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Author : Sarah Gelper
Publisher :
ISBN 13 :
Total Pages : 39 pages
Book Rating : 4.:/5 (254 download)
Download or read book Robust Online Scale Estimation in Time Series written by Sarah Gelper and published by . This book was released on 2007 with total page 39 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (254 download)
Download or read book Robust Online Scale Estimation in Time Series written by and published by . This book was released on 2007 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Karen Schettlinger
Publisher :
ISBN 13 :
Total Pages : 28 pages
Book Rating : 4.:/5 (129 download)
Download or read book Regression-Based, Regression-Free and Model-Free Approaches for Robust Online Scale Estimation written by Karen Schettlinger and published by . This book was released on 2009 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper compares methods for variability extraction from a univariate time series in real time. The online scale estimation is achieved by applying a robust scale functional to a moving time window. Scale estimators based on the residuals of a preceding regression step are compared with regressionfree and model-free techniques in a simulation study and in an application to a real time series.In the presence of level shifts or strong non-linear trends in the signal level, the model-free scale estimators perform especially well. However, the investigated regression-free and regression-based methods have higher breakdown points, they are applicable to data containing temporal correlations, and they are much more efficient.
Author : Claudia Becker
Publisher : Springer Science & Business Media
ISBN 13 : 3642354947
Total Pages : 377 pages
Book Rating : 4.6/5 (423 download)
Download or read book Robustness and Complex Data Structures written by Claudia Becker and published by Springer Science & Business Media. This book was released on 2014-07-08 with total page 377 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Festschrift in honour of Ursula Gather’s 60th birthday deals with modern topics in the field of robust statistical methods, especially for time series and regression analysis, and with statistical methods for complex data structures. The individual contributions of leading experts provide a textbook-style overview of the topic, supplemented by current research results and questions. The statistical theory and methods in this volume aim at the analysis of data which deviate from classical stringent model assumptions, which contain outlying values and/or have a complex structure. Written for researchers as well as master and PhD students with a good knowledge of statistics.
Author : Ricardo A. Maronna
Publisher : John Wiley & Sons
ISBN 13 : 1119214688
Total Pages : 466 pages
Book Rating : 4.1/5 (192 download)
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.
Author : Brenton R. Clarke
Publisher : John Wiley & Sons
ISBN 13 : 1118669304
Total Pages : 239 pages
Book Rating : 4.1/5 (186 download)
Download or read book Robustness Theory and Application written by Brenton R. Clarke and published by John Wiley & Sons. This book was released on 2018-07-11 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: A preeminent expert in the field explores new and exciting methodologies in the ever-growing field of robust statistics Used to develop data analytical methods, which are resistant to outlying observations in the data, while capable of detecting outliers, robust statistics is extremely useful for solving an array of common problems, such as estimating location, scale, and regression parameters. Written by an internationally recognized expert in the field of robust statistics, this book addresses a range of well-established techniques while exploring, in depth, new and exciting methodologies. Local robustness and global robustness are discussed, and problems of non-identifiability and adaptive estimation are considered. Rather than attempt an exhaustive investigation of robustness, the author provides readers with a timely review of many of the most important problems in statistical inference involving robust estimation, along with a brief look at confidence intervals for location. Throughout, the author meticulously links research in maximum likelihood estimation with the more general M-estimation methodology. Specific applications and R and some MATLAB subroutines with accompanying data sets—available both in the text and online—are employed wherever appropriate. Providing invaluable insights and guidance, Robustness Theory and Application: Offers a balanced presentation of theory and applications within each topic-specific discussion Features solved examples throughout which help clarify complex and/or difficult concepts Meticulously links research in maximum likelihood type estimation with the more general M-estimation methodology Delves into new methodologies which have been developed over the past decade without stinting on coverage of “tried-and-true” methodologies Includes R and some MATLAB subroutines with accompanying data sets, which help illustrate the power of the methods described Robustness Theory and Application is an important resource for all statisticians interested in the topic of robust statistics. This book encompasses both past and present research, making it a valuable supplemental text for graduate-level courses in robustness.
Author : Orsay Kucukemiroglu
Publisher :
ISBN 13 :
Total Pages : 102 pages
Book Rating : 4.:/5 (953 download)
Download or read book Robust Estimation in Time Series Analysis written by Orsay Kucukemiroglu and published by . This book was released on 1984 with total page 102 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Edwin Lughofer
Publisher : Springer
ISBN 13 : 3030056457
Total Pages : 567 pages
Book Rating : 4.0/5 (3 download)
Download or read book Predictive Maintenance in Dynamic Systems written by Edwin Lughofer and published by Springer. This book was released on 2019-02-28 with total page 567 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a complete picture of several decision support tools for predictive maintenance. These include embedding early anomaly/fault detection, diagnosis and reasoning, remaining useful life prediction (fault prognostics), quality prediction and self-reaction, as well as optimization, control and self-healing techniques. It shows recent applications of these techniques within various types of industrial (production/utilities/equipment/plants/smart devices, etc.) systems addressing several challenges in Industry 4.0 and different tasks dealing with Big Data Streams, Internet of Things, specific infrastructures and tools, high system dynamics and non-stationary environments . Applications discussed include production and manufacturing systems, renewable energy production and management, maritime systems, power plants and turbines, conditioning systems, compressor valves, induction motors, flight simulators, railway infrastructures, mobile robots, cyber security and Internet of Things. The contributors go beyond state of the art by placing a specific focus on dynamic systems, where it is of utmost importance to update system and maintenance models on the fly to maintain their predictive power.
Author : Robin Nunkesser
Publisher : BoD – Books on Demand
ISBN 13 : 3837096041
Total Pages : 154 pages
Book Rating : 4.8/5 (37 download)
Download or read book Algorithms for Regression and Classification written by Robin Nunkesser and published by BoD – Books on Demand. This book was released on 2009 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: The focus of this dissertation is on robust regression and classification in genetic association studies. In the context of robust regression, new exact algorithms, results for robust online scale estimation, and an evolutionary computation algorithm for different estimators in higher dimensions are presented. For classification in genetic association studies, this thesis describes a Genetic Programming algorithm that outpeforms the standard approaches on the considered data sets.
Author : Moamar Sayed-Mouchaweh
Publisher : Springer Science & Business Media
ISBN 13 : 1441980202
Total Pages : 439 pages
Book Rating : 4.4/5 (419 download)
Download or read book Learning in Non-Stationary Environments written by Moamar Sayed-Mouchaweh and published by Springer Science & Business Media. This book was released on 2012-04-13 with total page 439 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recent decades have seen rapid advances in automatization processes, supported by modern machines and computers. The result is significant increases in system complexity and state changes, information sources, the need for faster data handling and the integration of environmental influences. Intelligent systems, equipped with a taxonomy of data-driven system identification and machine learning algorithms, can handle these problems partially. Conventional learning algorithms in a batch off-line setting fail whenever dynamic changes of the process appear due to non-stationary environments and external influences. Learning in Non-Stationary Environments: Methods and Applications offers a wide-ranging, comprehensive review of recent developments and important methodologies in the field. The coverage focuses on dynamic learning in unsupervised problems, dynamic learning in supervised classification and dynamic learning in supervised regression problems. A later section is dedicated to applications in which dynamic learning methods serve as keystones for achieving models with high accuracy. Rather than rely on a mathematical theorem/proof style, the editors highlight numerous figures, tables, examples and applications, together with their explanations. This approach offers a useful basis for further investigation and fresh ideas and motivates and inspires newcomers to explore this promising and still emerging field of research.
Author : Björn Schelter
Publisher : John Wiley & Sons
ISBN 13 : 3527609512
Total Pages : 514 pages
Book Rating : 4.5/5 (276 download)
Download or read book Handbook of Time Series Analysis written by Björn Schelter and published by John Wiley & Sons. This book was released on 2006-12-13 with total page 514 pages. Available in PDF, EPUB and Kindle. Book excerpt: This handbook provides an up-to-date survey of current research topics and applications of time series analysis methods written by leading experts in their fields. It covers recent developments in univariate as well as bivariate and multivariate time series analysis techniques ranging from physics' to life sciences' applications. Each chapter comprises both methodological aspects and applications to real world complex systems, such as the human brain or Earth's climate. Covering an exceptionally broad spectrum of topics, beginners, experts and practitioners who seek to understand the latest developments will profit from this handbook.
Author : Bengt Ringnér
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.:/5 (185 download)
Download or read book Algorithms for Robust Estimation in Unobserved Components Time Series Models written by Bengt Ringnér and published by . This book was released on 1989 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ravindra K. Ahuja
Publisher : Springer
ISBN 13 : 364205465X
Total Pages : 439 pages
Book Rating : 4.6/5 (42 download)
Download or read book Robust and Online Large-Scale Optimization written by Ravindra K. Ahuja and published by Springer. This book was released on 2009-10-21 with total page 439 pages. Available in PDF, EPUB and Kindle. Book excerpt: Scheduled transportation networks give rise to very complex and large-scale networkoptimization problems requiring innovative solution techniques and ideas from mathematical optimization and theoretical computer science. Examples of scheduled transportation include bus, ferry, airline, and railway networks, with the latter being a prime application domain that provides a fair amount of the most complex and largest instances of such optimization problems. Scheduled transport optimization deals with planning and scheduling problems over several time horizons, and substantial progress has been made for strategic planning and scheduling problems in all transportation domains. This state-of-the-art survey presents the outcome of an open call for contributions asking for either research papers or state-of-the-art survey articles. We received 24 submissions that underwent two rounds of the standard peer-review process, out of which 18 were finally accepted for publication. The volume is organized in four parts: Robustness and Recoverability, Robust Timetabling and Route Planning, Robust Planning Under Scarce Resources, and Online Planning: Delay and Disruption Management.
Author : Ravi Ramakrishnan
Publisher : LAP Lambert Academic Publishing
ISBN 13 : 9783843357814
Total Pages : 156 pages
Book Rating : 4.3/5 (578 download)
Download or read book Robust Multivariate and Nonlinear Time Series Models written by Ravi Ramakrishnan and published by LAP Lambert Academic Publishing. This book was released on 2010 with total page 156 pages. Available in PDF, EPUB and Kindle. Book excerpt: Time series modeling and analysis is central to most financial and econometric data modeling. With increased globalization in trade, commerce and finance, national variables like gross domestic productivity (GDP) and unemployment rate, market variables like indices and stock prices and global variables like commodity prices are more tightly coupled than ever before. This translates to the use of multivariate or vector time series models and algorithms in analyzing and understanding the relationships that these variables share with each other. While robustness and time series modeling have been vastly researched individually in the past, application of robust methods to estimate time series models is still quite open. The central goal of this thesis is the study of the S-estimator, a robust estimator, applied to some simple vector and nonlinear time series models. In each case, we will look at the important aspect of stationarity of the model and analyze the asymptotic behavior of the S-estimator.
Author : Yan Liu
Publisher : Springer
ISBN 13 : 9811001529
Total Pages : 136 pages
Book Rating : 4.8/5 (11 download)
Download or read book Empirical Likelihood and Quantile Methods for Time Series written by Yan Liu and published by Springer. This book was released on 2018-12-05 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book integrates the fundamentals of asymptotic theory of statistical inference for time series under nonstandard settings, e.g., infinite variance processes, not only from the point of view of efficiency but also from that of robustness and optimality by minimizing prediction error. This is the first book to consider the generalized empirical likelihood applied to time series models in frequency domain and also the estimation motivated by minimizing quantile prediction error without assumption of true model. It provides the reader with a new horizon for understanding the prediction problem that occurs in time series modeling and a contemporary approach of hypothesis testing by the generalized empirical likelihood method. Nonparametric aspects of the methods proposed in this book also satisfactorily address economic and financial problems without imposing redundantly strong restrictions on the model, which has been true until now. Dealing with infinite variance processes makes analysis of economic and financial data more accurate under the existing results from the demonstrative research. The scope of applications, however, is expected to apply to much broader academic fields. The methods are also sufficiently flexible in that they represent an advanced and unified development of prediction form including multiple-point extrapolation, interpolation, and other incomplete past forecastings. Consequently, they lead readers to a good combination of efficient and robust estimate and test, and discriminate pivotal quantities contained in realistic time series models.
Author : Wilfredo Palma
Publisher : John Wiley & Sons
ISBN 13 : 1118634233
Total Pages : 620 pages
Book Rating : 4.1/5 (186 download)
Download or read book Time Series Analysis written by Wilfredo Palma and published by John Wiley & Sons. This book was released on 2016-04-29 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: A modern and accessible guide to the analysis of introductory time series data Featuring an organized and self-contained guide, Time Series Analysis provides a broad introduction to the most fundamental methodologies and techniques of time series analysis. The book focuses on the treatment of univariate time series by illustrating a number of well-known models such as ARMA and ARIMA. Providing contemporary coverage, the book features several useful and newlydeveloped techniques such as weak and strong dependence, Bayesian methods, non-Gaussian data, local stationarity, missing values and outliers, and threshold models. Time Series Analysis includes practical applications of time series methods throughout, as well as: Real-world examples and exercise sets that allow readers to practice the presented methods and techniques Numerous detailed analyses of computational aspects related to the implementation of methodologies including algorithm efficiency, arithmetic complexity, and process time End-of-chapter proposed problems and bibliographical notes to deepen readers’ knowledge of the presented material Appendices that contain details on fundamental concepts and select solutions of the problems implemented throughout A companion website with additional data fi les and computer codes Time Series Analysis is an excellent textbook for undergraduate and beginning graduate-level courses in time series as well as a supplement for students in advanced statistics, mathematics, economics, finance, engineering, and physics. The book is also a useful reference for researchers and practitioners in time series analysis, econometrics, and finance. Wilfredo Palma, PhD, is Professor of Statistics in the Department of Statistics at Pontificia Universidad Católica de Chile. He has published several refereed articles and has received over a dozen academic honors and awards. His research interests include time series analysis, prediction theory, state space systems, linear models, and econometrics. He is the author of Long-Memory Time Series: Theory and Methods, also published by Wiley.
Download or read book Some Aspects of Robust Estimation in Time Series Analysis written by and published by . This book was released on 2000 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
