Author : C ̆alin Vamos ̧
Publisher : Springer Science & Business Media
ISBN 13 : 9400748256
Total Pages : 136 pages
Book Rating : 4.4/5 (7 download)
Book Synopsis Automatic trend estimation by : C ̆alin Vamos ̧
Download or read book Automatic trend estimation written by C ̆alin Vamos ̧ and published by Springer Science & Business Media. This book was released on 2012-09-14 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: Our book introduces a method to evaluate the accuracy of trend estimation algorithms under conditions similar to those encountered in real time series processing. This method is based on Monte Carlo experiments with artificial time series numerically generated by an original algorithm. The second part of the book contains several automatic algorithms for trend estimation and time series partitioning. The source codes of the computer programs implementing these original automatic algorithms are given in the appendix and will be freely available on the web. The book contains clear statement of the conditions and the approximations under which the algorithms work, as well as the proper interpretation of their results. We illustrate the functioning of the analyzed algorithms by processing time series from astrophysics, finance, biophysics, and paleoclimatology. The numerical experiment method extensively used in our book is already in common use in computational and statistical physics.