Author : James Dennis Brownlow
Publisher :
Page : 266 pages
File Size : 42,68 MB
Release : 1980
Category : Fourier transformations
ISBN :
Author : ByoungSeon Choi
Publisher : Springer Science & Business Media
Page : 211 pages
File Size : 30,31 MB
Release : 2012-12-06
Category : Mathematics
ISBN : 1461397456
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.
Author :
Publisher :
Page : 782 pages
File Size : 13,6 MB
Release : 2003
Category : Dissertations, Academic
ISBN :
Author : Sergio Bittanti
Publisher : John Wiley & Sons
Page : 416 pages
File Size : 23,71 MB
Release : 2019-04-02
Category : Technology & Engineering
ISBN : 1119546362
This book is about constructing models from experimental data. It covers a range of topics, from statistical data prediction to Kalman filtering, from black-box model identification to parameter estimation, from spectral analysis to predictive control. Written for graduate students, this textbook offers an approach that has proven successful throughout the many years during which its author has taught these topics at his University. The book: Contains accessible methods explained step-by-step in simple terms Offers an essential tool useful in a variety of fields, especially engineering, statistics, and mathematics Includes an overview on random variables and stationary processes, as well as an introduction to discrete time models and matrix analysis Incorporates historical commentaries to put into perspective the developments that have brought the discipline to its current state Provides many examples and solved problems to complement the presentation and facilitate comprehension of the techniques presented
Author : Y. Dodge
Publisher : Elsevier
Page : 630 pages
File Size : 23,15 MB
Release : 2014-05-23
Category : Mathematics
ISBN : 1483296113
A wide range of topics and perspectives in the field of statistics are brought together in this volume. The contributions originate from invited papers presented at an international conference which was held in honour of C. Radhakrishna Rao, one of the most eminent statisticians of our time and a distinguished scientist.
Author : Victor Privalsky
Publisher : Springer Nature
Page : 253 pages
File Size : 38,40 MB
Release : 2020-11-22
Category : Science
ISBN : 3030580555
This book gives the reader the basic knowledge of the theory of random processes necessary for applying to study climatic time series. It contains many examples in different areas of time series analysis such as autoregressive modelling and spectral analysis, linear extrapolation, simulation, causality, relations between scalar components of multivariate time series, and reconstructions of climate data. As an important feature, the book contains many practical examples and recommendations about how to deal and how not to deal with applied problems of time series analysis in climatology or any other science where the time series are short.
Author : Kenneth Frank Wallis
Publisher : Edward Elgar Publishing
Page : 462 pages
File Size : 10,51 MB
Release : 1995-01-01
Category : Business & Economics
ISBN : 9781782541622
'An excellent reference volume of this author's work, bringing together articles published over a 25 year span on the statistical analysis of economic time series, large scale macroeconomic modelling and the interface between them.' - Aslib Book Guide This major volume of essays by Kenneth F. Wallis features 28 articles published over a quarter of a century on the statistical analysis of economic time series, large-scale macroeconometric modelling, and the interface between them. The first part deals with time-series econometrics and includes significant early contributions to the development of the LSE tradition in time-series econometrics, which is the dominant British tradition and has considerable influence worldwide. Later sections discuss theoretical and practical issues in modelling seasonality and forecasting with applications in both large-scale and small-scale models. The final section summarizes the research programme of the ESRC Macroeconomic Modelling Bureau, a unique comparison project among economy-wide macroeconometric models.
Author : Andreas S. Weigend
Publisher : Routledge
Page : 664 pages
File Size : 24,66 MB
Release : 2018-05-04
Category : Social Science
ISBN : 0429961197
The book is a summary of a time series forecasting competition that was held a number of years ago. It aims to provide a snapshot of the range of new techniques that are used to study time series, both as a reference for experts and as a guide for novices.
Author : Prabhakar S. Naidu
Publisher : CRC Press
Page : 424 pages
File Size : 48,34 MB
Release : 1995-10-25
Category : Mathematics
ISBN : 9780849324642
Spectrum analysis can be considered as a topic in statistics as well as a topic in digital signal processing (DSP). This book takes a middle course by emphasizing the time series models and their impact on spectrum analysis. The text begins with elements of probability theory and goes on to introduce the theory of stationary stochastic processes. The depth of coverage is extensive. Many topics of concern to spectral characterization of Gaussian and non-Gaussian time series, scalar and vector time series are covered. A section is devoted to the emerging areas of non-stationary and cyclostationary time series. The book is organized more as a textbook than a reference book. Each chapter includes many examples to illustrate the concepts described. Several exercises are included at the end of each chapter. The level is appropriate for graduate and research students.
Author : M.G. Singh
Publisher : Elsevier
Page : 335 pages
File Size : 15,14 MB
Release : 2013-10-22
Category : Technology & Engineering
ISBN : 1483286665
Provides an up-to-date review of the latest developments in system reliability maintenance, fault detection and fault-tolerant design techniques. Topics covered include reliability analysis and optimization, maintenance control policies, fault detection techniques, fault-tolerant systems, reliable controllers and robustness, knowledge based approaches and decision support systems. There are further applications papers on process control, robotics, manufacturing systems, communications and power systems. Contains 36 papers.
