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Author : Tatsuo Aonuma
Publisher :
ISBN 13 :
Total Pages : 14 pages
Book Rating : 4.:/5 (763 download)
Download or read book Hierarchical Decomposition in Dynamic Linear Models written by Tatsuo Aonuma and published by . This book was released on 1976 with total page 14 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 : E. J. odolphin
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)
Download or read book Decomposition of Time Series Dynamic Linear Models written by E. J. odolphin and published by . This book was released on 2003 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper derives the admissible decompositions for a time series dynamic linear model, assuming only that the model is observable. The decompositions depend on factorizations of the characteristic polynomial of the state evolution matrix G into relatively prime factors. This generalizes the method of (1997) which considers one decomposition in the particular case where G is diagonalizable. Conditions are derived for a decomposition to be independent. These results show that no autoregressive process of order d has an independent decomposition for any integer d. Two illustrations of this procedure are discussed in detail.
Author :
Publisher :
ISBN 13 :
Total Pages : 656 pages
Book Rating : 4.0/5 ( download)
Download or read book Working Paper written by and published by . This book was released on 1976 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Anthony S. Bryk
Publisher :
ISBN 13 :
Total Pages : 485 pages
Book Rating : 4.:/5 (112 download)
Download or read book Hierarchical Linear Models written by Anthony S. Bryk and published by . This book was released on 2002 with total page 485 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Rob J Hyndman
Publisher : OTexts
ISBN 13 : 0987507117
Total Pages : 380 pages
Book Rating : 4.9/5 (875 download)
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.
Author : George Bernard Dantzig
Publisher :
ISBN 13 :
Total Pages : 618 pages
Book Rating : 4.F/5 ( download)
Download or read book Large-scale Linear Programming written by George Bernard Dantzig and published by . This book was released on 1981 with total page 618 pages. Available in PDF, EPUB and Kindle. Book excerpt: Microreproduction of the edition issued by the same publisher, 1971?
Author : Society for Industrial and Applied Mathematics
Publisher :
ISBN 13 :
Total Pages : 816 pages
Book Rating : 4.:/5 (4 download)
Download or read book SIAM Journal on Algebraic and Discrete Methods written by Society for Industrial and Applied Mathematics and published by . This book was released on 1985 with total page 816 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : R. Husson
Publisher : Elsevier
ISBN 13 : 1483294269
Total Pages : 573 pages
Book Rating : 4.4/5 (832 download)
Download or read book Advanced Information Processing in Automatic Control (AIPAC'89) written by R. Husson and published by Elsevier. This book was released on 2014-05-23 with total page 573 pages. Available in PDF, EPUB and Kindle. Book excerpt: Information Processing is a key area of research and development and the symposium presented state-of-the-art reports on some of the areas which are of relevance in automatic control: fault diagnosis and system reliability. Papers also covered the role of expert systems and other knowledge based systems, which are needed, to cope with the vast quantities of data generated by large scale systems. This volume should be considered essential reading for anyone involved in this rapidly developing area.
Author : D. Bonvin
Publisher : Elsevier
ISBN 13 : 1483297594
Total Pages : 561 pages
Book Rating : 4.4/5 (832 download)
Download or read book Advanced Control of Chemical Processes 1994 written by D. Bonvin and published by Elsevier. This book was released on 2014-05-23 with total page 561 pages. Available in PDF, EPUB and Kindle. Book excerpt: This publication brings together the latest research findings in the key area of chemical process control; including dynamic modelling and simulation - modelling and model validation for application in linear and nonlinear model-based control: nonlinear model-based predictive control and optimization - to facilitate constrained real-time optimization of chemical processes; statistical control techniques - major developments in the statistical interpretation of measured data to guide future research; knowledge-based v model-based control - the integration of theoretical aspects of control and optimization theory with more recent developments in artificial intelligence and computer science.
Author : J. Nathan Kutz
Publisher : SIAM
ISBN 13 : 161197450X
Total Pages : 241 pages
Book Rating : 4.6/5 (119 download)
Download or read book Dynamic Mode Decomposition written by J. Nathan Kutz and published by SIAM. This book was released on 2016-11-23 with total page 241 pages. Available in PDF, EPUB and Kindle. Book excerpt: Data-driven dynamical systems is a burgeoning field?it connects how measurements of nonlinear dynamical systems and/or complex systems can be used with well-established methods in dynamical systems theory. This is a critically important new direction because the governing equations of many problems under consideration by practitioners in various scientific fields are not typically known. Thus, using data alone to help derive, in an optimal sense, the best dynamical system representation of a given application allows for important new insights. The recently developed dynamic mode decomposition (DMD) is an innovative tool for integrating data with dynamical systems theory. The DMD has deep connections with traditional dynamical systems theory and many recent innovations in compressed sensing and machine learning. Dynamic Mode Decomposition: Data-Driven Modeling of Complex Systems, the first book to address the DMD algorithm, presents a pedagogical and comprehensive approach to all aspects of DMD currently developed or under development; blends theoretical development, example codes, and applications to showcase the theory and its many innovations and uses; highlights the numerous innovations around the DMD algorithm and demonstrates its efficacy using example problems from engineering and the physical and biological sciences; and provides extensive MATLAB code, data for intuitive examples of key methods, and graphical presentations.
Author : Yugeng Xi
Publisher : John Wiley & Sons
ISBN 13 : 1119119588
Total Pages : 392 pages
Book Rating : 4.1/5 (191 download)
Download or read book Predictive Control written by Yugeng Xi and published by John Wiley & Sons. This book was released on 2019-06-28 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a comprehensive introduction to model predictive control (MPC), including its basic principles and algorithms, system analysis and design methods, strategy developments and practical applications. The main contents of the book include an overview of the development trajectory and basic principles of MPC, typical MPC algorithms, quantitative analysis of classical MPC systems, design and tuning methods for MPC parameters, constrained multivariable MPC algorithms and online optimization decomposition methods. Readers will then progress to more advanced topics such as nonlinear MPC and its related algorithms, the diversification development of MPC with respect to control structures and optimization strategies, and robust MPC. Finally, applications of MPC and its generalization to optimization-based dynamic problems other than control will be discussed. Systematically introduces fundamental concepts, basic algorithms, and applications of MPC Includes a comprehensive overview of MPC development, emphasizing recent advances and modern approaches Features numerous MPC models and structures, based on rigorous research Based on the best-selling Chinese edition, which is a key text in China Predictive Control: Fundamentals and Developments is written for advanced undergraduate and graduate students and researchers specializing in control technologies. It is also a useful reference for industry professionals, engineers, and technicians specializing in advanced optimization control technology.
Author :
Publisher : Elsevier
ISBN 13 : 0080461174
Total Pages : 1062 pages
Book Rating : 4.0/5 (84 download)
Download or read book Bayesian Thinking, Modeling and Computation written by and published by Elsevier. This book was released on 2005-11-29 with total page 1062 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume describes how to develop Bayesian thinking, modelling and computation both from philosophical, methodological and application point of view. It further describes parametric and nonparametric Bayesian methods for modelling and how to use modern computational methods to summarize inferences using simulation. The book covers wide range of topics including objective and subjective Bayesian inferences with a variety of applications in modelling categorical, survival, spatial, spatiotemporal, Epidemiological, software reliability, small area and micro array data. The book concludes with a chapter on how to teach Bayesian thoughts to nonstatisticians. Critical thinking on causal effects Objective Bayesian philosophy Nonparametric Bayesian methodology Simulation based computing techniques Bioinformatics and Biostatistics
Author : Sy-Miin Chow
Publisher : Taylor & Francis
ISBN 13 : 1135262594
Total Pages : 445 pages
Book Rating : 4.1/5 (352 download)
Download or read book Statistical Methods for Modeling Human Dynamics written by Sy-Miin Chow and published by Taylor & Francis. This book was released on 2011-02-25 with total page 445 pages. Available in PDF, EPUB and Kindle. Book excerpt: This interdisciplinary volume features contributions from researchers in the fields of psychology, neuroscience, statistics, computer science, and physics. State-of-the-art techniques and applications used to analyze data obtained from studies in cognition, emotion, and electrophysiology are reviewed along with techniques for modeling in real time and for examining lifespan cognitive changes, for conceptualizing change using item response, nonparametric and hierarchical models, and control theory-inspired techniques for deriving diagnoses in medical and psychotherapeutic settings. The syntax for running the analyses presented in the book is provided on the Psychology Press site. Most of the programs are written in R while others are for Matlab, SAS, Win-BUGS, and DyFA. Readers will appreciate a review of the latest methodological techniques developed in the last few years. Highlights include an examination of: Statistical and mathematical modeling techniques for the analysis of brain imaging such as EEGs, fMRIs, and other neuroscience data Dynamic modeling techniques for intensive repeated measurement data Panel modeling techniques for fewer time points data State-space modeling techniques for psychological data Techniques used to analyze reaction time data. Each chapter features an introductory overview of the techniques needed to understand the chapter, a summary, and numerous examples. Each self-contained chapter can be read on its own and in any order. Divided into three major sections, the book examines techniques for examining within-person derivations in change patterns, intra-individual change, and inter-individual differences in change and interpersonal dynamics. Intended for advanced students and researchers, this book will appeal to those interested in applying state-of-the-art dynamic modeling techniques to the the study of neurological, developmental, cognitive, and social/personality psychology, as well as neuroscience, computer science, and engineering.
Author : Mike West
Publisher : Springer Science & Business Media
ISBN 13 : 1475793650
Total Pages : 720 pages
Book Rating : 4.4/5 (757 download)
Download or read book Bayesian Forecasting and Dynamic Models written by Mike West and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 720 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book we are concerned with Bayesian learning and forecast ing in dynamic environments. We describe the structure and theory of classes of dynamic models, and their uses in Bayesian forecasting. The principles, models and methods of Bayesian forecasting have been developed extensively during the last twenty years. This devel opment has involved thorough investigation of mathematical and sta tistical aspects of forecasting models and related techniques. With this has come experience with application in a variety of areas in commercial and industrial, scientific and socio-economic fields. In deed much of the technical development has been driven by the needs of forecasting practitioners. As a result, there now exists a relatively complete statistical and mathematical framework, although much of this is either not properly documented or not easily accessible. Our primary goals in writing this book have been to present our view of this approach to modelling and forecasting, and to provide a rea sonably complete text for advanced university students and research workers. The text is primarily intended for advanced undergraduate and postgraduate students in statistics and mathematics. In line with this objective we present thorough discussion of mathematical and statistical features of Bayesian analyses of dynamic models, with illustrations, examples and exercises in each Chapter.
Author : Anthony S. Bryk
Publisher : SAGE Publications, Incorporated
ISBN 13 :
Total Pages : 296 pages
Book Rating : 4.F/5 ( download)
Download or read book Hierarchical Linear Models written by Anthony S. Bryk and published by SAGE Publications, Incorporated. This book was released on 1992 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Hierarchical Linear Models launches a new Sage series, Advanced Quantitative Techniques in the Social Sciences. This introductory text explicates the theory and use of hierarchical linear models (HLM) through rich, illustrative examples and lucid explanations. The presentation remains reasonably nontechnical by focusing on three general research purposes - improved estimation of effects within an individual unit, estimating and testing hypotheses about cross-level effects, and partitioning of variance and covariance components among levels. This innovative volume describes use of both two and three level models in organizational research, studies of individual development and meta-analysis applications, and concludes with a formal derivation of the statistical methods used in the book.
Author : Azar, Ahmad Taher
Publisher : IGI Global
ISBN 13 : 1522540784
Total Pages : 706 pages
Book Rating : 4.5/5 (225 download)
Download or read book Advances in System Dynamics and Control written by Azar, Ahmad Taher and published by IGI Global. This book was released on 2018-02-09 with total page 706 pages. Available in PDF, EPUB and Kindle. Book excerpt: Complex systems are pervasive in many areas of science. With the increasing requirement for high levels of system performance, complex systems has become an important area of research due to its role in many industries. Advances in System Dynamics and Control provides emerging research on the applications in the field of control and analysis for complex systems, with a special emphasis on how to solve various control design and observer design problems, nonlinear systems, interconnected systems, and singular systems. Featuring coverage on a broad range of topics, such as adaptive control, artificial neural network, and synchronization, this book is an important resource for engineers, professionals, and researchers interested in applying new computational and mathematical tools for solving the complicated problems of mathematical modeling, simulation, and control.
