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Studies In The Identification And Forecasting Of Non Stationary Time Series
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Book Synopsis Forecasting: principles and practice by : Rob J Hyndman
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.
Book Synopsis Statistics in Volcanology by : Heidy M. Mader
Download or read book Statistics in Volcanology written by Heidy M. Mader and published by Geological Society of London. This book was released on 2006 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistics in Volcanology is a comprehensive guide to modern statistical methods applied in volcanology written by today's leading authorities. The volume aims to show how the statistical analysis of complex volcanological data sets, including time series, and numerical models of volcanic processes can improve our ability to forecast volcanic eruptions. Specific topics include the use of expert elicitation and Bayesian methods in eruption forecasting, statistical models of temporal and spatial patterns of volcanic activity, analysis of time series in volcano seismology, probabilistic hazard assessment, and assessment of numerical models using robust statistical methods. Also provided are comprehensive overviews of volcanic phenomena, and a full glossary of both volcanological and statistical terms. Statistics in Volcanology is essential reading for advanced undergraduates, graduate students, and research scientists interested in this multidisciplinary field.
Book Synopsis Modelling Non-Stationary Economic Time Series by : S. Burke
Download or read book Modelling Non-Stationary Economic Time Series written by S. Burke and published by Springer. This book was released on 2005-06-14 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: Co-integration, equilibrium and equilibrium correction are key concepts in modern applications of econometrics to real world problems. This book provides direction and guidance to the now vast literature facing students and graduate economists. Econometric theory is linked to practical issues such as how to identify equilibrium relationships, how to deal with structural breaks associated with regime changes and what to do when variables are of different orders of integration.
Book Synopsis Time Series Analysis Univariate and Multivariate Methods by : William W. S. Wei
Download or read book Time Series Analysis Univariate and Multivariate Methods written by William W. S. Wei and published by Pearson. This book was released on 2018-03-14 with total page 648 pages. Available in PDF, EPUB and Kindle. Book excerpt: With its broad coverage of methodology, this comprehensive book is a useful learning and reference tool for those in applied sciences where analysis and research of time series is useful. Its plentiful examples show the operational details and purpose of a variety of univariate and multivariate time series methods. Numerous figures, tables and real-life time series data sets illustrate the models and methods useful for analyzing, modeling, and forecasting data collected sequentially in time. The text also offers a balanced treatment between theory and applications. Time Series Analysis is a thorough introduction to both time-domain and frequency-domain analyses of univariate and multivariate time series methods, with coverage of the most recently developed techniques in the field.
Book Synopsis Introduction to Time Series and Forecasting by : Peter J. Brockwell
Download or read book Introduction to Time Series and Forecasting written by Peter J. Brockwell and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 429 pages. Available in PDF, EPUB and Kindle. Book excerpt: Some of the key mathematical results are stated without proof in order to make the underlying theory acccessible to a wider audience. The book assumes a knowledge only of basic calculus, matrix algebra, and elementary statistics. The emphasis is on methods and the analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed in detail and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills in this area. The core of the book covers stationary processes, ARMA and ARIMA processes, multivariate time series and state-space models, with an optional chapter on spectral analysis. Additional topics include harmonic regression, the Burg and Hannan-Rissanen algorithms, unit roots, regression with ARMA errors, structural models, the EM algorithm, generalized state-space models with applications to time series of count data, exponential smoothing, the Holt-Winters and ARAR forecasting algorithms, transfer function models and intervention analysis. Brief introducitons are also given to cointegration and to non-linear, continuous-time and long-memory models. The time series package included in the back of the book is a slightly modified version of the package ITSM, published separately as ITSM for Windows, by Springer-Verlag, 1994. It does not handle such large data sets as ITSM for Windows, but like the latter, runs on IBM-PC compatible computers under either DOS or Windows (version 3.1 or later). The programs are all menu-driven so that the reader can immediately apply the techniques in the book to time series data, with a minimal investment of time in the computational and algorithmic aspects of the analysis.
Book Synopsis Introduction to Time Series Analysis and Forecasting by : Douglas C. Montgomery
Download or read book Introduction to Time Series Analysis and Forecasting written by Douglas C. Montgomery and published by John Wiley & Sons. This book was released on 2015-04-21 with total page 670 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for the First Edition "...[t]he book is great for readers who need to apply the methods and models presented but have little background in mathematics and statistics." -MAA Reviews Thoroughly updated throughout, Introduction to Time Series Analysis and Forecasting, Second Edition presents the underlying theories of time series analysis that are needed to analyze time-oriented data and construct real-world short- to medium-term statistical forecasts. Authored by highly-experienced academics and professionals in engineering statistics, the Second Edition features discussions on both popular and modern time series methodologies as well as an introduction to Bayesian methods in forecasting. Introduction to Time Series Analysis and Forecasting, Second Edition also includes: Over 300 exercises from diverse disciplines including health care, environmental studies, engineering, and finance More than 50 programming algorithms using JMP®, SAS®, and R that illustrate the theory and practicality of forecasting techniques in the context of time-oriented data New material on frequency domain and spatial temporal data analysis Expanded coverage of the variogram and spectrum with applications as well as transfer and intervention model functions A supplementary website featuring PowerPoint® slides, data sets, and select solutions to the problems Introduction to Time Series Analysis and Forecasting, Second Edition is an ideal textbook upper-undergraduate and graduate-levels courses in forecasting and time series. The book is also an excellent reference for practitioners and researchers who need to model and analyze time series data to generate forecasts.
Book Synopsis Time Series Analysis and Forecasting by : Lon-Mu Liu
Download or read book Time Series Analysis and Forecasting written by Lon-Mu Liu and published by . This book was released on 2006-01-01 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Control and Dynamic Systems V30: Advances in Algorithms and Computational Techniques in Dynamic System Control Part 3 of 3 by : C.T. Leonides
Download or read book Control and Dynamic Systems V30: Advances in Algorithms and Computational Techniques in Dynamic System Control Part 3 of 3 written by C.T. Leonides and published by Elsevier. This book was released on 2012-12-02 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: Control and Dynamic Systems: Advances in Theory in Applications, Volume 30: Advances in Algorithms and Computational Techniques in Dynamic Systems Control, Part 3 of 3 discusses developments in algorithms and computational techniques for control and dynamic systems. This volume begins with the issue of decision making or optimal control in the natural environment. It then discusses large-scale systems composed of multiple sensors; algorithms for systems with multiplicative noise; stochastic differential games; Markovian targets; low-cost microcomputer and true digital control systems; and algorithms for the design of teleoperated systems. This book is an important reference for practitioners in the field who want a comprehensive source of techniques with significant applied implications.
Book Synopsis Time Series Analysis: Methods and Applications by : Tata Subba Rao
Download or read book Time Series Analysis: Methods and Applications written by Tata Subba Rao and published by Elsevier. This book was released on 2012-06-26 with total page 778 pages. Available in PDF, EPUB and Kindle. Book excerpt: 'Handbook of Statistics' is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with volume 30 dealing with time series.
Book Synopsis System-Theoretic Methods in Economic Modelling II by : S. Mittnik
Download or read book System-Theoretic Methods in Economic Modelling II written by S. Mittnik and published by Elsevier. This book was released on 2014-06-28 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: System-Theoretic Methods in Economic Modelling II complements the editor's earlier volume, bringing together current research efforts integrating system-theoretic concepts with economic modelling processes. The range of papers presented here goes beyond the long-accepted control-theoretic contributions in dynamic optimization and focuses on system-theoretic methods in the construction as well as the application stages of economic modelling. This volume initiates new and intensifies existing debate between researchers and practitioners within and across the disciplines involved, with the objective of encouraging interdisciplinary research. The papers are split into four sections - estimation, filtering and smoothing problems in the context of state space modelling; applying the state space concept to financial modelling; modelling rational expectation; and a miscellaneous section including a follow-up case study by Tse and Khilnani on their integrated system model for a fishery management process, which featured in the first volume.
Book Synopsis Fuzzy Cognitive Maps by : Michael Glykas
Download or read book Fuzzy Cognitive Maps written by Michael Glykas and published by Springer. This book was released on 2010-09-07 with total page 436 pages. Available in PDF, EPUB and Kindle. Book excerpt: This important edited volume is the first such book ever published on fuzzy cognitive maps (FCMs). Professor Michael Glykas has done an exceptional job in bringing together and editing its seventeen chapters. The volume appears nearly a quarter century after my original article “Fuzzy Cognitive Maps” appeared in the International Journal of Man-Machine Studies in 1986. The volume accordingly reflects many years of research effort in the development of FCM theory and applications—and portends many more decades of FCM research and applications to come. FCMs are fuzzy feedback models of causality. They combine aspects of fuzzy logic, neural networks, semantic networks, expert systems, and nonlinear dynamical systems. That rich structure endows FCMs with their own complexity and lets them apply to a wide range of problems in engineering and in the soft and hard sciences. Their partial edge connections allow a user to directly represent causality as a matter of degree and to learn new edge strengths from training data. Their directed graph structure allows forward or what-if inferencing. FCM cycles or feedback paths allow for complex nonlinear dynamics. Control of FCM nonlinear dynamics can in many cases let the user encode and decode concept patterns as fixed-point attractors or limit cycles or perhaps as more exotic dynamical equilibria. These global equilibrium patterns are often “hidden” in the nonlinear dynamics. The user will not likely see these global patterns by simply inspecting the local causal edges or nodes of large FCMs.
Book Synopsis The Spectral Analysis of Time Series by : L. H. Koopmans
Download or read book The Spectral Analysis of Time Series written by L. H. Koopmans and published by Academic Press. This book was released on 2014-05-12 with total page 383 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Spectral Analysis of Time Series describes the techniques and theory of the frequency domain analysis of time series. The book discusses the physical processes and the basic features of models of time series. The central feature of all models is the existence of a spectrum by which the time series is decomposed into a linear combination of sines and cosines. The investigator can used Fourier decompositions or other kinds of spectrals in time series analysis. The text explains the Wiener theory of spectral analysis, the spectral representation for weakly stationary stochastic processes, and the real spectral representation. The book also discusses sampling, aliasing, discrete-time models, linear filters that have general properties with applications to continuous-time processes, and the applications of multivariate spectral models. The text describes finite parameter models, the distribution theory of spectral estimates with applications to statistical inference, as well as sampling properties of spectral estimates, experimental design, and spectral computations. The book is intended either as a textbook or for individual reading for one-semester or two-quarter course for students of time series analysis users. It is also suitable for mathematicians or professors of calculus, statistics, and advanced mathematics.
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.
Author :Paul S.P. Cowpertwait Publisher :Springer Science & Business Media ISBN 13 :0387886982 Total Pages :262 pages Book Rating :4.3/5 (878 download)
Book Synopsis Introductory Time Series with R by : Paul S.P. Cowpertwait
Download or read book Introductory Time Series with R written by Paul S.P. Cowpertwait and published by Springer Science & Business Media. This book was released on 2009-05-28 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives you a step-by-step introduction to analysing time series using the open source software R. Each time series model is motivated with practical applications, and is defined in mathematical notation. Once the model has been introduced it is used to generate synthetic data, using R code, and these generated data are then used to estimate its parameters. This sequence enhances understanding of both the time series model and the R function used to fit the model to data. Finally, the model is used to analyse observed data taken from a practical application. By using R, the whole procedure can be reproduced by the reader. All the data sets used in the book are available on the website http://staff.elena.aut.ac.nz/Paul-Cowpertwait/ts/. The book is written for undergraduate students of mathematics, economics, business and finance, geography, engineering and related disciplines, and postgraduate students who may need to analyse time series as part of their taught programme or their research.
Book Synopsis Nonlinear and Nonstationary Signal Processing by : W. J. Fitzgerald
Download or read book Nonlinear and Nonstationary Signal Processing written by W. J. Fitzgerald and published by Cambridge University Press. This book was released on 2000 with total page 510 pages. Available in PDF, EPUB and Kindle. Book excerpt: Signal processing, nonlinear data analysis, nonlinear time series, nonstationary processes.
Book Synopsis Nonlinear Dynamics and Statistics by : Alistair I. Mees
Download or read book Nonlinear Dynamics and Statistics written by Alistair I. Mees and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes the state of the art in nonlinear dynamical reconstruction theory. The chapters are based upon a workshop held at the Isaac Newton Institute, Cambridge University, UK, in late 1998. The book's chapters present theory and methods topics by leading researchers in applied and theoretical nonlinear dynamics, statistics, probability, and systems theory. Features and topics: * disentangling uncertainty and error: the predictability of nonlinear systems * achieving good nonlinear models * delay reconstructions: dynamics vs. statistics * introduction to Monte Carlo Methods for Bayesian Data Analysis * latest results in extracting dynamical behavior via Markov Models * data compression, dynamics and stationarity Professionals, researchers, and advanced graduates in nonlinear dynamics, probability, optimization, and systems theory will find the book a useful resource and guide to current developments in the subject.
Book Synopsis Proceedings Of The 19th Annual Meeting Of The Asia Oceania Geosciences Society (Aogs 2022) by : Shie-yui Liong
Download or read book Proceedings Of The 19th Annual Meeting Of The Asia Oceania Geosciences Society (Aogs 2022) written by Shie-yui Liong and published by World Scientific. This book was released on 2023-04-26 with total page 187 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 19th Annual Meeting of the Asia Oceania Geosciences Society (AOGS 2022) was held from 1st to 5th August 2022. This proceedings volume includes selected extended abstracts from a challenging array of presentations at this conference. The AOGS Annual Meeting is a leading venue for professional interaction among researchers and practitioners, covering diverse disciplines of geosciences.
