Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Modelling Nonlinearities In Long Memory Time Series
Download Modelling Nonlinearities In Long Memory Time Series full books in PDF, epub, and Kindle. Read online Modelling Nonlinearities In Long Memory Time Series ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Book Synopsis Time Series with Long Memory by : Peter M. Robinson
Download or read book Time Series with Long Memory written by Peter M. Robinson and published by Advanced Texts in Econometrics. This book was released on 2003 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: Long memory time series are characterized by a strong dependence between distant events.
Book Synopsis Nonlinear Dynamics and Time Series by :
Download or read book Nonlinear Dynamics and Time Series written by and published by American Mathematical Soc.. This book was released on 2006 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lars Ahlfors's Lectures on Quasiconformal Mappings, based on a course he gave at Harvard University in the spring term of 1964, was first published in 1966 and was soon recognized as the classic it was shortly destined to become. These lectures develop the theory of quasiconformal mappings from scratch, give a self-contained treatment of the Beltrami equation, and cover the basic properties of Teichmuller spaces, including the Bers embedding and the Teichmuller curve. It isremarkable how Ahlfors goes straight to the heart of the matter, presenting major results with a minimum set of prerequisites. Many graduate students and other mathematicians have learned the foundations of the theories of quasiconformal mappings and Teichmuller spaces from these lecture notes. This editionincludes three new chapters. The first, written by Earle and Kra, describes further developments in the theory of Teichmuller spaces and provides many references to the vast literature on Teichmuller spaces and quasiconformal mappings. The second, by Shishikura, describes how quasiconformal mappings have revitalized the subject of complex dynamics. The third, by Hubbard, illustrates the role of these mappings in Thurston's theory of hyperbolic structures on 3-manifolds. Together, these threenew chapters exhibit the continuing vitality and importance of the theory of quasiconformal mappings. This book is a collection of research and expository papers reflecting the interfacing of two fields: nonlinear dynamics (in the physiological and biological sciences) and statistics. It presents theproceedings of a four-day workshop entitled ``Nonlinear Dynamics and Time Series: Building a Bridge Between the Natural and Statistical Sciences'' held at the Centre de Recherches Mathematiques (CRM) in Montreal in July 1995. The goal of the workshop was to provide an exchange forum and to create a link between two diverse groups with a common interest in the analysis of nonlinear time series data. The editors and peer reviewers of this work have attempted to minimize the problems ofmaintaining communication between the different scientific fields. The result is a collection of interrelated papers that highlight current areas of research in statistics that might have particular applicability to nonlinear dynamics and new methodology and open data analysis problems in nonlinear dynamicsthat might find their way into the toolkits and research interests of statisticians. Features: A survey of state-of-the-art developments in nonlinear dynamics time series analysis with open statistical problems and areas for further research. Contributions by statisticians to understanding and improving modern techniques commonly associated with nonlinear time series analysis, such as surrogate data methods and estimation of local Lyapunov exponents. Starting point for both scientists andstatisticians who want to explore the field. Expositions that are readable to scientists outside the featured fields of specialization. Information for our distributors: Titles in this series are copublished with the Fields Institute for Research in Mathematical Sciences (Toronto, Ontario,Canada).
Book Synopsis Nonlinear Time Series Analysis by : Ruey S. Tsay
Download or read book Nonlinear Time Series Analysis written by Ruey S. Tsay and published by John Wiley & Sons. This book was released on 2018-09-13 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive resource that draws a balance between theory and applications of nonlinear time series analysis Nonlinear Time Series Analysis offers an important guide to both parametric and nonparametric methods, nonlinear state-space models, and Bayesian as well as classical approaches to nonlinear time series analysis. The authors—noted experts in the field—explore the advantages and limitations of the nonlinear models and methods and review the improvements upon linear time series models. The need for this book is based on the recent developments in nonlinear time series analysis, statistical learning, dynamic systems and advanced computational methods. Parametric and nonparametric methods and nonlinear and non-Gaussian state space models provide a much wider range of tools for time series analysis. In addition, advances in computing and data collection have made available large data sets and high-frequency data. These new data make it not only feasible, but also necessary to take into consideration the nonlinearity embedded in most real-world time series. This vital guide: • Offers research developed by leading scholars of time series analysis • Presents R commands making it possible to reproduce all the analyses included in the text • Contains real-world examples throughout the book • Recommends exercises to test understanding of material presented • Includes an instructor solutions manual and companion website Written for students, researchers, and practitioners who are interested in exploring nonlinearity in time series, Nonlinear Time Series Analysis offers a comprehensive text that explores the advantages and limitations of the nonlinear models and methods and demonstrates the improvements upon linear time series models.
Book Synopsis Nonlinear Dynamics and Time Series by : Colleen D. Cutler
Download or read book Nonlinear Dynamics and Time Series written by Colleen D. Cutler and published by American Mathematical Soc.. This book was released on with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lars Ahlfors's Lectures on Quasiconformal Mappings, based on a course he gave at Harvard University in the spring term of 1964, was first published in 1966 and was soon recognized as the classic it was shortly destined to become. These lectures develop the theory of quasiconformal mappings from scratch, give a self-contained treatment of the Beltrami equation, and cover the basic properties of Teichmuller spaces, including the Bers embedding and the Teichmuller curve. It isremarkable how Ahlfors goes straight to the heart of the matter, presenting major results with a minimum set of prerequisites. Many graduate students and other mathematicians have learned the foundations of the theories of quasiconformal mappings and Teichmuller spaces from these lecture notes. This editionincludes three new chapters. The first, written by Earle and Kra, describes further developments in the theory of Teichmuller spaces and provides many references to the vast literature on Teichmuller spaces and quasiconformal mappings. The second, by Shishikura, describes how quasiconformal mappings have revitalized the subject of complex dynamics. The third, by Hubbard, illustrates the role of these mappings in Thurston's theory of hyperbolic structures on 3-manifolds. Together, these threenew chapters exhibit the continuing vitality and importance of the theory of quasiconformal mappings. This book is a collection of research and expository papers reflecting the interfacing of two fields: nonlinear dynamics (in the physiological and biological sciences) and statistics. It presents theproceedings of a four-day workshop entitled ''Nonlinear Dynamics and Time Series: Building a Bridge Between the Natural and Statistical Sciences'' held at the Centre de Recherches Mathematiques (CRM) in Montreal in July 1995. The goal of the workshop was to provide an exchange forum and to create a link between two diverse groups with a common interest in the analysis of nonlinear time series data. The editors and peer reviewers of this work have attempted to minimize the problems ofmaintaining communication between the different scientific fields. The result is a collection of interrelated papers that highlight current areas of research in statistics that might have particular applicability to nonlinear dynamics and new methodology and open data analysis problems in nonlinear dynamicsthat might find their way into the toolkits and research interests of statisticians. Features: A survey of state-of-the-art developments in nonlinear dynamics time series analysis with open statistical problems and areas for further research. Contributions by statisticians to understanding and improving modern techniques commonly associated with nonlinear time series analysis, such as surrogate data methods and estimation of local Lyapunov exponents. Starting point for both scientists andstatisticians who want to explore the field. Expositions that are readable to scientists outside the featured fields of specialization. Information for our distributors: Titles in this series are copublished with the Fields Institute for Research in Mathematical Sciences (Toronto, Ontario,Canada).
Book Synopsis Studies in Nonlinear and Long Memory Time Series Econometrics by : Rehim Kiliç
Download or read book Studies in Nonlinear and Long Memory Time Series Econometrics written by Rehim Kiliç and published by . This book was released on 2002 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Long Memory in Economics by : Gilles Teyssière
Download or read book Long Memory in Economics written by Gilles Teyssière and published by Springer Science & Business Media. This book was released on 2006-09-22 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: Assembles three different strands of long memory analysis: statistical literature on the properties of, and tests for, LRD processes; mathematical literature on the stochastic processes involved; and models from economic theory providing plausible micro foundations for the occurrence of long memory in economics.
Book Synopsis Non-Linear Time Series by : Kamil Feridun Turkman
Download or read book Non-Linear Time Series written by Kamil Feridun Turkman and published by Springer. This book was released on 2014-09-29 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers a useful combination of probabilistic and statistical tools for analyzing nonlinear time series. Key features of the book include a study of the extremal behavior of nonlinear time series and a comprehensive list of nonlinear models that address different aspects of nonlinearity. Several inferential methods, including quasi likelihood methods, sequential Markov Chain Monte Carlo Methods and particle filters, are also included so as to provide an overall view of the available tools for parameter estimation for nonlinear models. A chapter on integer time series models based on several thinning operations, which brings together all recent advances made in this area, is also included. Readers should have attended a prior course on linear time series, and a good grasp of simulation-based inferential methods is recommended. This book offers a valuable resource for second-year graduate students and researchers in statistics and other scientific areas who need a basic understanding of nonlinear time series.
Author :Torben Gustav Andersen Publisher :Springer Science & Business Media ISBN 13 :3540712976 Total Pages :1045 pages Book Rating :4.5/5 (47 download)
Book Synopsis Handbook of Financial Time Series by : Torben Gustav Andersen
Download or read book Handbook of Financial Time Series written by Torben Gustav Andersen and published by Springer Science & Business Media. This book was released on 2009-04-21 with total page 1045 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical point of view. There are many fine contributions, and a preamble by Nobel Prize winner Robert F. Engle.
Book Synopsis Modelling Nonlinear Economic Time Series by : Timo Teräsvirta
Download or read book Modelling Nonlinear Economic Time Series written by Timo Teräsvirta and published by OUP Oxford. This book was released on 2010-12-16 with total page 592 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains an extensive up-to-date overview of nonlinear time series models and their application to modelling economic relationships. It considers nonlinear models in stationary and nonstationary frameworks, and both parametric and nonparametric models are discussed. The book contains examples of nonlinear models in economic theory and presents the most common nonlinear time series models. Importantly, it shows the reader how to apply these models in practice. For thispurpose, the building of various nonlinear models with its three stages of model building: specification, estimation and evaluation, is discussed in detail and is illustrated by several examples involving both economic and non-economic data. Since estimation of nonlinear time series models is carried outusing numerical algorithms, the book contains a chapter on estimating parametric nonlinear models and another on estimating nonparametric ones.Forecasting is a major reason for building time series models, linear or nonlinear. The book contains a discussion on forecasting with nonlinear models, both parametric and nonparametric, and considers numerical techniques necessary for computing multi-period forecasts from them. The main focus of the book is on models of the conditional mean, but models of the conditional variance, mainly those of autoregressive conditional heteroskedasticity, receive attention as well. A separate chapter isdevoted to state space models. As a whole, the book is an indispensable tool for researchers interested in nonlinear time series and is also suitable for teaching courses in econometrics and time series analysis.
Book Synopsis Nonlinear Time Series Analysis by : Holger Kantz
Download or read book Nonlinear Time Series Analysis written by Holger Kantz and published by Cambridge University Press. This book was released on 2004 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: The paradigm of deterministic chaos has influenced thinking in many fields of science. Chaotic systems show rich and surprising mathematical structures. In the applied sciences, deterministic chaos provides a striking explanation for irregular behaviour and anomalies in systems which do not seem to be inherently stochastic. The most direct link between chaos theory and the real world is the analysis of time series from real systems in terms of nonlinear dynamics. Experimental technique and data analysis have seen such dramatic progress that, by now, most fundamental properties of nonlinear dynamical systems have been observed in the laboratory. Great efforts are being made to exploit ideas from chaos theory wherever the data displays more structure than can be captured by traditional methods. Problems of this kind are typical in biology and physiology but also in geophysics, economics, and many other sciences.
Book Synopsis S. Co. 2009. Sixth Conference. Complex Data Modeling and Computationally Intensive Statistical Methods for Estimation and Prediction by :
Download or read book S. Co. 2009. Sixth Conference. Complex Data Modeling and Computationally Intensive Statistical Methods for Estimation and Prediction written by and published by Maggioli Editore. This book was released on 2009 with total page 493 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Informatics Engineering and Information Science, Part II by : Azizah Abd Manaf
Download or read book Informatics Engineering and Information Science, Part II written by Azizah Abd Manaf and published by Springer. This book was released on 2011-11-11 with total page 773 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 4-Volume-Set, CCIS 0251 - CCIS 0254, constitutes the refereed proceedings of the International Conference on Informatics Engineering and Information Science, ICIEIS 2011, held in Kuala Lumpur, Malaysia, in November 2011. The 210 revised full papers presented together with invited papers in the 4 volumes were carefully reviewed and selected from numerous submissions. The papers are organized in topical sections on e-learning, information security, software engineering, image processing, algorithms, artificial intelligence and soft computing, e-commerce, data mining, neural networks, social networks, grid computing, biometric technologies, networks, distributed and parallel computing, wireless networks, information and data management, web applications and software systems, multimedia, ad hoc networks, mobile computing, as well as miscellaneous topics in digital information and communications.
Book Synopsis Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility by : Christian Hafner
Download or read book Nonlinear Time Series Analysis with Applications to Foreign Exchange Rate Volatility written by Christian Hafner and published by Springer Science & Business Media. This book was released on 2013-11-27 with total page 235 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book deals with the econometric analysis of high frequency financial time series. It emphasizes a new nonparametric approach to volatility models and provides theoretical and empirical comparisons with conventional ARCH models, applied to foreign exchange rates. Nonparametric models are discussed that cope with asymmetry and long memory of volatility as well as heterogeneity of higher conditional moments.
Book Synopsis Unit Root Tests in Time Series Volume 2 by : K. Patterson
Download or read book Unit Root Tests in Time Series Volume 2 written by K. Patterson and published by Springer. This book was released on 2012-07-05 with total page 586 pages. Available in PDF, EPUB and Kindle. Book excerpt: Testing for a Unit Root is now an essential part of time series analysis but the literature on the topic is so large that knowing where to start is difficult even for the specialist. This book provides a way into the techniques of unit root testing, explaining the pitfalls and nonstandard cases, using practical examples and simulation analysis.
Book Synopsis Stochasticity, Nonlinearity and Forecasting of Streamflow Processes by : Wen Wang
Download or read book Stochasticity, Nonlinearity and Forecasting of Streamflow Processes written by Wen Wang and published by IOS Press. This book was released on 2006 with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: Streamflow forecasting is of great importance to water resources management and flood defense. On the other hand, a better understanding of the streamflow process is fundamental for improving the skill of streamflow forecasting. The methods for forecasting streamflows may fall into two general classes: process-driven methods and data-driven methods. Equivalently, methods for understanding streamflow processes may also be broken into two categories: physically-based methods and mathematically-based methods. This thesis focuses on using mathematically-based methods to analyze stochasticity and nonlinearity of streamflow processes based on univariate historic streamflow records, and presents data-driven models that are also mainly based on univariate streamflow time series. Six streamflow processes of five rivers in different geological regions are investigated for stochasticity and nonlinearity at several characteristic timescales.
Book Synopsis Advances in Streamflow Forecasting by : Priyanka Sharma
Download or read book Advances in Streamflow Forecasting written by Priyanka Sharma and published by Elsevier. This book was released on 2021-06-20 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in Streamflow Forecasting: From Traditional to Modern Approaches covers the three major data-driven approaches of streamflow forecasting including traditional approach of statistical and stochastic time-series modelling with their recent developments, stand-alone data-driven approach such as artificial intelligence techniques, and modern hybridized approach where data-driven models are combined with preprocessing methods to improve the forecast accuracy of streamflows and to reduce the forecast uncertainties. This book starts by providing the background information, overview, and advances made in streamflow forecasting. The overview portrays the progress made in the field of streamflow forecasting over the decades. Thereafter, chapters describe theoretical methodology of the different data-driven tools and techniques used for streamflow forecasting along with case studies from different parts of the world. Each chapter provides a flowchart explaining step-by-step methodology followed in applying the data-driven approach in streamflow forecasting. This book addresses challenges in forecasting streamflows by abridging the gaps between theory and practice through amalgamation of theoretical descriptions of the data-driven techniques and systematic demonstration of procedures used in applying the techniques. Language of this book is kept simple to make the readers understand easily about different techniques and make them capable enough to straightforward replicate the approach in other areas of their interest. This book will be vital for hydrologists when optimizing the water resources system, and to mitigate the impact of destructive natural disasters such as floods and droughts by implementing long-term planning (structural and nonstructural measures), and short-term emergency warning. Moreover, this book will guide the readers in choosing an appropriate technique for streamflow forecasting depending upon the given set of conditions. - Contributions from renowned researchers/experts of the subject from all over the world to provide the most authoritative outlook on streamflow forecasting - Provides an excellent overview and advances made in streamflow forecasting over the past more than five decades and covers both traditional and modern data-driven approaches in streamflow forecasting - Includes case studies along with detailed flowcharts demonstrating a systematic application of different data-driven models in streamflow forecasting, which helps understand the step-by-step procedures
Book Synopsis Complex Systems in Finance and Econometrics by : Robert A. Meyers
Download or read book Complex Systems in Finance and Econometrics written by Robert A. Meyers and published by Springer Science & Business Media. This book was released on 2010-11-03 with total page 919 pages. Available in PDF, EPUB and Kindle. Book excerpt: Finance, Econometrics and System Dynamics presents an overview of the concepts and tools for analyzing complex systems in a wide range of fields. The text integrates complexity with deterministic equations and concepts from real world examples, and appeals to a broad audience.
