Time Series Analysis Of Irregularly Observed Data

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Time Series Analysis of Irregularly Observed Data

Author : E. Parzen
Publisher : Springer Science & Business Media
ISBN 13 : 1468494031
Total Pages : 372 pages
Book Rating : 4.4/5 (684 download)

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Book Synopsis Time Series Analysis of Irregularly Observed Data by : E. Parzen

Download or read book Time Series Analysis of Irregularly Observed Data written by E. Parzen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: With the support of the Office of Naval Research Program on Statistics and Probability (Dr. Edward J. Wegman, Director), The Department of Statistics at Texas A&M University hosted a Symposium on Time Series Analysis of Irregularly Observed Data during the period February 10-13, 1983. The symposium aimed to provide a review of the state of the art, define outstanding problems for research by theoreticians, transmit to practitioners recently developed algorithms, and stimulate interaction between statisticians and researchers in subject matter fields. Attendance was limited to actively involved researchers. This volume contains refereed versions of the papers presented at the Symposium. We would like to express our appreciation to the many colleagues and staff members whose cheerful help made the Symposium a successful happening which was enjoyed socially and intellectually by all participants. I would like to especially thank Dr. Donald W. Marquardt whose interest led me to undertake to organize this Symposium. This volume is dedicated to the world wide community of researchers who develop and apply methods of statistical analysis of time series. r:;) \J Picture Caption Participants in Symposium on Time Series Analysis of Irregularly Observed Data at Texas A&M University, College Station, Texas, February 10-13, 1983 First Row: Henry L. Gray, D. W. Marquardt, P. M. Robinson, Emanuel Parzen, Julia Abrahams, E. Masry, H. L. Weinert, R. H. Shumway.

Time Series Analysis of Irregularly Observed Data

Author : Emanuel Parzen
Publisher :
ISBN 13 : 9783540960409
Total Pages : 363 pages
Book Rating : 4.9/5 (64 download)

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Book Synopsis Time Series Analysis of Irregularly Observed Data by : Emanuel Parzen

Download or read book Time Series Analysis of Irregularly Observed Data written by Emanuel Parzen and published by . This book was released on 1984 with total page 363 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Time Series Analysis of Irregularly Observed Data

Author : Emanuel Parzen
Publisher :
ISBN 13 : 9781468494044
Total Pages : 376 pages
Book Rating : 4.4/5 (94 download)

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Book Synopsis Time Series Analysis of Irregularly Observed Data by : Emanuel Parzen

Download or read book Time Series Analysis of Irregularly Observed Data written by Emanuel Parzen and published by . This book was released on 1984-09-05 with total page 376 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Time Series Analysis of irregularly observed data

Author :
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (916 download)

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Book Synopsis Time Series Analysis of irregularly observed data by :

Download or read book Time Series Analysis of irregularly observed data written by and published by . This book was released on 1984 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Proceedings of Time Series Analysis of Irregularly Observed Data Held at College Station, Texas on February 10-13, 1983

Author : E. Parzen
Publisher :
ISBN 13 :
Total Pages : 372 pages
Book Rating : 4.:/5 (227 download)

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Book Synopsis Proceedings of Time Series Analysis of Irregularly Observed Data Held at College Station, Texas on February 10-13, 1983 by : E. Parzen

Download or read book Proceedings of Time Series Analysis of Irregularly Observed Data Held at College Station, Texas on February 10-13, 1983 written by E. Parzen and published by . This book was released on 1983 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: The analysis of irregularly observed time series (or time series with missing data) is one of the most important problems faced by applied researchers whose data arise in the form of time series (or processes). The papers in this Proceedings provide a comprehensive review of the approaches that time series analysts are taking to infer the properties of a complete time series from irregularly observed values. These papers provide introductions to the diversity of modern approaches to the analysis and modeling of time series as well as the extension of these methods to missing data or irregularly observed values.

Practical Time Series Analysis Using SAS

Author : Anders Milhoj
Publisher :
ISBN 13 : 9781612901701
Total Pages : 0 pages
Book Rating : 4.9/5 (17 download)

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Book Synopsis Practical Time Series Analysis Using SAS by : Anders Milhoj

Download or read book Practical Time Series Analysis Using SAS written by Anders Milhoj and published by . This book was released on 2013 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Anders Milhøj's Practical Time Series Analysis Using SAS explains and demonstrates through examples how you can use SAS for time series analysis. It offers modern procedures for forecasting, seasonal adjustments, and decomposition of time series that can be used without involved statistical reasoning. The book teaches, with numerous examples, how to apply these procedures with very simple coding. In addition, it also gives the statistical background for interested readers. Beginning with an introductory chapter that covers the practical handling of time series data in SAS using the TIMESERIES and EXPAND procedures, it goes on to explain forecasting, which is found in the ESM procedure; seasonal adjustment, including trading-day correction using PROC X12; and unobserved component models using the UCM procedure. This book is part of the SAS Press program.

Time Series Analysis of Irregularly Observed Data

Author : Emanuel Parzen
Publisher :
ISBN 13 :
Total Pages : 363 pages
Book Rating : 4.:/5 (989 download)

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Book Synopsis Time Series Analysis of Irregularly Observed Data by : Emanuel Parzen

Time Series Analysis and Its Applications

Author : Robert H. Shumway
Publisher :
ISBN 13 : 9781475732627
Total Pages : 568 pages
Book Rating : 4.7/5 (326 download)

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Book Synopsis Time Series Analysis and Its Applications by : Robert H. Shumway

Download or read book Time Series Analysis and Its Applications written by Robert H. Shumway and published by . This book was released on 2014-01-15 with total page 568 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Nonlinear Time Series Analysis

Author : Holger Kantz
Publisher : Cambridge University Press
ISBN 13 : 9780521529020
Total Pages : 390 pages
Book Rating : 4.5/5 (29 download)

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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.

Introductory Time Series with R

Author : Paul S.P. Cowpertwait
Publisher : Springer Science & Business Media
ISBN 13 : 0387886982
Total Pages : 262 pages
Book Rating : 4.3/5 (878 download)

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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.

Forecasting: principles and practice

Author : Rob J Hyndman
Publisher : OTexts
ISBN 13 : 0987507117
Total Pages : 380 pages
Book Rating : 4.9/5 (875 download)

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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.

Introduction to Time Series and Forecasting

Author : Peter J. Brockwell
Publisher : Springer Science & Business Media
ISBN 13 : 1475725264
Total Pages : 429 pages
Book Rating : 4.4/5 (757 download)

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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.

Applied Statistical Time Series Analysis

Author : Robert H. Shumway
Publisher : Prentice Hall
ISBN 13 :
Total Pages : 404 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Applied Statistical Time Series Analysis by : Robert H. Shumway

Download or read book Applied Statistical Time Series Analysis written by Robert H. Shumway and published by Prentice Hall. This book was released on 1988 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Applied Time Series Analysis

Author : Terence C. Mills
Publisher : Academic Press
ISBN 13 : 0128131179
Total Pages : 354 pages
Book Rating : 4.1/5 (281 download)

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Book Synopsis Applied Time Series Analysis by : Terence C. Mills

Download or read book Applied Time Series Analysis written by Terence C. Mills and published by Academic Press. This book was released on 2019-01-24 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: Written for those who need an introduction, Applied Time Series Analysis reviews applications of the popular econometric analysis technique across disciplines. Carefully balancing accessibility with rigor, it spans economics, finance, economic history, climatology, meteorology, and public health. Terence Mills provides a practical, step-by-step approach that emphasizes core theories and results without becoming bogged down by excessive technical details. Including univariate and multivariate techniques, Applied Time Series Analysis provides data sets and program files that support a broad range of multidisciplinary applications, distinguishing this book from others.

Data Analysis with Open Source Tools

Author : Philipp K. Janert
Publisher : "O'Reilly Media, Inc."
ISBN 13 : 1449396658
Total Pages : 534 pages
Book Rating : 4.4/5 (493 download)

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Book Synopsis Data Analysis with Open Source Tools by : Philipp K. Janert

Download or read book Data Analysis with Open Source Tools written by Philipp K. Janert and published by "O'Reilly Media, Inc.". This book was released on 2010-11-11 with total page 534 pages. Available in PDF, EPUB and Kindle. Book excerpt: Collecting data is relatively easy, but turning raw information into something useful requires that you know how to extract precisely what you need. With this insightful book, intermediate to experienced programmers interested in data analysis will learn techniques for working with data in a business environment. You'll learn how to look at data to discover what it contains, how to capture those ideas in conceptual models, and then feed your understanding back into the organization through business plans, metrics dashboards, and other applications. Along the way, you'll experiment with concepts through hands-on workshops at the end of each chapter. Above all, you'll learn how to think about the results you want to achieve -- rather than rely on tools to think for you. Use graphics to describe data with one, two, or dozens of variables Develop conceptual models using back-of-the-envelope calculations, as well asscaling and probability arguments Mine data with computationally intensive methods such as simulation and clustering Make your conclusions understandable through reports, dashboards, and other metrics programs Understand financial calculations, including the time-value of money Use dimensionality reduction techniques or predictive analytics to conquer challenging data analysis situations Become familiar with different open source programming environments for data analysis "Finally, a concise reference for understanding how to conquer piles of data."--Austin King, Senior Web Developer, Mozilla "An indispensable text for aspiring data scientists."--Michael E. Driscoll, CEO/Founder, Dataspora

Nonlinear Time Series Analysis

Author : Holger Kantz
Publisher : Cambridge University Press
ISBN 13 : 1139440438
Total Pages : 390 pages
Book Rating : 4.1/5 (394 download)

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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 2003-11-27 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.

Time Series Data Analysis Using EViews

Author : I. Gusti Ngurah Agung
Publisher : John Wiley & Sons
ISBN 13 : 1118176308
Total Pages : 502 pages
Book Rating : 4.1/5 (181 download)

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Book Synopsis Time Series Data Analysis Using EViews by : I. Gusti Ngurah Agung

Download or read book Time Series Data Analysis Using EViews written by I. Gusti Ngurah Agung and published by John Wiley & Sons. This book was released on 2011-08-31 with total page 502 pages. Available in PDF, EPUB and Kindle. Book excerpt: Do you want to recognize the most suitable models for analysis of statistical data sets? This book provides a hands-on practical guide to using the most suitable models for analysis of statistical data sets using EViews - an interactive Windows-based computer software program for sophisticated data analysis, regression, and forecasting - to define and test statistical hypotheses. Rich in examples and with an emphasis on how to develop acceptable statistical models, Time Series Data Analysis Using EViews is a perfect complement to theoretical books presenting statistical or econometric models for time series data. The procedures introduced are easily extendible to cross-section data sets. The author: Provides step-by-step directions on how to apply EViews software to time series data analysis Offers guidance on how to develop and evaluate alternative empirical models, permitting the most appropriate to be selected without the need for computational formulae Examines a variety of times series models, including continuous growth, discontinuous growth, seemingly causal, regression, ARCH, and GARCH as well as a general form of nonlinear time series and nonparametric models Gives over 250 illustrative examples and notes based on the author's own empirical findings, allowing the advantages and limitations of each model to be understood Describes the theory behind the models in comprehensive appendices Provides supplementary information and data sets An essential tool for advanced undergraduate and graduate students taking finance or econometrics courses. Statistics, life sciences, and social science students, as well as applied researchers, will also find this book an invaluable resource.