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Linear Time Series with MATLAB and OCTAVE by Víctor Gómez Pdf
This book presents an introduction to linear univariate and multivariate time series analysis, providing brief theoretical insights into each topic, and from the beginning illustrating the theory with software examples. As such, it quickly introduces readers to the peculiarities of each subject from both theoretical and the practical points of view. It also includes numerous examples and real-world applications that demonstrate how to handle different types of time series data. The associated software package, SSMMATLAB, is written in MATLAB and also runs on the free OCTAVE platform. The book focuses on linear time series models using a state space approach, with the Kalman filter and smoother as the main tools for model estimation, prediction and signal extraction. A chapter on state space models describes these tools and provides examples of their use with general state space models. Other topics discussed in the book include ARIMA; and transfer function and structural models; as well as signal extraction using the canonical decomposition in the univariate case, and VAR, VARMA, cointegrated VARMA, VARX, VARMAX, and multivariate structural models in the multivariate case. It also addresses spectral analysis, the use of fixed filters in a model-based approach, and automatic model identification procedures for ARIMA and transfer function models in the presence of outliers, interventions, complex seasonal patterns and other effects like Easter, trading day, etc. This book is intended for both students and researchers in various fields dealing with time series. The software provides numerous automatic procedures to handle common practical situations, but at the same time, readers with programming skills can write their own programs to deal with specific problems. Although the theoretical introduction to each topic is kept to a minimum, readers can consult the companion book ‘Multivariate Time Series With Linear State Space Structure’, by the same author, if they require more details.
Linear Models and Time-Series Analysis by Marc S. Paolella Pdf
A comprehensive and timely edition on an emerging new trend in time series Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH sets a strong foundation, in terms of distribution theory, for the linear model (regression and ANOVA), univariate time series analysis (ARMAX and GARCH), and some multivariate models associated primarily with modeling financial asset returns (copula-based structures and the discrete mixed normal and Laplace). It builds on the author's previous book, Fundamental Statistical Inference: A Computational Approach, which introduced the major concepts of statistical inference. Attention is explicitly paid to application and numeric computation, with examples of Matlab code throughout. The code offers a framework for discussion and illustration of numerics, and shows the mapping from theory to computation. The topic of time series analysis is on firm footing, with numerous textbooks and research journals dedicated to it. With respect to the subject/technology, many chapters in Linear Models and Time-Series Analysis cover firmly entrenched topics (regression and ARMA). Several others are dedicated to very modern methods, as used in empirical finance, asset pricing, risk management, and portfolio optimization, in order to address the severe change in performance of many pension funds, and changes in how fund managers work. Covers traditional time series analysis with new guidelines Provides access to cutting edge topics that are at the forefront of financial econometrics and industry Includes latest developments and topics such as financial returns data, notably also in a multivariate context Written by a leading expert in time series analysis Extensively classroom tested Includes a tutorial on SAS Supplemented with a companion website containing numerous Matlab programs Solutions to most exercises are provided in the book Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH is suitable for advanced masters students in statistics and quantitative finance, as well as doctoral students in economics and finance. It is also useful for quantitative financial practitioners in large financial institutions and smaller finance outlets.
Author : Julius O. Smith Publisher : Julius Smith Page : 323 pages File Size : 44,5 Mb Release : 2008 Category : Fourier transformations ISBN : 9780974560748
Mathematics of the Discrete Fourier Transform (DFT) by Julius O. Smith Pdf
"The DFT can be understood as a numerical approximation to the Fourier transform. However, the DFT has its own exact Fourier theory, and that is the focus of this book. The DFT is normally encountered as the Fast Fourier Transform (FFT)--a high-speed algorithm for computing the DFT. The FFT is used extensively in a wide range of digital signal processing applications, including spectrum analysis, high-speed convolution (linear filtering), filter banks, signal detection and estimation, system identification, audio compression (such as MPEG-II AAC), spectral modeling sound synthesis, and many others. In this book, certain topics in digital audio signal processing are introduced as example applications of the DFT"--Back cover
Time Series Analysis and Inverse Theory for Geophysicists by David Gubbins Pdf
This unique textbook provides the foundation for understanding and applying techniques commonly used in geophysics to process and interpret modern digital data. The geophysicist's toolkit contains a range of techniques which may be divided into two main groups: processing, which concerns time series analysis and is used to separate the signal of interest from background noise; and inversion, which involves generating some map or physical model from the data. These two groups of techniques are normally taught separately, but are here presented together as parts I and II of the book. Part III describes some real applications and includes case studies in seismology, geomagnetism, and gravity. This textbook gives students and practitioners the theoretical background and practical experience, through case studies, computer examples and exercises, to understand and apply new processing methods to modern geophysical datasets. Solutions to the exercises are available on a website at http://publishing.cambridge.org/resources/0521819652
World Congress on Medical Physics and Biomedical Engineering 2018 by Lenka Lhotska,Lucie Sukupova,Igor Lacković,Geoffrey S. Ibbott Pdf
This book (vol. 1) presents the proceedings of the IUPESM World Congress on Biomedical Engineering and Medical Physics, a triennially organized joint meeting of medical physicists, biomedical engineers and adjoining health care professionals. Besides the purely scientific and technological topics, the 2018 Congress will also focus on other aspects of professional involvement in health care, such as education and training, accreditation and certification, health technology assessment and patient safety. The IUPESM meeting is an important forum for medical physicists and biomedical engineers in medicine and healthcare learn and share knowledge, and discuss the latest research outcomes and technological advancements as well as new ideas in both medical physics and biomedical engineering field.
Programming for Computations - MATLAB/Octave by Svein Linge,Hans Petter Langtangen Pdf
This book presents computer programming as a key method for solving mathematical problems. There are two versions of the book, one for MATLAB and one for Python. The book was inspired by the Springer book TCSE 6: A Primer on Scientific Programming with Python (by Langtangen), but the style is more accessible and concise, in keeping with the needs of engineering students. The book outlines the shortest possible path from no previous experience with programming to a set of skills that allows the students to write simple programs for solving common mathematical problems with numerical methods in engineering and science courses. The emphasis is on generic algorithms, clean design of programs, use of functions, and automatic tests for verification.
MATLAB for Brain and Cognitive Scientists by Mike X Cohen Pdf
An introduction to a popular programming language for neuroscience research, taking the reader from beginning to intermediate and advanced levels of MATLAB programming. MATLAB is one of the most popular programming languages for neuroscience and psychology research. Its balance of usability, visualization, and widespread use makes it one of the most powerful tools in a scientist's toolbox. In this book, Mike Cohen teaches brain scientists how to program in MATLAB, with a focus on applications most commonly used in neuroscience and psychology. Although most MATLAB tutorials will abandon users at the beginner's level, leaving them to sink or swim, MATLAB for Brain and Cognitive Scientists takes readers from beginning to intermediate and advanced levels of MATLAB programming, helping them gain real expertise in applications that they will use in their work. The book offers a mix of instructive text and rigorous explanations of MATLAB code along with programming tips and tricks. The goal is to teach the reader how to program data analyses in neuroscience and psychology. Readers will learn not only how to but also how not to program, with examples of bad code that they are invited to correct or improve. Chapters end with exercises that test and develop the skills taught in each chapter. Interviews with neuroscientists and cognitive scientists who have made significant contributions their field using MATLAB appear throughout the book. MATLAB for Brain and Cognitive Scientists is an essential resource for both students and instructors, in the classroom or for independent study.
Analyzing Neural Time Series Data by Mike X Cohen Pdf
A comprehensive guide to the conceptual, mathematical, and implementational aspects of analyzing electrical brain signals, including data from MEG, EEG, and LFP recordings. This book offers a comprehensive guide to the theory and practice of analyzing electrical brain signals. It explains the conceptual, mathematical, and implementational (via Matlab programming) aspects of time-, time-frequency- and synchronization-based analyses of magnetoencephalography (MEG), electroencephalography (EEG), and local field potential (LFP) recordings from humans and nonhuman animals. It is the only book on the topic that covers both the theoretical background and the implementation in language that can be understood by readers without extensive formal training in mathematics, including cognitive scientists, neuroscientists, and psychologists. Readers who go through the book chapter by chapter and implement the examples in Matlab will develop an understanding of why and how analyses are performed, how to interpret results, what the methodological issues are, and how to perform single-subject-level and group-level analyses. Researchers who are familiar with using automated programs to perform advanced analyses will learn what happens when they click the “analyze now” button. The book provides sample data and downloadable Matlab code. Each of the 38 chapters covers one analysis topic, and these topics progress from simple to advanced. Most chapters conclude with exercises that further develop the material covered in the chapter. Many of the methods presented (including convolution, the Fourier transform, and Euler's formula) are fundamental and form the groundwork for other advanced data analysis methods. Readers who master the methods in the book will be well prepared to learn other approaches.
Advanced Research in Applied Artificial Intelligence by He Jiang,Wei Ding,Moonis Ali,Xindong Wu Pdf
This volume constitutes the thoroughly refereed conference proceedings of the 25th International Conference on Industrial Engineering and Other Applications of Applied Intelligend Systems, IEA/AIE 2012, held in Dalian, China, in June 2012. The total of 82 papers selected for the proceedings were carefully reviewed and selected from numerous submissions. The papers are organized in topical sections on machine learning methods; cyber-physical system for intelligent transportation applications; AI applications; evolutionary algorithms, combinatorial optimization; modeling and support of cognitive and affective human processes; natural language processing and its applications; social network and its applications; mission-critical applications and case studies of intelligent systems; AI methods; sentiment analysis for asian languages; aspects on cognitive computing and intelligent interaction; spatio-temporal datamining, structured learning and their applications; decision making and knowledge based systems; pattern recognition; agent based systems; decision making techniques and innovative knowledge management; machine learning applications.
Simulation of ODE/PDE Models with MATLAB®, OCTAVE and SCILAB by Alain Vande Wouwer,Philippe Saucez,Carlos Vilas Pdf
Simulation of ODE/PDE Models with MATLAB®, OCTAVE and SCILAB shows the reader how to exploit a fuller array of numerical methods for the analysis of complex scientific and engineering systems than is conventionally employed. The book is dedicated to numerical simulation of distributed parameter systems described by mixed systems of algebraic equations, ordinary differential equations (ODEs) and partial differential equations (PDEs). Special attention is paid to the numerical method of lines (MOL), a popular approach to the solution of time-dependent PDEs, which proceeds in two basic steps: spatial discretization and time integration. Besides conventional finite-difference and element techniques, more advanced spatial-approximation methods are examined in some detail, including nonoscillatory schemes and adaptive-grid approaches. A MOL toolbox has been developed within MATLAB®/OCTAVE/SCILAB. In addition to a set of spatial approximations and time integrators, this toolbox includes a collection of application examples, in specific areas, which can serve as templates for developing new programs. Simulation of ODE/PDE Models with MATLAB®, OCTAVE and SCILAB provides a practical introduction to some advanced computational techniques for dynamic system simulation, supported by many worked examples in the text, and a collection of codes available for download from the book’s page at www.springer.com. This text is suitable for self-study by practicing scientists and engineers and as a final-year undergraduate course or at the graduate level.
Forecasting International Migration in Europe: A Bayesian View by Jakub Bijak Pdf
International migration is becoming an increasingly important element of contemporary demographic dynamics and yet, due to its high volatility, it remains the most unpredictable element of population change. In Europe, population forecasting is especially difficult because good-quality data on migration are lacking. There is a clear need for reliable methods of predicting migration since population forecasts are indispensable for rational decision making in many areas, including labour markets, social security or spatial planning and organisation. In addressing these issues, this book adopts a Bayesian statistical perspective, which allows for a formal incorporation of expert judgement, while describing uncertainty in a coherent and explicit manner. No prior knowledge of Bayesian statistics is assumed. The outcomes are discussed from the point of view of forecast users (decision makers), with the aim to show the relevance and usefulness of the presented methods in practical applications.
This document is designed to be a resource for those Linux users wishing to seek clarification on Linux/UNIX/POSIX related terms and jargon. At approximately 24000 definitions and two thousand pages it is one of the largest Linux related dictionaries currently available. Due to the rapid rate at which new terms are being created it has been decided that this will be an active project. We welcome input into the content of this document. At this moment in time half yearly updates are being envisaged. Please note that if you wish to find a 'Computer Dictionary' then see the 'Computer Dictionary Project' at http://computerdictionary.tsf.org.za/ Searchable databases exist at locations such as: http://www.swpearl.com/eng/scripts/dictionary/ (SWP) Sun Wah-PearL Linux Training and Development Centre is a centre of the Hong Kong Polytechnic University, established in 2000. Presently SWP is delivering professional grade Linux and related Open Source Software (OSS) technology training and consultant service in Hong Kong. SWP has an ambitious aim to promote the use of Linux and related Open Source Software (OSS) and Standards. The vendor independent positioning of SWP has been very well perceived by the market. Throughout the last couple of years, SWP becomes the Top Leading OSS training and service provider in Hong Kong. http://www.geona.com/dictionary?b= Geona, operated by Gold Vision Communications, is a new powerful search engine and internet directory, delivering quick and relevant results on almost any topic or subject you can imagine. The term "Geona" is an Italian and Hebrew name, meaning wisdom, exaltation, pride or majesty. We use our own database of spidered web sites and the Open Directory database, the same database which powers the core directory services for the Web's largest and most popular search engines and portals. Geona is spidering all domains listed in the non-adult part of the Open Directory and millions of additional sites of general interest to maintain a fulltext index of highly relevant web sites. http://www.linuxdig.com/documents/dictionary.php LINUXDIG.COM, "Yours News and Resource Site", LinuxDig.com was started in May 2001 as a hobby site with the original intention of getting the RFC's online and becoming an Open Source software link/download site. But since that time the site has evolved to become a RFC distribution site, linux news site and a locally written technology news site (with bad grammer :)) with focus on Linux while also containing articles about anything and everything we find interesting in the computer world. LinuxDig.Com contains about 20,000 documents and this number is growing everyday! http://linux.about.com/library/glossary/blglossary.htm Each month more than 20 million people visit About.com. Whether it be home repair and decorating ideas, recipes, movie trailers, or car buying tips, our Guides offer practical advice and solutions for every day life. Wherever you land on the new About.com, you'll find other content that is relevant to your interests. If you're looking for "How To" advice on planning to re-finish your deck, we'll also show you the tools you need to get the job done. If you've been to About before, we'll show you the latest updates, so you don't see the same thing twice. No matter where you are on About.com, or how you got here, you'll always find content that is relevant to your needs. Should you wish to possess your own localised searcheable version please make use of the available "dict", http://www.dict.org/ version at the Linux Documentation Project home page, http://www.tldp.org/ The author has decided to leave it up to readers to determine how to install and run it on their specific systems. An alternative form of the dictionary is available at: http://elibrary.fultus.com/covers/technical/linux/guides/Linux-Dictionary/cover.html Fultus Corporation helps writers and companies to publish, promote, market, and sell books and eBooks. Fultus combines traditional self-publishing practices with modern technology to produce paperback and hardcover print-on-demand (POD) books and electronic books (eBooks). Fultus publishes works (fiction, non-fiction, science fiction, mystery, ...) by both published and unpublished authors. We enable you to self-publish easily and cost-effectively, creating your book as a print-ready paperback or hardcover POD book or as an electronic book (eBook) in multiple eBook's formats. You retain all rights to your work. We provide distribution to bookstores worldwide. And all at a fraction of the cost of traditional publishing. We also offer corporate publishing solutions that enable businesses to produce and deliver manuals and documentation more efficiently and economically. Our use of electronic delivery and print-on-demand technologies reduces printed inventory and saves time. Please inform the author as to whether you would like to create a database or an alternative form of the dictionary so that he can include you in this list. Also note that the author considers breaches of copyright to be extremely serious. He will pursue all claims to the fullest extent of the law.
Noise and Vibration Analysis is a complete and practical guide that combines both signal processing and modal analysis theory with their practical application in noise and vibration analysis. It provides an invaluable, integrated guide for practicing engineers as well as a suitable introduction for students new to the topic of noise and vibration. Taking a practical learning approach, Brandt includes exercises that allow the content to be developed in an academic course framework or as supplementary material for private and further study. Addresses the theory and application of signal analysis procedures as they are applied in modern instruments and software for noise and vibration analysis Features numerous line diagrams and illustrations Accompanied by a web site at www.wiley.com/go/brandt with numerous MATLAB tools and examples. Noise and Vibration Analysis provides an excellent resource for researchers and engineers from automotive, aerospace, mechanical, or electronics industries who work with experimental or analytical vibration analysis and/or acoustics. It will also appeal to graduate students enrolled in vibration analysis, experimental structural dynamics, or applied signal analysis courses.
Data Science and Big Data Analytics by EMC Education Services Pdf
Data Science and Big Data Analytics is about harnessing the power of data for new insights. The book covers the breadth of activities and methods and tools that Data Scientists use. The content focuses on concepts, principles and practical applications that are applicable to any industry and technology environment, and the learning is supported and explained with examples that you can replicate using open-source software. This book will help you: Become a contributor on a data science team Deploy a structured lifecycle approach to data analytics problems Apply appropriate analytic techniques and tools to analyzing big data Learn how to tell a compelling story with data to drive business action Prepare for EMC Proven Professional Data Science Certification Get started discovering, analyzing, visualizing, and presenting data in a meaningful way today!
