Statistical Analysis Of Non Stationary Time Series

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Statistics in Volcanology

Author : Heidy M. Mader
Publisher : Geological Society of London
ISBN 13 : 9781862392083
Total Pages : 304 pages
Book Rating : 4.3/5 (92 download)

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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.

Non-linear and Non-stationary Time Series Analysis

Author : Maurice Bertram Priestley
Publisher :
ISBN 13 :
Total Pages : 250 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Non-linear and Non-stationary Time Series Analysis by : Maurice Bertram Priestley

Download or read book Non-linear and Non-stationary Time Series Analysis written by Maurice Bertram Priestley and published by . This book was released on 1988 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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.

The Econometric Analysis of Non-Stationary Spatial Panel Data

Author : Michael Beenstock
Publisher : Springer
ISBN 13 : 3030036146
Total Pages : 280 pages
Book Rating : 4.0/5 (3 download)

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Book Synopsis The Econometric Analysis of Non-Stationary Spatial Panel Data by : Michael Beenstock

Download or read book The Econometric Analysis of Non-Stationary Spatial Panel Data written by Michael Beenstock and published by Springer. This book was released on 2019-03-27 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph deals with spatially dependent nonstationary time series in a way accessible to both time series econometricians wanting to understand spatial econometics, and spatial econometricians lacking a grounding in time series analysis. After charting key concepts in both time series and spatial econometrics, the book discusses how the spatial connectivity matrix can be estimated using spatial panel data instead of assuming it to be exogenously fixed. This is followed by a discussion of spatial nonstationarity in spatial cross-section data, and a full exposition of non-stationarity in both single and multi-equation contexts, including the estimation and simulation of spatial vector autoregression (VAR) models and spatial error correction (ECM) models. The book reviews the literature on panel unit root tests and panel cointegration tests for spatially independent data, and for data that are strongly spatially dependent. It provides for the first time critical values for panel unit root tests and panel cointegration tests when the spatial panel data are weakly or spatially dependent. The volume concludes with a discussion of incorporating strong and weak spatial dependence in non-stationary panel data models. All discussions are accompanied by empirical testing based on a spatial panel data of house prices in Israel.

Using R for Principles of Econometrics

Author : Constantin Colonescu
Publisher : Lulu.com
ISBN 13 : 1387473611
Total Pages : 278 pages
Book Rating : 4.3/5 (874 download)

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Book Synopsis Using R for Principles of Econometrics by : Constantin Colonescu

Download or read book Using R for Principles of Econometrics written by Constantin Colonescu and published by Lulu.com. This book was released on 2017-12-28 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a beginner's guide to applied econometrics using the free statistics software R. It provides and explains R solutions to most of the examples in 'Principles of Econometrics' by Hill, Griffiths, and Lim, fourth edition. 'Using R for Principles of Econometrics' requires no previous knowledge in econometrics or R programming, but elementary notions of statistics are helpful.

Advance Trends in Soft Computing

Author : Mo Jamshidi
Publisher : Springer
ISBN 13 : 3319036742
Total Pages : 464 pages
Book Rating : 4.3/5 (19 download)

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Book Synopsis Advance Trends in Soft Computing by : Mo Jamshidi

Download or read book Advance Trends in Soft Computing written by Mo Jamshidi and published by Springer. This book was released on 2013-11-18 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is the proceedings of the 3rd World Conference on Soft Computing (WCSC), which was held in San Antonio, TX, USA, on December 16-18, 2013. It presents start-of-the-art theory and applications of soft computing together with an in-depth discussion of current and future challenges in the field, providing readers with a 360 degree view on soft computing. Topics range from fuzzy sets, to fuzzy logic, fuzzy mathematics, neuro-fuzzy systems, fuzzy control, decision making in fuzzy environments, image processing and many more. The book is dedicated to Lotfi A. Zadeh, a renowned specialist in signal analysis and control systems research who proposed the idea of fuzzy sets, in which an element may have a partial membership, in the early 1960s, followed by the idea of fuzzy logic, in which a statement can be true only to a certain degree, with degrees described by numbers in the interval [0,1]. The performance of fuzzy systems can often be improved with the help of optimization techniques, e.g. evolutionary computation, and by endowing the corresponding system with the ability to learn, e.g. by combining fuzzy systems with neural networks. The resulting “consortium” of fuzzy, evolutionary, and neural techniques is known as soft computing and is the main focus of this book.

Modelling Non-Stationary Economic Time Series

Author : S. Burke
Publisher : Springer
ISBN 13 : 0230005780
Total Pages : 253 pages
Book Rating : 4.2/5 (3 download)

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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.

Time Series Analysis: Methods and Applications

Author : Tata Subba Rao
Publisher : Elsevier
ISBN 13 : 0444538585
Total Pages : 778 pages
Book Rating : 4.4/5 (445 download)

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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.

Machine Learning in Non-Stationary Environments

Author : Masashi Sugiyama
Publisher : MIT Press
ISBN 13 : 0262300435
Total Pages : 279 pages
Book Rating : 4.2/5 (623 download)

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Book Synopsis Machine Learning in Non-Stationary Environments by : Masashi Sugiyama

Download or read book Machine Learning in Non-Stationary Environments written by Masashi Sugiyama and published by MIT Press. This book was released on 2012-03-30 with total page 279 pages. Available in PDF, EPUB and Kindle. Book excerpt: Theory, algorithms, and applications of machine learning techniques to overcome “covariate shift” non-stationarity. As the power of computing has grown over the past few decades, the field of machine learning has advanced rapidly in both theory and practice. Machine learning methods are usually based on the assumption that the data generation mechanism does not change over time. Yet real-world applications of machine learning, including image recognition, natural language processing, speech recognition, robot control, and bioinformatics, often violate this common assumption. Dealing with non-stationarity is one of modern machine learning's greatest challenges. This book focuses on a specific non-stationary environment known as covariate shift, in which the distributions of inputs (queries) change but the conditional distribution of outputs (answers) is unchanged, and presents machine learning theory, algorithms, and applications to overcome this variety of non-stationarity. After reviewing the state-of-the-art research in the field, the authors discuss topics that include learning under covariate shift, model selection, importance estimation, and active learning. They describe such real world applications of covariate shift adaption as brain-computer interface, speaker identification, and age prediction from facial images. With this book, they aim to encourage future research in machine learning, statistics, and engineering that strives to create truly autonomous learning machines able to learn under non-stationarity.

Time Series Econometrics

Author : Terence C. Mills
Publisher : Springer
ISBN 13 : 1137525339
Total Pages : 163 pages
Book Rating : 4.1/5 (375 download)

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Book Synopsis Time Series Econometrics by : Terence C. Mills

Download or read book Time Series Econometrics written by Terence C. Mills and published by Springer. This book was released on 2015-08-03 with total page 163 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introductory treatment of time series econometrics, a subject that is of key importance to both students and practitioners of economics. It contains material that any serious student of economics and finance should be acquainted with if they are seeking to gain an understanding of a real functioning economy.

Introductory Econometrics for Finance

Author : Chris Brooks
Publisher : Cambridge University Press
ISBN 13 : 1139472305
Total Pages : 752 pages
Book Rating : 4.1/5 (394 download)

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Book Synopsis Introductory Econometrics for Finance by : Chris Brooks

Download or read book Introductory Econometrics for Finance written by Chris Brooks and published by Cambridge University Press. This book was released on 2008-05-22 with total page 752 pages. Available in PDF, EPUB and Kindle. Book excerpt: This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students. Key features: • Thoroughly revised and updated, including two new chapters on panel data and limited dependent variable models • Problem-solving approach assumes no prior knowledge of econometrics emphasising intuition rather than formulae, giving students the skills and confidence to estimate and interpret models • Detailed examples and case studies from finance show students how techniques are applied in real research • Sample instructions and output from the popular computer package EViews enable students to implement models themselves and understand how to interpret results • Gives advice on planning and executing a project in empirical finance, preparing students for using econometrics in practice • Covers important modern topics such as time-series forecasting, volatility modelling, switching models and simulation methods • Thoroughly class-tested in leading finance schools. Bundle with EViews student version 6 available. Please contact us for more details.

Introduction to Time Series Analysis and Forecasting

Author : Douglas C. Montgomery
Publisher : John Wiley & Sons
ISBN 13 : 1118745159
Total Pages : 670 pages
Book Rating : 4.1/5 (187 download)

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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.

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.

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.

The Spectral Analysis of Time Series

Author : L. H. Koopmans
Publisher : Academic Press
ISBN 13 : 1483218546
Total Pages : 383 pages
Book Rating : 4.4/5 (832 download)

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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.

Statistical Analysis of Stationary Time Series (Classic Reprint)

Author : Emeritus Professor Division of Applied Mathematics Ulf Grenander
Publisher : Forgotten Books
ISBN 13 : 9780266854616
Total Pages : 306 pages
Book Rating : 4.8/5 (546 download)

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Book Synopsis Statistical Analysis of Stationary Time Series (Classic Reprint) by : Emeritus Professor Division of Applied Mathematics Ulf Grenander

Download or read book Statistical Analysis of Stationary Time Series (Classic Reprint) written by Emeritus Professor Division of Applied Mathematics Ulf Grenander and published by Forgotten Books. This book was released on 2017-10-28 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: Excerpt from Statistical Analysis of Stationary Time Series These schemes have been important in the development of methods for the statistical analysis of time series. They have been used with a varying degree of success to describe many types of phenomena encountered in applications. From the discussion in Chapter 1 it Will be apparent that by using these schemes, it is possible to approximate a large and important class of stationary processes, Viz. The so-called linear processes (see For this to be possible p must take large rather than small values and para meters involved in the scheme must be adjusted adequately. During the last ten years a good deal of work has been devoted to the construction of tests, estimates and confidence intervals appropriate for these schemes. We have described a few of the more important of these results in Chapter 3. In spite of the ingenuity and great theoretical interest of some of these methods, their practical applicability seems to be limited severely by the assumption that the process is a low (usually zero, first or second) order finite parameter scheme. After surveying a good deal of the applied literature devoted to statistical analysis of time series met with in practice, we have come to the following conclusion. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.

Introduction to Modern Time Series Analysis

Author : Gebhard Kirchgässner
Publisher : Springer Science & Business Media
ISBN 13 : 9783540687351
Total Pages : 288 pages
Book Rating : 4.6/5 (873 download)

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Book Synopsis Introduction to Modern Time Series Analysis by : Gebhard Kirchgässner

Download or read book Introduction to Modern Time Series Analysis written by Gebhard Kirchgässner and published by Springer Science & Business Media. This book was released on 2008-08-27 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It contains the most important approaches to analyze time series which may be stationary or nonstationary.