Extrapolation Interpolation And Smoothing Of Stationary Time Series
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Extrapolation, Interpolation, and Smoothing of Stationary Time Series by Norbert Wiener Pdf
A book thatbecame the basis for modern communication theory, by a scientist considered one of the founders of the field of artifical intelligence. Some predict that Norbert Wiener will be remembered for his Extrapolation long after Cybernetics is forgotten. Indeed, few computer science students would know today what cybernetics is all about, while every communication student knows what Wiener's filter is. The original work was circulated as a classified memorandum in 1942, because it was connected with sensitive wartime efforts to improve radar communication. This book became the basis for modern communication theory, by a scientist considered one of the founders of the field of artifical intelligence. Combining ideas from statistics and time-series analysis, Wiener used Gauss's method of shaping the characteristic of a detector to allow for the maximal recognition of signals in the presence of noise. This method came to be known as the "Wiener filter."
A History of Control Engineering, 1930-1955 by Stuart Bennett Pdf
Traces the consolidation of a specialty, as the various feedback control devices used in the 1930s for aircraft and ships, the telephone system, and analogue computers, were brought together during World War II to form what is now known as the classical frequency response methods of analysis and design, and applied to non-linear, sampled-data, and stochastic systems. Follows the field's development through the post-war addition of the root locus method to the introduction of the state-space methods of modern control. Distributed by INSPEC. Annotation copyright by Book News, Inc., Portland, OR
Applied Optimal Estimation by The Analytic Sciences Corporation Pdf
This is the first book on the optimal estimation that places its major emphasis on practical applications, treating the subject more from an engineering than a mathematical orientation. Even so, theoretical and mathematical concepts are introduced and developed sufficiently to make the book a self-contained source of instruction for readers without prior knowledge of the basic principles of the field. The work is the product of the technical staff of The Analytic Sciences Corporation (TASC), an organization whose success has resulted largely from its applications of optimal estimation techniques to a wide variety of real situations involving large-scale systems. Arthur Gelb writes in the Foreword that "It is our intent throughout to provide a simple and interesting picture of the central issues underlying modern estimation theory and practice. Heuristic, rather than theoretically elegant, arguments are used extensively, with emphasis on physical insights and key questions of practical importance." Numerous illustrative examples, many based on actual applications, have been interspersed throughout the text to lead the student to a concrete understanding of the theoretical material. The inclusion of problems with "built-in" answers at the end of each of the nine chapters further enhances the self-study potential of the text. After a brief historical prelude, the book introduces the mathematics underlying random process theory and state-space characterization of linear dynamic systems. The theory and practice of optimal estimation is them presented, including filtering, smoothing, and prediction. Both linear and non-linear systems, and continuous- and discrete-time cases, are covered in considerable detail. New results are described concerning the application of covariance analysis to non-linear systems and the connection between observers and optimal estimators. The final chapters treat such practical and often pivotal issues as suboptimal structure, and computer loading considerations. This book is an outgrowth of a course given by TASC at a number of US Government facilities. Virtually all of the members of the TASC technical staff have, at one time and in one way or another, contributed to the material contained in the work.
Numerical Recipes 3rd Edition by William H. Press Pdf
Do you want easy access to the latest methods in scientific computing? This greatly expanded third edition of Numerical Recipes has it, with wider coverage than ever before, many new, expanded and updated sections, and two completely new chapters. The executable C++ code, now printed in colour for easy reading, adopts an object-oriented style particularly suited to scientific applications. Co-authored by four leading scientists from academia and industry, Numerical Recipes starts with basic mathematics and computer science and proceeds to complete, working routines. The whole book is presented in the informal, easy-to-read style that made earlier editions so popular. Highlights of the new material include: a new chapter on classification and inference, Gaussian mixture models, HMMs, hierarchical clustering, and SVMs; a new chapter on computational geometry, covering KD trees, quad- and octrees, Delaunay triangulation, and algorithms for lines, polygons, triangles, and spheres; interior point methods for linear programming; MCMC; an expanded treatment of ODEs with completely new routines; and many new statistical distributions. For support, or to subscribe to an online version, please visit www.nr.com.
Portable Moving Images by Ricardo Cedeño Montaña Pdf
This media history explores a series of portable small cameras, playback devices, and storage units that have made the production of film and video available to everyone. Covering several storage formats from 8mm films of the 1900s, through the analogue videotapes of the 1970s, to the compression algorithms of the 2000s, this work examines the effects that the shrinkage of complex machines, media formats, and processing operations has had on the dissemination of moving images. Using an archaeological approach to technical standards of media, the author provides a genealogy of portable storage formats for film, analog video, and digitally encoded video. This book is a step forward in decoding the storage media formats, which up to now have been the domain of highly specialised technicians.
Choice Outstanding Academic Title Cybernetics—the science of communication and control as it applies to machines and to humans—originates from efforts during World War II to build automatic antiaircraft systems. Following the war, this science extended beyond military needs to examine all systems that rely on information and feedback, from the level of the cell to that of society. In The Cybernetics Moment, Ronald R. Kline, a senior historian of technology, examines the intellectual and cultural history of cybernetics and information theory, whose language of “information,” “feedback,” and “control” transformed the idiom of the sciences, hastened the development of information technologies, and laid the conceptual foundation for what we now call the Information Age. Kline argues that, for about twenty years after 1950, the growth of cybernetics and information theory and ever-more-powerful computers produced a utopian information narrative—an enthusiasm for information science that influenced natural scientists, social scientists, engineers, humanists, policymakers, public intellectuals, and journalists, all of whom struggled to come to grips with new relationships between humans and intelligent machines. Kline traces the relationship between the invention of computers and communication systems and the rise, decline, and transformation of cybernetics by analyzing the lives and work of such notables as Norbert Wiener, Claude Shannon, Warren McCulloch, Margaret Mead, Gregory Bateson, and Herbert Simon. Ultimately, he reveals the crucial role played by the cybernetics moment—when cybernetics and information theory were seen as universal sciences—in setting the stage for our current preoccupation with information technologies. "Nowhere in the burgeoning secondary literature on cybernetics in the last two decades is there a concise history of cybernetics, the science of communication and control that helped usher in the current information age in America. Nowhere, that is, until now . . . Readers have in The Cybernetics Moment the first authoritative history of American cybernetics."—Information & Culture "[A]n extremely interesting and stimulating history of the concepts of cybernetics . . . This is a book for everyone to read, relish, and think about."—Choice "As a whole, the book presents a comprehensive in-depth retrospective analysis of the contribution of the American scientific school to the making, formation, and development of cybernetics and information theory. An unquestionable advantage of the book is the skillful use of numerous bibliographic sources by the author that reflect the scientific, engineering, and social significance of the questions being considered, competition of ideas and developments, and also interrelations between scientists."—Cybernetics and System Analysis "Dr. Kline is perhaps uniquely situated to take on so large and complicated [a] topic as cybernetics . . . Readers unfamiliar with Wiener and his work are well advised to start with this well-written and thorough book. Those who are already familiar will still find much that is new and informative in the thorough research and reasoned interpretations."—IEEE History Center "The most comprehensive intellectual history of cybernetics in Cold War America."—Journal of American History "The book will be most valuable as historical background for the large number of disciplines that were involved in the cybernetics moment: computer science, communications engineering, information theory, and the social sciences of sociology and anthropology."—IEEE Technology and Society Magazine "Ronald Kline’s chronicle of cybernetics certainly does what an excellent history of science should do. It takes you there—to the golden age of a new, exciting field. You will almost smell that cigar."—Second-Order Cybernetics "Kline’s The Cybernetics Moment tracks the rise and fall of the cybernetics movement in more detail than any historical account to date."—Los Angeles Review of Books
Practical Time Series Analysis in Natural Sciences by Victor Privalsky Pdf
This book presents an easy-to-use tool for time series analysis and allows the user to concentrate upon studying time series properties rather than upon how to calculate the necessary estimates. The two attached programs provide, in one run of the program, a time and frequency domain description of scalar or multivariate time series approximated with a sequence of autoregressive models of increasing orders. The optimal orders are chosen by five order selection criteria. The results for scalar time series include time domain stochastic difference equations, spectral density estimates, predictability properties, and a forecast of scalar time series based upon the Kolmogorov-Wiener theory. For the bivariate and trivariate time series, the results contain a time domain description with multivariate stochastic difference equations, statistical predictability criterion, and information for calculating feedback and Granger causality properties in the bivariate case. The frequency domain information includes spectral densities, ordinary, multiple, and partial coherence functions, ordinary and multiple coherent spectra, gain, phase, and time lag factors. The programs seem to be unique and using them does not require professional knowledge of theory of random processes. The book contains many examples including three from engineering.
Time Series Modelling of Water Resources and Environmental Systems by K.W. Hipel,A.I McLeod Pdf
This is a comprehensive presentation of the theory and practice of time series modelling of environmental systems. A variety of time series models are explained and illustrated, including ARMA (autoregressive-moving average), nonstationary, long memory, three families of seasonal, multiple input-single output, intervention and multivariate ARMA models. Other topics in environmetrics covered in this book include time series analysis in decision making, estimating missing observations, simulation, the Hurst phenomenon, forecasting experiments and causality. Professionals working in fields overlapping with environmetrics - such as water resources engineers, environmental scientists, hydrologists, geophysicists, geographers, earth scientists and planners - will find this book a valuable resource. Equally, environmetrics, systems scientists, economists, mechanical engineers, chemical engineers, and management scientists will find the time series methods presented in this book useful.
Encyclopaedia of Mathematics by Michiel Hazewinkel Pdf
This ENCYCLOPAEDIA OF MATHEMATICS aims to be a reference work for all parts of mathe matics. It is a translation with updates and editorial comments of the Soviet Mathematical Encyclopaedia published by 'Soviet Encyclopaedia Publishing House' in five volumes in 1977-1985. The annotated translation consists of ten volumes including a special index volume. There are three kinds of articles in this ENCYCLOPAEDIA. First of all there are survey-type articles dealing with the various main directions in mathematics (where a rather fme subdivi sion has been used). The main requirement for these articles has been that they should give a reasonably complete up-to-date account of the current state of affairs in these areas and that they should be maximally accessible. On the whole, these articles should be understandable to mathematics students in their first specialization years, to graduates from other mathematical areas and, depending on the specific subject, to specialists in other domains of science, en gineers and teachers of mathematics. These articles treat their material at a fairly general level and aim to give an idea of the kind of problems, techniques and concepts involved in the area in question. They also contain background and motivation rather than precise statements of precise theorems with detailed definitions and technical details on how to carry out proofs and constructions. The second kind of article, of medium length, contains more detailed concrete problems, results and techniques.
Today, the concept of noise is employed to characterize random fluctuations in general. Before the twentieth century, however, noise only meant disturbing sounds. In the 1900s-50s, noise underwent a conceptual transformation from unwanted sounds that needed to be domesticated into a synonym for errors and deviations to be now used as all kinds of signals and information. Transforming Noise examines the historical origin of modern attempts to understand, control, and use noise. Its history sheds light on the interactions between physics, mathematics, mechanical technology, electrical engineering, and information and data sciences in the twentieth century. This book explores the process of engineers and physicists turning noise into an informational concept, starting from the rise of sound reproduction technologies such as the phonograph, telephone, and radio in the 1900s-20s until the theory of Brownian motions for random fluctuations and its application in thermionic tubes of telecommunication systems. These processes produced different theoretical treatments of noise in the 1920s-30s, such as statistical physicists' studies of Brownian fluctuations' temporal evolution, radio engineers' spectral analysis of atmospheric disturbances, and mathematicians' measure-theoretic formulation. Finally, it discusses the period during and after World War II and how researchers have worked on military projects of radar, gunfire control, and secret communications and converted the interwar theoretical studies of noise into tools for statistical detection, estimation, prediction, and information transmission. To physicists, mathematicians, electrical engineers, and computer scientists, this book offers a historical perspective on themes highly relevant in today's science and technology, ranging from Wi-Fi and big data to quantum information and self-organization. This book also appeals to environmental and art historians to modern music scholars as the history of noise constitutes a unique angle to study sound and society. Finally, to researchers in media studies and digital cultures, Transforming Noise demonstrates the deep technoscientific historicity of certain notions - information, channel, noise, equivocation - they have invoked to understand modern media and communication.
Time, Temporality, Now by Harald Atmanspacher,Eva Ruhnau Pdf
The essays in this topical volume inquire into one of the most fundamental issues of philosophy and of the cognitive and natural sciences: the riddle of time. The central feature is the tension between the experience and the conceptualization of time, reflecting an apparently unavoidable antinomy of subjective first-person accounts and objective traditional science. Is time based in the physics of inanimate matter, or does it originate in the operation of our minds? Is it essential for the constitution of reality, or is it just an illusion? Issues of time, temporality, and nowness are paradigms for interdisciplinary work in many contemporary fields of research. The authors of this volume discuss profoundly the mutual relationships and inspiring perspectives. They address a general audience.
An Introduction to the Theory of Stationary Random Functions by A. M. Yaglom Pdf
This two-part treatment covers the general theory of stationary random functions and the Wiener-Kolmogorov theory of extrapolation and interpolation of random sequences and processes. Beginning with the simplest concepts, it covers the correlation function, the ergodic theorem, homogenous random fields, and general rational spectral densities, among other topics. Numerous examples appear throughout the text, with emphasis on the physical meaning of mathematical concepts. Although rigorous in its treatment, this is essentially an introduction, and the sole prerequisites are a rudimentary knowledge of probability and complex variable theory. 1962 edition.
Estimation of Stochastic Processes with Stationary Increments and Cointegrated Sequences by Maksym Luz,Mikhail Moklyachuk Pdf
Estimation of Stochastic Processes is intended for researchers in the field of econometrics, financial mathematics, statistics or signal processing. This book gives a deep understanding of spectral theory and estimation techniques for stochastic processes with stationary increments. It focuses on the estimation of functionals of unobserved values for stochastic processes with stationary increments, including ARIMA processes, seasonal time series and a class of cointegrated sequences. Furthermore, this book presents solutions to extrapolation (forecast), interpolation (missed values estimation) and filtering (smoothing) problems based on observations with and without noise, in discrete and continuous time domains. Extending the classical approach applied when the spectral densities of the processes are known, the minimax method of estimation is developed for a case where the spectral information is incomplete and the relations that determine the least favorable spectral densities for the optimal estimations are found.
