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On Some Numerical Properties Of Arma Parameter Estimation Procedures
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Book Synopsis On Some Numerical Properties of ARMA Parameter Estimation Procedures by : H. Joseph Newton
Download or read book On Some Numerical Properties of ARMA Parameter Estimation Procedures written by H. Joseph Newton and published by . This book was released on 1981 with total page 8 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper reviews the algorithms used by statisticians for obtaining efficient estimators of the parameters of a univariate autoregressive moving average (ARMA) time series. The connection of the estimation problem with the problem of prediction is investigated with particular emphasis on the Kalman filter and modified Cholesky decomposition algorithms. A result from prediction theory is given which provides a significant reduction in the computations needed in Ansley's (1979) estimation procedure. Finally it is pointed out that there are many useful facts in the literature of control theory that need to be investigated by statisticians interested in estimation and prediction problems in linear time series models. (Author).
Book Synopsis Scientific and Technical Aerospace Reports by :
Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1994 with total page 892 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Computer Science and Statistics: Proceedings of the 13th Symposium on the Interface by : W. F. Eddy
Download or read book Computer Science and Statistics: Proceedings of the 13th Symposium on the Interface written by W. F. Eddy and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 375 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 13th Symposium on the Interface continued this series after a one year pause. The objective of these symposia is to provide a forum for the interchange of ideas of common concern to computer scientists and statisticians. The sessions of the 13th Symposium were held in the Pittsburgh Hilton Hotel, Gateway Center, Pittsburgh. Following established custom the 13th Symposium had organized workshops on various topics of interest to participants. The workshop format allowed the invited speakers to present their material variously as formal talks, tutorial sessions and open discussion. The Symposium schedule was also the customary one. Registration opened in late afternoon of March 11, 1981 and continued during the opening mixer held that evening: The formal opening of the Symposium was on the morning of March 12. The opening remarks were followed by Bradley Efron's address "Statistical Theory and the Computer." The rest of the daily schedule was three concurrent workshops in the morning and three in the afternoon with contributed poster sessions during the noon break. Additionally there were several commercial displays and guided tours of Carnegie-Mellon University's Computer Center, Computer Science research facilities, and Robotics Institute.
Download or read book Technical Abstract Bulletin written by and published by . This book was released on 1981 with total page 206 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Study of Estimation Procedures for Time Series Models in Economics by : Adrian Rodney Pagan
Download or read book A Study of Estimation Procedures for Time Series Models in Economics written by Adrian Rodney Pagan and published by . This book was released on 1972 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Research in Progress written by and published by . This book was released on 1982 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Evolutionary Statistical Procedures by : Roberto Baragona
Download or read book Evolutionary Statistical Procedures written by Roberto Baragona and published by Springer Science & Business Media. This book was released on 2011-01-03 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: This proposed text appears to be a good introduction to evolutionary computation for use in applied statistics research. The authors draw from a vast base of knowledge about the current literature in both the design of evolutionary algorithms and statistical techniques. Modern statistical research is on the threshold of solving increasingly complex problems in high dimensions, and the generalization of its methodology to parameters whose estimators do not follow mathematically simple distributions is underway. Many of these challenges involve optimizing functions for which analytic solutions are infeasible. Evolutionary algorithms represent a powerful and easily understood means of approximating the optimum value in a variety of settings. The proposed text seeks to guide readers through the crucial issues of optimization problems in statistical settings and the implementation of tailored methods (including both stand-alone evolutionary algorithms and hybrid crosses of these procedures with standard statistical algorithms like Metropolis-Hastings) in a variety of applications. This book would serve as an excellent reference work for statistical researchers at an advanced graduate level or beyond, particularly those with a strong background in computer science.
Book Synopsis Modelling and Parameter Estimation of Dynamic Systems by : J.R. Raol
Download or read book Modelling and Parameter Estimation of Dynamic Systems written by J.R. Raol and published by IET. This book was released on 2004-08-13 with total page 405 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a detailed examination of the estimation techniques and modeling problems. The theory is furnished with several illustrations and computer programs to promote better understanding of system modeling and parameter estimation.
Book Synopsis Structural Health Monitoring, Damage Detection & Mechatronics, Volume 7 by : Alfred Wicks
Download or read book Structural Health Monitoring, Damage Detection & Mechatronics, Volume 7 written by Alfred Wicks and published by Springer. This book was released on 2016-05-24 with total page 153 pages. Available in PDF, EPUB and Kindle. Book excerpt: Structural Health Monitoring, Damage Detection & Mechatronics, Volume 7. Proceedings of the 34th IMAC, A Conference and Exposition on Dynamics of Multiphysical Systems: From Active Materials to Vibroacoustics, 2016, the seventh volume of ten from the Conference brings together contributions to this important area of research and engineering. The collection presents early fi ndings and case studies on fundamental and applied aspects of Structural Dynamics, including papers on: • Structural Health Monitoring • Damage Detection • Numerical Modeling • Mechatronics • System Identifi cation • Active Controls
Book Synopsis Model Identification and Adaptive Control by : Graham Goodwin
Download or read book Model Identification and Adaptive Control written by Graham Goodwin and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is based on a workshop entitled.: Model " Identification and Adap tive Control: From Windsurfing to Telecommunications" held in Sydney, Aus tralia, on December 16, 2000. The workshop was organized in honour of Pro fessor Brian (BDO) Anderson in recognition of his seminal contributions to systems science over the past 4 decades. . The chapters in the book have been written by colleagues, friends and stu dents of Brian Anderson. A central theme of the book is the inter relationship between identification and the use of models in real world applications. This theme has underpinned much of Brian Anderson's own contributions. The book reflects on these contributions as well as makirig important statements about possible future research directions. The subtitle of the book (From Windsurfing to Telecommunications) rec ognizes the fact that many common life experiences, such as those we en counter when learning to ride a windsurfer are models for design methods that can be used on real world advanced technological control problems. In deed, Brian Anderson extensively explored this link in his research work.
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 System-Based Vision For Strate by : Franco Bontempi
Download or read book System-Based Vision For Strate written by Franco Bontempi and published by CRC Press. This book was released on 2003-01-01 with total page 728 pages. Available in PDF, EPUB and Kindle. Book excerpt: Objective of conference is to define knowledge and technologies needed to design and develop project processes and to produce high-quality, competitive, environment- and consumer-friendly structures and constructed facilities. This goal is clearly related to the development and (re)-use of quality materials, to excellence in construction management and to reliable measurement and testing methods.
Book Synopsis Statistical Methods in Control & Signal Processing by : Tohru Katayama
Download or read book Statistical Methods in Control & Signal Processing written by Tohru Katayama and published by CRC Press. This book was released on 2018-10-08 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presenting statistical and stochastic methods for the analysis and design of technological systems in engineering and applied areas, this work documents developments in statistical modelling, identification, estimation and signal processing. The book covers such topics as subspace methods, stochastic realization, state space modelling, and identification and parameter estimation.
Book Synopsis Modeling in the Neurosciences by : R.R. Poznanski
Download or read book Modeling in the Neurosciences written by R.R. Poznanski and published by Routledge. This book was released on 2019-01-22 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: With contributions from more than 40 renowned experts, Modeling in the Neurosciences: From Ionic Channels to Neural Networks is essential for those interested in neuronal modeling and quantitative neiroscience. Focusing on new mathematical and computer models, techniques and methods, this monograph represents a cohesive and comprehensive treatment
Book Synopsis Climate Time Series Analysis by : Manfred Mudelsee
Download or read book Climate Time Series Analysis written by Manfred Mudelsee and published by Springer. This book was released on 2014-06-27 with total page 477 pages. Available in PDF, EPUB and Kindle. Book excerpt: Climate is a paradigm of a complex system. Analysing climate data is an exciting challenge, which is increased by non-normal distributional shape, serial dependence, uneven spacing and timescale uncertainties. This book presents bootstrap resampling as a computing-intensive method able to meet the challenge. It shows the bootstrap to perform reliably in the most important statistical estimation techniques: regression, spectral analysis, extreme values and correlation. This book is written for climatologists and applied statisticians. It explains step by step the bootstrap algorithms (including novel adaptions) and methods for confidence interval construction. It tests the accuracy of the algorithms by means of Monte Carlo experiments. It analyses a large array of climate time series, giving a detailed account on the data and the associated climatological questions. “....comprehensive mathematical and statistical summary of time-series analysis techniques geared towards climate applications...accessible to readers with knowledge of college-level calculus and statistics.” (Computers and Geosciences) “A key part of the book that separates it from other time series works is the explicit discussion of time uncertainty...a very useful text for those wishing to understand how to analyse climate time series.” (Journal of Time Series Analysis) “...outstanding. One of the best books on advanced practical time series analysis I have seen.” (David J. Hand, Past-President Royal Statistical Society)
Book Synopsis Method of Moments Estimators for the Moving Average Coefficients in an ARMA (p, Q) Process by : M. J. Morton
Download or read book Method of Moments Estimators for the Moving Average Coefficients in an ARMA (p, Q) Process written by M. J. Morton and published by . This book was released on 1982 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt: The standard procedure for computing the moving average method of moments parameter estimates for an ARMA process involves the numerical solution of a system of non-linear equations. In this paper it will be shown how the so-called inverse autocorrelations introduced by Cleveland can be utilized to compute the moving average parameter estimates as the solution to a system of linear equations, and that the method is faster and more accurate than solving the non-linear equations alluded to above. In addition, the procedure described below ensures that an invertible solution is obtained. (Author).
Download or read book Monthly Weather Review written by and published by . This book was released on 1985 with total page 802 pages. Available in PDF, EPUB and Kindle. Book excerpt:
