Robust Estimation And Prediction Using An Arma Model

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Robustness in Identification and Control

Author : M. Milanese
Publisher : Springer Science & Business Media
ISBN 13 : 1461595525
Total Pages : 335 pages
Book Rating : 4.4/5 (615 download)

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Book Synopsis Robustness in Identification and Control by : M. Milanese

Download or read book Robustness in Identification and Control written by M. Milanese and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 335 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume collects most of the papers presented at the International Workshop on Robustness in Identification and Control, held in Torino (Italy) in 1988. The main focal point of the workshop was Unknown But Bounded uncertainty and associated robustness issues in identification and control. Recent years have seen a growing interest in studying models which include un known but bounded uncertainty. The motivation for dealing with such models is derived from robustness considerations. In many applications, some performance specification must be met for all admissible variations of the uncertain parameters. A second motivation for models with this type of uncertainty stems from the fact that the statistical description of uncertain variables may not be well known or even not suitable. For example, in some cases, only a small number of measurements is available and the resulting errors are due to analog-digital conversion, modelling ap proximation or round-off, so that a statistical description may actually be unreliable. The interest in unknown but bounded setting is certainly not new. In fact, en gineering practice demands for appropriate algorithms in dealing with finite sample properties, finite parameter variations, tolerance analysis, etc. Despite the natural need for such methods, the lack of sufficiently well assessed theoretical results and algorithms prevented a systematic use of these procedures until recent years. How ever, in the last few years, important advances have been made both in estimation theory and in stability analysis.

Robust Statistics

Author : Ricardo A. Maronna
Publisher : John Wiley & Sons
ISBN 13 : 1119214688
Total Pages : 466 pages
Book Rating : 4.1/5 (192 download)

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Book Synopsis Robust Statistics by : Ricardo A. Maronna

Download or read book Robust Statistics written by Ricardo A. Maronna and published by John Wiley & Sons. This book was released on 2019-01-04 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: A new edition of this popular text on robust statistics, thoroughly updated to include new and improved methods and focus on implementation of methodology using the increasingly popular open-source software R. Classical statistics fail to cope well with outliers associated with deviations from standard distributions. Robust statistical methods take into account these deviations when estimating the parameters of parametric models, thus increasing the reliability of fitted models and associated inference. This new, second edition of Robust Statistics: Theory and Methods (with R) presents a broad coverage of the theory of robust statistics that is integrated with computing methods and applications. Updated to include important new research results of the last decade and focus on the use of the popular software package R, it features in-depth coverage of the key methodology, including regression, multivariate analysis, and time series modeling. The book is illustrated throughout by a range of examples and applications that are supported by a companion website featuring data sets and R code that allow the reader to reproduce the examples given in the book. Unlike other books on the market, Robust Statistics: Theory and Methods (with R) offers the most comprehensive, definitive, and up-to-date treatment of the subject. It features chapters on estimating location and scale; measuring robustness; linear regression with fixed and with random predictors; multivariate analysis; generalized linear models; time series; numerical algorithms; and asymptotic theory of M-estimates. Explains both the use and theoretical justification of robust methods Guides readers in selecting and using the most appropriate robust methods for their problems Features computational algorithms for the core methods Robust statistics research results of the last decade included in this 2nd edition include: fast deterministic robust regression, finite-sample robustness, robust regularized regression, robust location and scatter estimation with missing data, robust estimation with independent outliers in variables, and robust mixed linear models. Robust Statistics aims to stimulate the use of robust methods as a powerful tool to increase the reliability and accuracy of statistical modelling and data analysis. It is an ideal resource for researchers, practitioners, and graduate students in statistics, engineering, computer science, and physical and social sciences.

Identification and System Parameter Estimation

Author :
Publisher :
ISBN 13 :
Total Pages : 784 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Identification and System Parameter Estimation by :

Download or read book Identification and System Parameter Estimation written by and published by . This book was released on 1989 with total page 784 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Robust and Multivariate Statistical Methods

Author : Mengxi Yi
Publisher : Springer Nature
ISBN 13 : 3031226879
Total Pages : 500 pages
Book Rating : 4.0/5 (312 download)

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Book Synopsis Robust and Multivariate Statistical Methods by : Mengxi Yi

Download or read book Robust and Multivariate Statistical Methods written by Mengxi Yi and published by Springer Nature. This book was released on 2023-04-19 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents recent developments in multivariate and robust statistical methods. Featuring contributions by leading experts in the field it covers various topics, including multivariate and high-dimensional methods, time series, graphical models, robust estimation, supervised learning and normal extremes. It will appeal to statistics and data science researchers, PhD students and practitioners who are interested in modern multivariate and robust statistics. The book is dedicated to David E. Tyler on the occasion of his pending retirement and also includes a review contribution on the popular Tyler’s shape matrix.

Introduction to Robust Estimation and Hypothesis Testing

Author : Rand R. Wilcox
Publisher : Academic Press
ISBN 13 : 012804781X
Total Pages : 812 pages
Book Rating : 4.1/5 (28 download)

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Book Synopsis Introduction to Robust Estimation and Hypothesis Testing by : Rand R. Wilcox

Download or read book Introduction to Robust Estimation and Hypothesis Testing written by Rand R. Wilcox and published by Academic Press. This book was released on 2016-09-02 with total page 812 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to Robust Estimating and Hypothesis Testing, 4th Editon, is a 'how-to' on the application of robust methods using available software. Modern robust methods provide improved techniques for dealing with outliers, skewed distribution curvature and heteroscedasticity that can provide substantial gains in power as well as a deeper, more accurate and more nuanced understanding of data. Since the last edition, there have been numerous advances and improvements. They include new techniques for comparing groups and measuring effect size as well as new methods for comparing quantiles. Many new regression methods have been added that include both parametric and nonparametric techniques. The methods related to ANCOVA have been expanded considerably. New perspectives related to discrete distributions with a relatively small sample space are described as well as new results relevant to the shift function. The practical importance of these methods is illustrated using data from real world studies. The R package written for this book now contains over 1200 functions. New to this edition - 35% revised content - Covers many new and improved R functions - New techniques that deal with a wide range of situations - Extensive revisions to cover the latest developments in robust regression - Covers latest improvements in ANOVA - Includes newest rank-based methods - Describes and illustrated easy to use software

Identification and System Parameter Estimation, 1988

Author : Hanfu Chen
Publisher :
ISBN 13 :
Total Pages : 784 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Identification and System Parameter Estimation, 1988 by : Hanfu Chen

Download or read book Identification and System Parameter Estimation, 1988 written by Hanfu Chen and published by . This book was released on 1989 with total page 784 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Robustness in Statistical Forecasting

Author : Yuriy Kharin
Publisher : Springer Science & Business Media
ISBN 13 : 3319008404
Total Pages : 369 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis Robustness in Statistical Forecasting by : Yuriy Kharin

Download or read book Robustness in Statistical Forecasting written by Yuriy Kharin and published by Springer Science & Business Media. This book was released on 2013-09-04 with total page 369 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book offers solutions to such topical problems as developing mathematical models and descriptions of typical distortions in applied forecasting problems; evaluating robustness for traditional forecasting procedures under distortionism and more.

Dynamic Stochastic Models from Empirical Data

Author : Anil Kashyap
Publisher : Academic Press
ISBN 13 : 0080956319
Total Pages : 351 pages
Book Rating : 4.0/5 (89 download)

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Book Synopsis Dynamic Stochastic Models from Empirical Data by : Anil Kashyap

Download or read book Dynamic Stochastic Models from Empirical Data written by Anil Kashyap and published by Academic Press. This book was released on 1976-09-17 with total page 351 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dynamic Stochastic Models from Empirical Data

Advances in Data Mining Knowledge Discovery and Applications

Author : Adem Karahoca
Publisher : BoD – Books on Demand
ISBN 13 : 9535107488
Total Pages : 404 pages
Book Rating : 4.5/5 (351 download)

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Book Synopsis Advances in Data Mining Knowledge Discovery and Applications by : Adem Karahoca

Download or read book Advances in Data Mining Knowledge Discovery and Applications written by Adem Karahoca and published by BoD – Books on Demand. This book was released on 2012-09-12 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in Data Mining Knowledge Discovery and Applications aims to help data miners, researchers, scholars, and PhD students who wish to apply data mining techniques. The primary contribution of this book is highlighting frontier fields and implementations of the knowledge discovery and data mining. It seems to be same things are repeated again. But in general, same approach and techniques may help us in different fields and expertise areas. This book presents knowledge discovery and data mining applications in two different sections. As known that, data mining covers areas of statistics, machine learning, data management and databases, pattern recognition, artificial intelligence, and other areas. In this book, most of the areas are covered with different data mining applications. The eighteen chapters have been classified in two parts: Knowledge Discovery and Data Mining Applications.

Robust Digital Processing of Speech Signals

Author : Branko Kovacevic
Publisher : Springer
ISBN 13 : 3319536133
Total Pages : 233 pages
Book Rating : 4.3/5 (195 download)

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Book Synopsis Robust Digital Processing of Speech Signals by : Branko Kovacevic

Download or read book Robust Digital Processing of Speech Signals written by Branko Kovacevic and published by Springer. This book was released on 2017-06-06 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on speech signal phenomena, presenting a robustification of the usual speech generation models with regard to the presumed types of excitation signals, which is equivalent to the introduction of a class of nonlinear models and the corresponding criterion functions for parameter estimation. Compared to the general class of nonlinear models, such as various neural networks, these models possess good properties of controlled complexity, the option of working in “online” mode, as well as a low information volume for efficient speech encoding and transmission. Providing comprehensive insights, the book is based on the authors’ research, which has already been published, supplemented by additional texts discussing general considerations of speech modeling, linear predictive analysis and robust parameter estimation.

Applications of Digital Signal Processing to Audio and Acoustics

Author : Mark Kahrs
Publisher : Springer Science & Business Media
ISBN 13 : 030647042X
Total Pages : 569 pages
Book Rating : 4.3/5 (64 download)

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Book Synopsis Applications of Digital Signal Processing to Audio and Acoustics by : Mark Kahrs

Download or read book Applications of Digital Signal Processing to Audio and Acoustics written by Mark Kahrs and published by Springer Science & Business Media. This book was released on 2005-12-11 with total page 569 pages. Available in PDF, EPUB and Kindle. Book excerpt: Karlheinz Brandenburg and Mark Kahrs With the advent of multimedia, digital signal processing (DSP) of sound has emerged from the shadow of bandwidth limited speech processing. Today, the main appli cations of audio DSP are high quality audio coding and the digital generation and manipulation of music signals. They share common research topics including percep tual measurement techniques and analysis/synthesis methods. Smaller but nonetheless very important topics are hearing aids using signal processing technology and hardware architectures for digital signal processing of audio. In all these areas the last decade has seen a significant amount of application oriented research. The topics covered here coincide with the topics covered in the biannual work shop on “Applications of Signal Processing to Audio and Acoustics”. This event is sponsored by the IEEE Signal Processing Society (Technical Committee on Audio and Electroacoustics) and takes place at Mohonk Mountain House in New Paltz, New York. A short overview of each chapter will illustrate the wide variety of technical material presented in the chapters of this book. John Beerends: Perceptual Measurement Techniques. The advent of perceptual measurement techniques is a byproduct of the advent of digital coding for both speech and high quality audio signals. Traditional measurement schemes are bad estimates for the subjective quality after digital coding/decoding. Listening tests are subject to sta tistical uncertainties and the basic question of repeatability in a different environment.

Optimal Transport Statistics for Economics and Related Topics

Author : Nguyen Ngoc Thach
Publisher : Springer Nature
ISBN 13 : 3031357639
Total Pages : 712 pages
Book Rating : 4.0/5 (313 download)

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Book Synopsis Optimal Transport Statistics for Economics and Related Topics by : Nguyen Ngoc Thach

Download or read book Optimal Transport Statistics for Economics and Related Topics written by Nguyen Ngoc Thach and published by Springer Nature. This book was released on 2023-12-04 with total page 712 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume emphasizes techniques of optimal transport statistics, but it also describes and uses other econometric techniques, ranging from more traditional statistical techniques to more innovative ones such as quantiles (in particular, multidimensional quantiles), maximum entropy approach, and machine learning. Applications range from general analysis of GDP growth, stock market, and consumer prices to analysis of specific sectors of economics (construction, credit and banking, energy, health, labor, textile, tourism, international trade) to specific issues affecting economy such as bankruptcy, effect of Covid-19 pandemic, effect of pollution, effect of gender, cryptocurrencies, and the existence of shadow economy. Papers presented in this volume also cover data processing techniques, with economic and financial application being the unifying theme. This volume shows what has been achieved, but even more important are remaining open problems. We hope that this volume will: ˆ inspire practitioners to learn how to apply state-of-the-art techniques, especially techniques of optimal transport statistics, to economic and financial problems, and ˆ inspire researchers to further improve the existing techniques and to come up with new techniques for studying economic and financial phenomena.

The Economics of Commodity Markets

Author : Julien Chevallier
Publisher : John Wiley & Sons
ISBN 13 : 1119945402
Total Pages : 373 pages
Book Rating : 4.1/5 (199 download)

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Book Synopsis The Economics of Commodity Markets by : Julien Chevallier

Download or read book The Economics of Commodity Markets written by Julien Chevallier and published by John Wiley & Sons. This book was released on 2013-06-19 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: As commodity markets have continued their expansion an extensive and complex financial industry has developed to service them. This industry includes hundreds of participating firms, including asset managers, brokers, consultants, verification agencies and a myriad of other institutions. Universities and other training institutions have responded to this rapid expansion of commodity markets as well as their substantial future growth potential by launching specialized courses on the subject. The Economics of Commodity Markets attempts to bridge the gap between academics and working professionals by way of a textbook that is both theoretically informative and practical. Based in part on the authors’ teaching experience of commodity finance at the University Paris Dauphine, the book covers all important commodity markets topics and includes coverage of recent topics such as financial applications and intuitive economic reasoning. The book is composed of three parts that cover: commodity market dynamics, commodities and the business cycle, and commodities and fundamental value. The key original approach to the subject matter lies in a shift away from the descriptive to the econometric analysis of commodity markets. Information on market trends of commodities is presented in the first part, with a strong emphasis on the quantitative treatment of that information in the remaining two parts of the book. Readers are provided with a clear and succinct exposition of up-to-date financial economic and econometric methods as these apply to commodity markets. In addition a number of useful empirical applications are introduced and discussed. This book is a self-contained offering, discussing all key methods and insights without descending into superfluous technicalities. All explanations are structured in an accessible manner, permitting any reader with a basic understanding of mathematics and finance to work their way through all parts of the book without having to resort to external sources.

Medical Data Analysis

Author : Rüdiger W. Brause
Publisher : Springer
ISBN 13 : 3540399496
Total Pages : 327 pages
Book Rating : 4.5/5 (43 download)

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Book Synopsis Medical Data Analysis by : Rüdiger W. Brause

Download or read book Medical Data Analysis written by Rüdiger W. Brause and published by Springer. This book was released on 2003-07-31 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is a pleasure for us to present the contributions of the First International Symposium on Medical Data Analysis. Traditionally, the eld of medical data analysis can be devided into classical topics such as medical statistics, sur- val analysis, biometrics and medical informatics. Recently, however, time series analysis by physicists, machine learning and data mining with methods such as neural networks, Bayes networks or fuzzy computing by computer scientists have contributed important ideas to the led of medical data analysis. Although all these groups have similar intentions, there was nearly no exchange or discussion between them. With the growing possibilities for storing and ana- zing patient data, even in smaller health care institutions, the need for a rational treatment of all these data emerged as well. Therefore, the need for data exchange and presentation systems grew also. The goal of the symposium is to collect all these relevant aspects together. It provides an international forum for the sharing and exchange of original re- arch results, ideas and practical experiences among researchers and application developers from di erent areas related to medical applications dealing with the analysis of medical data. After a thorough reviewing process, 33 high quality papers were selected from the 45 international submissions. These contributions provided the di erent - pects of the eld in order to represent us with an exciting program.

Non-Stationary Stochastic Processes Estimation

Author : Maksym Luz
Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3111325628
Total Pages : 310 pages
Book Rating : 4.1/5 (113 download)

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Book Synopsis Non-Stationary Stochastic Processes Estimation by : Maksym Luz

Download or read book Non-Stationary Stochastic Processes Estimation written by Maksym Luz and published by Walter de Gruyter GmbH & Co KG. This book was released on 2024-05-20 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: The problem of forecasting future values of economic and physical processes, the problem of restoring lost information, cleaning signals or other data observations from noise, is magnified in an information-laden word. Methods of stochastic processes estimation depend on two main factors. The first factor is construction of a model of the process being investigated. The second factor is the available information about the structure of the process under consideration. In this book, we propose results of the investigation of the problem of mean square optimal estimation (extrapolation, interpolation, and filtering) of linear functionals depending on unobserved values of stochastic sequences and processes with periodically stationary and long memory multiplicative seasonal increments. Formulas for calculating the mean square errors and the spectral characteristics of the optimal estimates of the functionals are derived in the case of spectral certainty, where spectral structure of the considered sequences and processes are exactly known. In the case where spectral densities of the sequences and processes are not known exactly while some sets of admissible spectral densities are given, we apply the minimax-robust method of estimation.

Rhythms in Biology and Other Fields of Application

Author : M. Cosnard
Publisher : Springer Science & Business Media
ISBN 13 : 3642464750
Total Pages : 408 pages
Book Rating : 4.6/5 (424 download)

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Book Synopsis Rhythms in Biology and Other Fields of Application by : M. Cosnard

Download or read book Rhythms in Biology and Other Fields of Application written by M. Cosnard and published by Springer Science & Business Media. This book was released on 2013-03-13 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Robustness in Automatic Speech Recognition

Author : Jean-Claude Junqua
Publisher : Springer Science & Business Media
ISBN 13 : 1461312973
Total Pages : 457 pages
Book Rating : 4.4/5 (613 download)

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Book Synopsis Robustness in Automatic Speech Recognition by : Jean-Claude Junqua

Download or read book Robustness in Automatic Speech Recognition written by Jean-Claude Junqua and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 457 pages. Available in PDF, EPUB and Kindle. Book excerpt: Foreword Looking back the past 30 years. we have seen steady progress made in the area of speech science and technology. I still remember the excitement in the late seventies when Texas Instruments came up with a toy named "Speak-and-Spell" which was based on a VLSI chip containing the state-of-the-art linear prediction synthesizer. This caused a speech technology fever among the electronics industry. Particularly. applications of automatic speech recognition were rigorously attempt ed by many companies. some of which were start-ups founded just for this purpose. Unfortunately. it did not take long before they realized that automatic speech rec ognition technology was not mature enough to satisfy the need of customers. The fever gradually faded away. In the meantime. constant efforts have been made by many researchers and engi neers to improve the automatic speech recognition technology. Hardware capabilities have advanced impressively since that time. In the past few years. we have been witnessing and experiencing the advent of the "Information Revolution." What might be called the second surge of interest to com mercialize speech technology as a natural interface for man-machine communication began in much better shape than the first one. With computers much more powerful and faster. many applications look realistic this time. However. there are still tremendous practical issues to be overcome in order for speech to be truly the most natural interface between humans and machines.