Time Series Arma Model Identification By Estimating Information

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ARMA Model Identification

Author : ByoungSeon Choi
Publisher : Springer Science & Business Media
ISBN 13 : 1461397456
Total Pages : 211 pages
Book Rating : 4.4/5 (613 download)

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Book Synopsis ARMA Model Identification by : ByoungSeon Choi

Download or read book ARMA Model Identification written by ByoungSeon Choi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 211 pages. Available in PDF, EPUB and Kindle. Book excerpt: During the last two decades, considerable progress has been made in statistical time series analysis. The aim of this book is to present a survey of one of the most active areas in this field: the identification of autoregressive moving-average models, i.e., determining their orders. Readers are assumed to have already taken one course on time series analysis as might be offered in a graduate course, but otherwise this account is self-contained. The main topics covered include: Box-Jenkins' method, inverse autocorrelation functions, penalty function identification such as AIC, BIC techniques and Hannan and Quinn's method, instrumental regression, and a range of pattern identification methods. Rather than cover all the methods in detail, the emphasis is on exploring the fundamental ideas underlying them. Extensive references are given to the research literature and as a result, all those engaged in research in this subject will find this an invaluable aid to their work.

Developments in Time Series Analysis

Author : T. Subba Rao
Publisher : CRC Press
ISBN 13 : 9780412492600
Total Pages : 466 pages
Book Rating : 4.4/5 (926 download)

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Book Synopsis Developments in Time Series Analysis by : T. Subba Rao

Download or read book Developments in Time Series Analysis written by T. Subba Rao and published by CRC Press. This book was released on 1993-07-01 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains 27 papers, written by time series analysts, dealing with statistical theory, methodology and applications. The emphasis is on the recent developments in the analysis of linear, onlinear (non-Gaussian), stationary and nonstationary time series. The topics include cointegration, estimation and asymptotic theory, Kalman filtering, nonparametric statistical inference, long memory models, nonlinear models, spectral analysis of stationary and nonstationary processes. Quite a number of papers are devoted to modelling and analysis of real time series, and the econometricians, mathematical statisticians, communications engineers and scientists who use time series techniques and Fourier analysis should find the papers in this volume useful.

Identification and System Parameter Estimation 1982

Author : G. A. Bekey
Publisher : Elsevier
ISBN 13 : 1483165787
Total Pages : 869 pages
Book Rating : 4.4/5 (831 download)

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Book Synopsis Identification and System Parameter Estimation 1982 by : G. A. Bekey

Download or read book Identification and System Parameter Estimation 1982 written by G. A. Bekey and published by Elsevier. This book was released on 2016-06-06 with total page 869 pages. Available in PDF, EPUB and Kindle. Book excerpt: Identification and System Parameter Estimation 1982 covers the proceedings of the Sixth International Federation of Automatic Control (IFAC) Symposium. The book also serves as a tribute to Dr. Naum S. Rajbman. The text covers issues concerning identification and estimation, such as increasing interrelationships between identification/estimation and other aspects of system theory, including control theory, signal processing, experimental design, numerical mathematics, pattern recognition, and information theory. The book also provides coverage regarding the application and problems faced by several engineering and scientific fields that use identification and estimation, such as biological systems, traffic control, geophysics, aeronautics, robotics, economics, and power systems. Researchers from all scientific fields will find this book a great reference material, since it presents topics that concern various disciplines.

Time Series for Data Science

Author : Wayne A. Woodward
Publisher : CRC Press
ISBN 13 : 100055533X
Total Pages : 529 pages
Book Rating : 4.0/5 (5 download)

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Book Synopsis Time Series for Data Science by : Wayne A. Woodward

Download or read book Time Series for Data Science written by Wayne A. Woodward and published by CRC Press. This book was released on 2022-08-01 with total page 529 pages. Available in PDF, EPUB and Kindle. Book excerpt: Data Science students and practitioners want to find a forecast that “works” and don’t want to be constrained to a single forecasting strategy, Time Series for Data Science: Analysis and Forecasting discusses techniques of ensemble modelling for combining information from several strategies. Covering time series regression models, exponential smoothing, Holt-Winters forecasting, and Neural Networks. It places a particular emphasis on classical ARMA and ARIMA models that is often lacking from other textbooks on the subject. This book is an accessible guide that doesn’t require a background in calculus to be engaging but does not shy away from deeper explanations of the techniques discussed. Features: Provides a thorough coverage and comparison of a wide array of time series models and methods: Exponential Smoothing, Holt Winters, ARMA and ARIMA, deep learning models including RNNs, LSTMs, GRUs, and ensemble models composed of combinations of these models. Introduces the factor table representation of ARMA and ARIMA models. This representation is not available in any other book at this level and is extremely useful in both practice and pedagogy. Uses real world examples that can be readily found via web links from sources such as the US Bureau of Statistics, Department of Transportation and the World Bank. There is an accompanying R package that is easy to use and requires little or no previous R experience. The package implements the wide variety of models and methods presented in the book and has tremendous pedagogical use.

Time Series Analysis Univariate and Multivariate Methods

Author : William W. S. Wei
Publisher : Pearson
ISBN 13 : 9780134995366
Total Pages : 648 pages
Book Rating : 4.9/5 (953 download)

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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.

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.

Nonlinear Time Series

Author : Jianqing Fan
Publisher : Springer Science & Business Media
ISBN 13 : 0387693955
Total Pages : 565 pages
Book Rating : 4.3/5 (876 download)

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Book Synopsis Nonlinear Time Series by : Jianqing Fan

Download or read book Nonlinear Time Series written by Jianqing Fan and published by Springer Science & Business Media. This book was released on 2008-09-11 with total page 565 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first book that integrates useful parametric and nonparametric techniques with time series modeling and prediction, the two important goals of time series analysis. Such a book will benefit researchers and practitioners in various fields such as econometricians, meteorologists, biologists, among others who wish to learn useful time series methods within a short period of time. The book also intends to serve as a reference or text book for graduate students in statistics and econometrics.

Scientific and Technical Aerospace Reports

Author :
Publisher :
ISBN 13 :
Total Pages : 1278 pages
Book Rating : 4.:/5 (31 download)

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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 1984 with total page 1278 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Time Series Analysis and Applications to Geophysical Systems

Author : David Brillinger
Publisher : Springer
ISBN 13 :
Total Pages : 416 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Time Series Analysis and Applications to Geophysical Systems by : David Brillinger

Download or read book Time Series Analysis and Applications to Geophysical Systems written by David Brillinger and published by Springer. This book was released on 1992-10-22 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: Part of a two volume set based on a recent IMA program of the same name. The goal of the program and these books is to develop a community of statistical and other scientists kept up-to-date on developments in this quickly evolving and interdisciplinary field. Consequently, these books present recent material by distinguished researchers. Topics discussed in Part I include nonlinear and non- Gaussian models and processes (higher order moments and spectra, nonlinear systems, applications in astronomy, geophysics, engineering, and simulation) and the interaction of time series analysis and statistics (information model identification, categorical valued time series, nonparametric and semiparametric methods). Self-similar processes and long-range dependence (time series with long memory, fractals, 1/f noise, stable noise) and time series research common to engineers and economists (modeling of multivariate and possibly non-stationary time series, state space and adaptive methods) are discussed in Part II.

Studies in Econometrics, Time Series, and Multivariate Statistics

Author : Samuel Karlin
Publisher : Academic Press
ISBN 13 : 1483268039
Total Pages : 591 pages
Book Rating : 4.4/5 (832 download)

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Book Synopsis Studies in Econometrics, Time Series, and Multivariate Statistics by : Samuel Karlin

Download or read book Studies in Econometrics, Time Series, and Multivariate Statistics written by Samuel Karlin and published by Academic Press. This book was released on 2014-05-10 with total page 591 pages. Available in PDF, EPUB and Kindle. Book excerpt: Studies in Econometrics, Time Series, and Multivariate Statistics covers the theoretical and practical aspects of econometrics, social sciences, time series, and multivariate statistics. This book is organized into three parts encompassing 28 chapters. Part I contains studies on logit model, normal discriminant analysis, maximum likelihood estimation, abnormal selection bias, and regression analysis with a categorized explanatory variable. This part also deals with prediction-based tests for misspecification in nonlinear simultaneous systems and the identification in models with autoregressive errors. Part II highlights studies in time series, including time series analysis of error-correction models, time series model identification, linear random fields, segmentation of time series, and some basic asymptotic theory for linear processes in time series analysis. Part III contains papers on optimality properties in discrete multivariate analysis, Anderson's probability inequality, and asymptotic distributions of test statistics. This part also presents the comparison of measures, multivariate majorization, and of experiments for some multivariate normal situations. Studies on Bayes procedures for combining independent F tests and the limit theorems on high dimensional spheres and Stiefel manifolds are included. This book will prove useful to statisticians, mathematicians, and advance mathematics students.

Introduction to Time Series Forecasting With Python

Author : Jason Brownlee
Publisher : Machine Learning Mastery
ISBN 13 :
Total Pages : 359 pages
Book Rating : 4./5 ( download)

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Book Synopsis Introduction to Time Series Forecasting With Python by : Jason Brownlee

Download or read book Introduction to Time Series Forecasting With Python written by Jason Brownlee and published by Machine Learning Mastery. This book was released on 2017-02-16 with total page 359 pages. Available in PDF, EPUB and Kindle. Book excerpt: Time series forecasting is different from other machine learning problems. The key difference is the fixed sequence of observations and the constraints and additional structure this provides. In this Ebook, finally cut through the math and specialized methods for time series forecasting. Using clear explanations, standard Python libraries and step-by-step tutorials you will discover how to load and prepare data, evaluate model skill, and implement forecasting models for time series data.

Modeling Intraindividual Variability With Repeated Measures Data

Author : Scott L. Hershberger
Publisher : Psychology Press
ISBN 13 : 1135673209
Total Pages : 253 pages
Book Rating : 4.1/5 (356 download)

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Book Synopsis Modeling Intraindividual Variability With Repeated Measures Data by : Scott L. Hershberger

Download or read book Modeling Intraindividual Variability With Repeated Measures Data written by Scott L. Hershberger and published by Psychology Press. This book was released on 2013-06-17 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines how individuals behave across time and to what degree that behavior changes, fluctuates, or remains stable. It features the most current methods on modeling repeated measures data as reported by a distinguished group of experts in the field. The goal is to make the latest techniques used to assess intraindividual variability accessible to a wide range of researchers. Each chapter is written in a "user-friendly" style such that even the "novice" data analyst can easily apply the techniques. Each chapter features: a minimum discussion of mathematical detail; an empirical example applying the technique; and a discussion of the software related to that technique. Content highlights include analysis of mixed, multi-level, structural equation, and categorical data models. It is ideal for researchers, professionals, and students working with repeated measures data from the social and behavioral sciences, business, or biological sciences.

System Identification 2003

Author : Paul Van Den Hof
Publisher : Elsevier
ISBN 13 : 0080913156
Total Pages : 2092 pages
Book Rating : 4.0/5 (89 download)

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Book Synopsis System Identification 2003 by : Paul Van Den Hof

Download or read book System Identification 2003 written by Paul Van Den Hof and published by Elsevier. This book was released on 2004-06-29 with total page 2092 pages. Available in PDF, EPUB and Kindle. Book excerpt: The scope of the symposium covers all major aspects of system identification, experimental modelling, signal processing and adaptive control, ranging from theoretical, methodological and scientific developments to a large variety of (engineering) application areas. It is the intention of the organizers to promote SYSID 2003 as a meeting place where scientists and engineers from several research communities can meet to discuss issues related to these areas. Relevant topics for the symposium program include: Identification of linear and multivariable systems, identification of nonlinear systems, including neural networks, identification of hybrid and distributed systems, Identification for control, experimental modelling in process control, vibration and modal analysis, model validation, monitoring and fault detection, signal processing and communication, parameter estimation and inverse modelling, statistical analysis and uncertainty bounding, adaptive control and data-based controller tuning, learning, data mining and Bayesian approaches, sequential Monte Carlo methods, including particle filtering, applications in process control systems, motion control systems, robotics, aerospace systems, bioengineering and medical systems, physical measurement systems, automotive systems, econometrics, transportation and communication systems*Provides the latest research on System Identification*Contains contributions written by experts in the field*Part of the IFAC Proceedings Series which provides a comprehensive overview of the major topics in control engineering.

Selected Water Resources Abstracts

Author :
Publisher :
ISBN 13 :
Total Pages : 954 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Selected Water Resources Abstracts by :

Download or read book Selected Water Resources Abstracts written by and published by . This book was released on 1987 with total page 954 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Comprehensive Chemometrics

Author : Steven Brown
Publisher : Elsevier
ISBN 13 : 0444641661
Total Pages : 2948 pages
Book Rating : 4.4/5 (446 download)

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Book Synopsis Comprehensive Chemometrics by : Steven Brown

Download or read book Comprehensive Chemometrics written by Steven Brown and published by Elsevier. This book was released on 2020-05-26 with total page 2948 pages. Available in PDF, EPUB and Kindle. Book excerpt: Comprehensive Chemometrics, Second Edition, Four Volume Set features expanded and updated coverage, along with new content that covers advances in the field since the previous edition published in 2009. Subject of note include updates in the fields of multidimensional and megavariate data analysis, omics data analysis, big chemical and biochemical data analysis, data fusion and sparse methods. The book follows a similar structure to the previous edition, using the same section titles to frame articles. Many chapters from the previous edition are updated, but there are also many new chapters on the latest developments. Presents integrated reviews of each chemical and biological method, examining their merits and limitations through practical examples and extensive visuals Bridges a gap in knowledge, covering developments in the field since the first edition published in 2009 Meticulously organized, with articles split into 4 sections and 12 sub-sections on key topics to allow students, researchers and professionals to find relevant information quickly and easily Written by academics and practitioners from various fields and regions to ensure that the knowledge within is easily understood and applicable to a large audience Presents integrated reviews of each chemical and biological method, examining their merits and limitations through practical examples and extensive visuals Bridges a gap in knowledge, covering developments in the field since the first edition published in 2009 Meticulously organized, with articles split into 4 sections and 12 sub-sections on key topics to allow students, researchers and professionals to find relevant information quickly and easily Written by academics and practitioners from various fields and regions to ensure that the knowledge within is easily understood and applicable to a large audience

Computational Intelligence in Time Series Forecasting

Author : Ajoy K. Palit
Publisher : Springer Science & Business Media
ISBN 13 : 1846281849
Total Pages : 382 pages
Book Rating : 4.8/5 (462 download)

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Book Synopsis Computational Intelligence in Time Series Forecasting by : Ajoy K. Palit

Download or read book Computational Intelligence in Time Series Forecasting written by Ajoy K. Palit and published by Springer Science & Business Media. This book was released on 2006-01-04 with total page 382 pages. Available in PDF, EPUB and Kindle. Book excerpt: Foresight in an engineering business can make the difference between success and failure, and can be vital to the effective control of industrial systems. The authors of this book harness the power of intelligent technologies individually and in combination.

Quantitative Corporate Finance

Author : John B. Guerard Jr.
Publisher : Springer Nature
ISBN 13 : 3030435474
Total Pages : 619 pages
Book Rating : 4.0/5 (34 download)

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Book Synopsis Quantitative Corporate Finance by : John B. Guerard Jr.

Download or read book Quantitative Corporate Finance written by John B. Guerard Jr. and published by Springer Nature. This book was released on 2020-11-21 with total page 619 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook presents a comprehensive treatment of the legal arrangement of the corporation, the instruments and institutions through which capital can be raised, the management of the flow of funds through the individual firm, and the methods of dividing the risks and returns among the various contributors of funds. Now in its second edition, the book covers a wide range of topics in corporate finance, from time series modeling and regression analysis to multi-factor risk models and the Capital Asset Pricing Model. Guerard, Gultekin and Saxena build significantly on the first edition of the text, but retain the core chapters on cornerstone topics such as mergers and acquisitions, regulatory environments, bankruptcy and various other foundational concepts of corporate finance. New to the second edition are examinations of APT portfolio selection and time series modeling and forecasting through SAS, SCA and OxMetrics programming, FactSet fundamental data templates. This is intended to be a graduate-level textbook, and could be used as a primary text in upper level MBA and Financial Engineering courses, as well as a supplementary text for graduate courses in financial data analysis and financial investments.