Time Series and Related Topics
Author : Ching-Zong Wei
Publisher : IMS
Page : 314 pages
File Size : 32,29 MB
Release : 2006
Category : Mathematics
ISBN : 9780940600683
Introduction to Time Series and Forecasting
Author : Peter J. Brockwell
Publisher : Springer Science & Business Media
Page : 429 pages
File Size : 16,11 MB
Release : 2013-03-14
Category : Mathematics
ISBN : 1475725264
Book Description
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.
Forecasting: principles and practice
Author : Rob J Hyndman
Publisher : OTexts
Page : 380 pages
File Size : 10,15 MB
Release : 2018-05-08
Category : Business & Economics
ISBN : 0987507117
Book Description
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.
Bulletin of the Operations Research Society of America
Author :
Publisher :
Page : 730 pages
File Size : 20,27 MB
Release : 1973
Category : Operations research
ISBN :
Book Description
Catalog of Copyright Entries. Third Series
Author : Library of Congress. Copyright Office
Publisher : Copyright Office, Library of Congress
Page : 1450 pages
File Size : 19,24 MB
Release : 1976
Category : Copyright
ISBN :
Book Description
Practical Neural Network Recipes in C++
Author : Timothy Masters
Publisher : Elsevier
Page : 493 pages
File Size : 47,58 MB
Release : 1993
Category : C (Computer program language)
ISBN : 9780124790414
Book Description
Engineering Digital Transformation
Author : Ángel Ortiz
Publisher : Springer
Page : 346 pages
File Size : 38,14 MB
Release : 2018-09-18
Category : Technology & Engineering
ISBN : 3319960059
Book Description
This book outlining the latest developments in engineering digital transformation gathers a selection of the best papers presented at the 11th International Conference on Industrial Engineering and Industrial Management (CIO 2017), held in Valencia, Spain, from July 5th to 6th, 2017. The papers discuss topics in the following areas: strategy and entrepreneurship, OR, modelling and simulation, production, logistics and supply chain management, information systems, quality and product management, knowledge and project management, service systems, and education.
Forecasting in Financial and Sports Gambling Markets
Author : William S. Mallios
Publisher : John Wiley & Sons
Page : 207 pages
File Size : 27,15 MB
Release : 2011-03-29
Category : Mathematics
ISBN : 1118099532
Book Description
A guide to modeling analyses for financial and sports gambling markets, with a focus on major current events Addressing the highly competitive and risky environments of current-day financial and sports gambling markets, Forecasting in Financial and Sports Gambling Markets details the dynamic process of constructing effective forecasting rules based on both graphical patterns and adaptive drift modeling (ADM) of cointegrated time series. The book uniquely identifies periods of inefficiency that these markets oscillate through and develops profitable forecasting models that capitalize on irrational behavior exhibited during these periods. Providing valuable insights based on the author's firsthand experience, this book utilizes simple, yet unique, candlestick charts to identify optimal time periods in financial markets and optimal games in sports gambling markets for which forecasting models are likely to provide profitable trading and wagering outcomes. Featuring detailed examples that utilize actual data, the book addresses various topics that promote financial and mathematical literacy, including: Higher order ARMA processes in financial markets The effects of gambling shocks in sports gambling markets Cointegrated time series with model drift Modeling volatility Throughout the book, interesting real-world applications are presented, and numerous graphical procedures illustrate favorable trading and betting opportunities, which are accompanied by mathematical developments in adaptive model forecasting and risk assessment. A related web site features updated reviews in sports and financial forecasting and various links on the topic. Forecasting in Financial and Sports Gambling Markets is an excellent book for courses on financial economics and time series analysis at the upper-undergraduate and graduate levels. The book is also a valuable reference for researchers and practitioners working in the areas of retail markets, quant funds, hedge funds, and time series. Also, anyone with a general interest in learning about how to profit from the financial and sports gambling markets will find this book to be a valuable resource.
Time-Series Forecasting
Author : Chris Chatfield
Publisher : CRC Press
Page : 281 pages
File Size : 18,11 MB
Release : 2000-10-25
Category : Business & Economics
ISBN : 1420036203
Book Description
From the author of the bestselling "Analysis of Time Series," Time-Series Forecasting offers a comprehensive, up-to-date review of forecasting methods. It provides a summary of time-series modelling procedures, followed by a brief catalogue of many different time-series forecasting methods, ranging from ad-hoc methods through ARIMA and state-space
Bayesian Methods in Finance
Author : William Johnson
Publisher : HiTeX Press
Page : 403 pages
File Size : 15,28 MB
Release : 2024-10-16
Category : Business & Economics
ISBN :
Book Description
"Bayesian Methods in Finance: Probabilistic Approaches to Market Uncertainty" offers an authoritative exploration of how Bayesian statistics can transform financial analysis into a more predictive and adaptive process. Within the rapidly evolving tapestry of global financial markets, the ability to quantify uncertainty and integrate diverse streams of information stands as a crucial advantage. This book expertly demystifies the intricate principles of Bayesian thinking, guiding readers through its application across a spectrum of financial contexts, from asset pricing to risk management and portfolio construction. Through a careful blend of theory and practical insights, it introduces the reader to Bayesian frameworks that eclipse traditional models in both flexibility and robustness, making them indispensable tools for modern investors and financial professionals. Readers will find a clear roadmap for navigating the complex landscape of market dynamics with the confidence that comes from sound, data-driven strategies. By integrating Bayesian approaches with machine learning, this text unlocks more nuanced analyses and predictive capabilities, catering to both novice learners and experienced market strategists. Rich with real-world case studies, each chapter not only illuminates techniques but also showcases their powerful applications in decision-making processes. Embark on a deep dive into the future of financial modeling, where the calculated embrace of uncertainty opens doors to innovative solutions and unparalleled insights.
