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Statistical Analysis and Forecasting of Economic Structural Change

Author : Peter Hackl

Publisher : Springer Science & Business Media

Page : 495 pages

File Size : 40,25 MB

Release : 2013-03-09

Category : Business & Economics

ISBN : 366202571X

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Book Description

In 1984, the University of Bonn (FRG) and the International Institute for Applied System Analysis (IIASA) in Laxenburg (Austria), created a joint research group to analyze the relationship between economic growth and structural change. The research team was to examine the commodity composition as well as the size and direction of commodity and credit flows among countries and regions. Krelle (1988) reports on the results of this "Bonn-IIASA" research project. At the same time, an informal IIASA Working Group was initiated to deal with prob lems of the statistical analysis of economic data in the context of structural change: What tools do we have to identify nonconstancy of model parameters? What type of models are particularly applicable to nonconstant structure? How is forecasting affected by the presence of nonconstant structure? What problems should be anticipated in applying these tools and models? Some 50 experts, mainly statisticians or econometricians from about 15 countries, came together in Lodz, Poland (May 1985); Berlin, GDR (June 1986); and Sulejov, Poland (September 1986) to present and discuss their findings. This volume contains a selected set of those conference contributions as well as several specially invited chapters.



Modeling Financial Time Series with S-PLUS

Author : Eric Zivot

Publisher : Springer Science & Business Media

Page : 632 pages

File Size : 19,77 MB

Release : 2013-11-11

Category : Business & Economics

ISBN : 0387217630

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Book Description

The field of financial econometrics has exploded over the last decade This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. This is the first book to show the power of S-PLUS for the analysis of time series data. It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance. Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts. This Second Edition is updated to cover S+FinMetrics 2.0 and includes new chapters on copulas, nonlinear regime switching models, continuous-time financial models, generalized method of moments, semi-nonparametric conditional density models, and the efficient method of moments. Eric Zivot is an associate professor and Gary Waterman Distinguished Scholar in the Economics Department, and adjunct associate professor of finance in the Business School at the University of Washington. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Award for Outstanding Teaching. He is an associate editor of Studies in Nonlinear Dynamics and Econometrics. He has published papers in the leading econometrics journals, including Econometrica, Econometric Theory, the Journal of Business and Economic Statistics, Journal of Econometrics, and the Review of Economics and Statistics. Jiahui Wang is an employee of Ronin Capital LLC. He received a Ph.D. in Economics from the University of Washington in 1997. He has published in leading econometrics journals such as Econometrica and Journal of Business and Economic Statistics, and is the Principal Investigator of National Science Foundation SBIR grants. In 2002 Dr. Wang was selected as one of the "2000 Outstanding Scholars of the 21st Century" by International Biographical Centre.



Uncertain Differential Equations

Author : Kai Yao

Publisher : Springer

Page : 166 pages

File Size : 45,30 MB

Release : 2016-08-29

Category : Technology & Engineering

ISBN : 3662527294

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Book Description

This book introduces readers to the basic concepts of and latest findings in the area of differential equations with uncertain factors. It covers the analytic method and numerical method for solving uncertain differential equations, as well as their applications in the field of finance. Furthermore, the book provides a number of new potential research directions for uncertain differential equation. It will be of interest to researchers, engineers and students in the fields of mathematics, information science, operations research, industrial engineering, computer science, artificial intelligence, automation, economics, and management science.



Electromagnetics of Time Varying Complex Media

Author : Dikshitulu K. Kalluri

Publisher : CRC Press

Page : 556 pages

File Size : 48,12 MB

Release : 2018-09-03

Category : Technology & Engineering

ISBN : 1439817073

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Book Description

Completely revised and updated to reflect recent advances in the fields of materials science and electromagnetics, Electromagnetics of Time Varying Complex Media, Second Edition provides a comprehensive examination of current topics of interest in the research community—including theory, numerical simulation, application, and experimental work. Written by a world leader in the research of frequency transformation in a time-varying magnetoplasma medium, the new edition of this bestselling reference discusses how to apply a time-varying medium to design a frequency and polarization transformer. This authoritative resource remains the only electromagnetic book to cover time-varying anisotropic media, Frequency and Polarization Transformer based on a switched magnetoplasma medium in a cavity, and FDTD numerical simulation for time-varying complex medium. Providing a primer on the theory of using magnetoplasmas for the coherent generation of tunable radiation, early chapters use a mathematical model with one kind of complexity—eliminating the need for high-level mathematics. Using plasma as the basic medium to illustrate various aspects of the transformation of an electromagnetic wave by a complex medium, the text highlights the major effects of each kind of complexity in the medium properties. This significantly expanded edition includes: Three new parts: (a) Numerical Simulation: FDTD Solution, (b) Application: Frequency and Polarization Transformer, and (c) Experiments A slightly enhanced version of the entire first edition, plus 70% new material Reprints of papers previously published by the author—providing researchers with complete access to the subject The text provides the understanding of research techniques useful in electro-optics, plasma science and engineering, microwave engineering, and solid state devices. This complete resource supplies an accessible treatment of the effect of time-varying parameters in conjunction with one or more additional kinds of complexities in the properties of particular mediums.



Analysis of Periodically Time-Varying Systems

Author : John A. Richards

Publisher : Springer Science & Business Media

Page : 186 pages

File Size : 25,69 MB

Release : 2012-12-06

Category : Technology & Engineering

ISBN : 3642818730

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Book Description

Many of the practical techniques developed for treating systems described by periodic differential equations have arisen in different fields of application; con sequently some procedures have not always been known to workers in areas that might benefit substantially from them. Furthermore, recent analytical methods are computationally based so that it now seems an opportune time for an applications-oriented book to be made available that, in a sense, bridges the fields in which equations with periodic coefficients arise and which draws together analytical methods that are implemented readily. This book seeks to ftll that role, from a user's and not a theoretician's view. The complexities of periodic systems often demand a computational approach. Matrix treatments therefore are emphasized here although algebraic methods have been included where they are useful in their own right or where they establish properties that can be exploited by the matrix approach. The matrix development given calls upon the nomenclature and treatment of H. D'Angelo, Linear Time Varying Systems: Analysis and Synthesis (Boston: Allyn and Bacon 1970) which deals with time-varying systems in general. It is recommended for its modernity and comprehensive approach to systems analysis by matrix methods. Since the present work is applications-oriented no attempt has been made to be complete theoretically by way of presenting all proofs, existence theorems and so on. These can be found in D'Angelo and classic and well-developed treatises such as McLachlan, N. W. : Theory and application of Mathieu functions.



Continuous Time Modeling in the Behavioral and Related Sciences

Author : Kees van Montfort

Publisher : Springer

Page : 446 pages

File Size : 46,40 MB

Release : 2018-10-11

Category : Medical

ISBN : 3319772198

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Book Description

This unique book provides an overview of continuous time modeling in the behavioral and related sciences. It argues that the use of discrete time models for processes that are in fact evolving in continuous time produces problems that make their application in practice highly questionable. One main issue is the dependence of discrete time parameter estimates on the chosen time interval, which leads to incomparability of results across different observation intervals. Continuous time modeling by means of differential equations offers a powerful approach for studying dynamic phenomena, yet the use of this approach in the behavioral and related sciences such as psychology, sociology, economics and medicine, is still rare. This is unfortunate, because in these fields often only a few discrete time (sampled) observations are available for analysis (e.g., daily, weekly, yearly, etc.). However, as emphasized by Rex Bergstrom, the pioneer of continuous-time modeling in econometrics, neither human beings nor the economy cease to exist in between observations. In 16 chapters, the book addresses a vast range of topics in continuous time modeling, from approaches that closely mimic traditional linear discrete time models to highly nonlinear state space modeling techniques. Each chapter describes the type of research questions and data that the approach is most suitable for, provides detailed statistical explanations of the models, and includes one or more applied examples. To allow readers to implement the various techniques directly, accompanying computer code is made available online. The book is intended as a reference work for students and scientists working with longitudinal data who have a Master's- or early PhD-level knowledge of statistics.



Rigid-Flexible Coupling Dynamics and Control of Flexible Spacecraft with Time-Varying Parameters

Author : Jie Wang

Publisher : Springer Nature

Page : 190 pages

File Size : 10,55 MB

Release : 2021-09-15

Category : Technology & Engineering

ISBN : 9811650977

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Book Description

This book presents the dynamic modeling and attitude control of flexible spacecraft with time-varying parameters. The dynamic characteristics, vibration control methods and attitude stabilization methods for spacecraft are systematically studied in respects of the theoretical modeling, numerical simulation and the ground experiment. Three active control theories in complex mode space are presented for flexible space structures. Optimal slew strategies based on variable amplitudes input shaping methods and coupling control methods are proposed for stabilization of flexible spacecraft. The research provides an important way to solve the problem of high-precision attitude control of flexible spacecraft with time-varying parameters. This book is appropriate for the researchers who focus on the multi-body dynamics, attitude and vibration control of flexible spacecraft.



Linear Parameter-varying System Identification

Author : Paulo Lopes dos Santos

Publisher : World Scientific

Page : 402 pages

File Size : 39,13 MB

Release : 2012

Category : Mathematics

ISBN : 9814355445

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Book Description

This review volume reports the state-of-the-art in Linear Parameter Varying (LPV) system identification. It focuses on the most recent LPV identification methods for both discrete-time and continuous-time models--



Linear Parameter-Varying and Time-Delay Systems

Author : Corentin Briat

Publisher : Springer

Page : 412 pages

File Size : 15,43 MB

Release : 2014-09-03

Category : Technology & Engineering

ISBN : 3662440504

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Book Description

This book provides an introduction to the analysis and control of Linear Parameter-Varying Systems and Time-Delay Systems and their interactions. The purpose is to give the readers some fundamental theoretical background on these topics and to give more insights on the possible applications of these theories. This self-contained monograph is written in an accessible way for readers ranging from undergraduate/PhD students to engineers and researchers willing to know more about the fields of time-delay systems, parameter-varying systems, robust analysis, robust control, gain-scheduling techniques in the LPV fashion and LMI based approaches. The only prerequisites are basic knowledge in linear algebra, ordinary differential equations and (linear) dynamical systems. Most of the results are proved unless the proof is too complex or not necessary for a good understanding of the results. In the latter cases, suitable references are systematically provided. The first part pertains on the representation, analysis and control of LPV systems along with a reminder on robust analysis and control techniques. The second part is concerned with the representation and analysis of time-delay systems using various time-domain techniques. The third and last part is devoted to the representation, analysis, observation, filtering and control of LPV time-delay systems. The book also presents many important basic and advanced results on the manipulation of LMIs.



Stochastic Models in Reliability Engineering

Author : Lirong Cui

Publisher : CRC Press

Page : 402 pages

File Size : 37,94 MB

Release : 2020-09-01

Category : Mathematics

ISBN : 1000094618

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Book Description

This book is a collective work by many leading scientists, analysts, mathematicians, and engineers who have been working at the front end of reliability science and engineering. The book covers conventional and contemporary topics in reliability science, all of which have seen extended research activities in recent years. The methods presented in this book are real-world examples that demonstrate improvements in essential reliability and availability for industrial equipment such as medical magnetic resonance imaging, power systems, traction drives for a search and rescue helicopter, and air conditioning systems. The book presents real case studies of redundant multi-state air conditioning systems for chemical laboratories and covers assessments of reliability and fault tolerance and availability calculations. Conventional and contemporary topics in reliability engineering are discussed, including degradation, networks, and dynamic reliability, resilience, and multi-state systems, all of which are relatively new topics to the field. The book is aimed at engineers and scientists, as well as postgraduate students involved in reliability design, analysis, and experiments and applied probability and statistics.