Author : Richard A. Davis
Publisher : CRC Press
Page : 484 pages
File Size : 41,93 MB
Release : 2016-01-06
Category : Mathematics
ISBN : 1466577746
Model a Wide Range of Count Time Series Handbook of Discrete-Valued Time Series presents state-of-the-art methods for modeling time series of counts and incorporates frequentist and Bayesian approaches for discrete-valued spatio-temporal data and multivariate data. While the book focuses on time series of counts, some of the techniques discussed ca
Author : Christian H. Weiss
Publisher : John Wiley & Sons
Page : 300 pages
File Size : 27,73 MB
Release : 2018-02-05
Category : Mathematics
ISBN : 1119096960
A much-needed introduction to the field of discrete-valued time series, with a focus on count-data time series Time series analysis is an essential tool in a wide array of fields, including business, economics, computer science, epidemiology, finance, manufacturing and meteorology, to name just a few. Despite growing interest in discrete-valued time series—especially those arising from counting specific objects or events at specified times—most books on time series give short shrift to that increasingly important subject area. This book seeks to rectify that state of affairs by providing a much needed introduction to discrete-valued time series, with particular focus on count-data time series. The main focus of this book is on modeling. Throughout numerous examples are provided illustrating models currently used in discrete-valued time series applications. Statistical process control, including various control charts (such as cumulative sum control charts), and performance evaluation are treated at length. Classic approaches like ARMA models and the Box-Jenkins program are also featured with the basics of these approaches summarized in an Appendix. In addition, data examples, with all relevant R code, are available on a companion website. Provides a balanced presentation of theory and practice, exploring both categorical and integer-valued series Covers common models for time series of counts as well as for categorical time series, and works out their most important stochastic properties Addresses statistical approaches for analyzing discrete-valued time series and illustrates their implementation with numerous data examples Covers classical approaches such as ARMA models, Box-Jenkins program and how to generate functions Includes dataset examples with all necessary R code provided on a companion website An Introduction to Discrete-Valued Time Series is a valuable working resource for researchers and practitioners in a broad range of fields, including statistics, data science, machine learning, and engineering. It will also be of interest to postgraduate students in statistics, mathematics and economics.
Author : Kevin Watkins
Publisher : McGraw-Hill Companies
Page : 384 pages
File Size : 49,80 MB
Release : 1993
Category : Science
ISBN : 9780077077334
A software engineer's guide to model design in C. Kevin Watkins clarifies the concepts of simulation modelling and discrete event simulation. He explores important simulation techniques such as random numbers generation, sampling, variance reduction, and analysis. Provides all the code for a library of C simulation routines.
Author : Gilles Zumbach
Publisher : Springer Science & Business Media
Page : 326 pages
File Size : 12,74 MB
Release : 2012-10-04
Category : Mathematics
ISBN : 3642317421
Most financial and investment decisions are based on considerations of possible future changes and require forecasts on the evolution of the financial world. Time series and processes are the natural tools for describing the dynamic behavior of financial data, leading to the required forecasts. This book presents a survey of the empirical properties of financial time series, their descriptions by means of mathematical processes, and some implications for important financial applications used in many areas like risk evaluation, option pricing or portfolio construction. The statistical tools used to extract information from raw data are introduced. Extensive multiscale empirical statistics provide a solid benchmark of stylized facts (heteroskedasticity, long memory, fat-tails, leverage...), in order to assess various mathematical structures that can capture the observed regularities. The author introduces a broad range of processes and evaluates them systematically against the benchmark, summarizing the successes and limitations of these models from an empirical point of view. The outcome is that only multiscale ARCH processes with long memory, discrete multiplicative structures and non-normal innovations are able to capture correctly the empirical properties. In particular, only a discrete time series framework allows to capture all the stylized facts in a process, whereas the stochastic calculus used in the continuum limit is too constraining. The present volume offers various applications and extensions for this class of processes including high-frequency volatility estimators, market risk evaluation, covariance estimation and multivariate extensions of the processes. The book discusses many practical implications and is addressed to practitioners and quants in the financial industry, as well as to academics, including graduate (Master or PhD level) students. The prerequisites are basic statistics and some elementary financial mathematics.
Author : Tian-Xiao He
Publisher : CRC Press
Page : 458 pages
File Size : 46,8 MB
Release : 2022-01-26
Category : Mathematics
ISBN : 1000534332
This book presents methods for the summation of infinite and finite series and the related identities and inversion relations. The summation includes the column sums and row sums of lower triangular matrices. The convergence of the summation of infinite series is considered. The author’s focus is on symbolic methods and the Riordan array approach. In addition, this book contains hundreds summation formulas and identities, which can be used as a handbook for people working in computer science, applied mathematics, and computational mathematics, particularly, combinatorics, computational discrete mathematics, and computational number theory. The exercises at the end of each chapter help deepen understanding. Much of the materials in this book has never appeared before in textbook form. This book can be used as a suitable textbook for advanced courses for high lever undergraduate and lower lever graduate students. It is also an introductory self-study book for re- searchers interested in this field, while some materials of the book can be used as a portal for further research.
Author : Larry J. Gerstein
Publisher : W H Freeman & Company
Page : 413 pages
File Size : 11,85 MB
Release : 1987-01-01
Category : Algebra, Abstract.
ISBN : 9780716718048
Provides a brief but substantial introduction to ideas, structures and techniques in discrete mathematics and abstract algebra. It addresses many of the common mathematical needs of students in mathematics and computer science at undergraduate level.
Author : Mario Martelli
Publisher : John Wiley & Sons
Page : 347 pages
File Size : 45,43 MB
Release : 2011-11-01
Category : Mathematics
ISBN : 1118031121
A timely, accessible introduction to the mathematics of chaos. The past three decades have seen dramatic developments in the theory of dynamical systems, particularly regarding the exploration of chaotic behavior. Complex patterns of even simple processes arising in biology, chemistry, physics, engineering, economics, and a host of other disciplines have been investigated, explained, and utilized. Introduction to Discrete Dynamical Systems and Chaos makes these exciting and important ideas accessible to students and scientists by assuming, as a background, only the standard undergraduate training in calculus and linear algebra. Chaos is introduced at the outset and is then incorporated as an integral part of the theory of discrete dynamical systems in one or more dimensions. Both phase space and parameter space analysis are developed with ample exercises, more than 100 figures, and important practical examples such as the dynamics of atmospheric changes and neural networks. An appendix provides readers with clear guidelines on how to use Mathematica to explore discrete dynamical systems numerically. Selected programs can also be downloaded from a Wiley ftp site (address in preface). Another appendix lists possible projects that can be assigned for classroom investigation. Based on the author's 1993 book, but boasting at least 60% new, revised, and updated material, the present Introduction to Discrete Dynamical Systems and Chaos is a unique and extremely useful resource for all scientists interested in this active and intensely studied field.
Author : Ian Anderson
Publisher : Springer Science & Business Media
Page : 177 pages
File Size : 26,45 MB
Release : 2012-12-06
Category : Mathematics
ISBN : 085729315X
Drawing on many years'experience of teaching discrete mathem atics to students of all levels, Anderson introduces such as pects as enumeration, graph theory and configurations or arr angements. Starting with an introduction to counting and rel ated problems, he moves on to the basic ideas of graph theor y with particular emphasis on trees and planar graphs. He de scribes the inclusion-exclusion principle followed by partit ions of sets which in turn leads to a study of Stirling and Bell numbers. Then follows a treatment of Hamiltonian cycles, Eulerian circuits in graphs, and Latin squares as well as proof of Hall's theorem. He concludes with the constructions of schedules and a brief introduction to block designs. Each chapter is backed by a number of examples, with straightforw ard applications of ideas and more challenging problems.
Author : Stephen Barnett
Publisher : Prentice Hall
Page : 464 pages
File Size : 28,40 MB
Release : 1998
Category : Arithmetic
ISBN :
For the increasing number of students who need an understanding of the subject, Discrete Mathematics: Numbers and Beyond provides the perfect introduction. Aimed particularly at non-specialists, its attractive style and practical approach offer easy access to this important subject. With an emphasis on methods and applications rather than rigorous proofs, the book's coverage is based an the essential topics of numbers, counting and numerical processes. Discrete Mathematics: Numbers and Beyond supplies the reader with a thorough grounding in number systems, modular arithmetic, combinatorics, networks and graphs, coding theory and recurrence relations. Throughout the book, learning is aided and reinforced by the following features: a wealth of exercises and problems of varying difficulty a wide range of illustrative applications of general interest numerous worked examples and diagrams team-based student projects in every chapter concise, informal explanations tips for further reading Discrete Mathematics: Numbers and Beyond is an ideal textbook for an introductory discrete mathematics course taken by students of economics, computer science, mathematics, business, finance, engineering and the sciences. 0201342928B04062001
Author : Ramon Alonso-Sanz
Publisher : World Scientific
Page : 478 pages
File Size : 26,12 MB
Release : 2011
Category : Science
ISBN : 9814343633
Memory is a universal function of organized matter. What is the mathematics of memory? How does memory affect the space-time behaviour of spatially extended systems? Does memory increase complexity? This book provides answers to these questions. It focuses on the study of spatially extended systems, i.e., cellular automata and other related discrete complex systems. Thus, arrays of locally connected finite state machines, or cells, update their states simultaneously, in discrete time, by the same transition rule. The classical dynamics in these systems is Markovian: only the actual configuration is taken into account to generate the next one. Generalizing the conventional view on spatially extended discrete dynamical systems evolution by allowing cells (or nodes) to be featured by some trait state computed as a function of its own previous state-values, the transition maps of the classical systems are kept unaltered, so that the effect of memory can be easily traced. The book demonstrates that discrete dynamical systems with memory are not only priceless tools for modeling natural phenomena but unique mathematical and aesthetic objects.
