :
Total Pages : 196 pages
Book Rating : 4.:/5 (242 download)
Download or read book Estimation of Linear System Parameters Based on Perfect Observations written by Jeffrey Bruce Aron and published by . This book was released on 1968 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Peter B. McGiffin
Publisher :
ISBN 13 :
Total Pages : 206 pages
Book Rating : 4.:/5 (374 download)
Download or read book Parameter Estimation for Autoregressive Systems with Missing Observations written by Peter B. McGiffin and published by . This book was released on 1979 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Osvaldo Miguel Ferreiro
Publisher :
ISBN 13 :
Total Pages : 400 pages
Book Rating : 4.:/5 (89 download)
Download or read book Strategies for Estimating Missing Observations in Time Series written by Osvaldo Miguel Ferreiro and published by . This book was released on 1985 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt:
