New Directions In Time Series Analysis

Author : David Brillinger,Peter Caines,John Geweke,Emanuel Parzen,Murray Rosenblatt,Murad S. Taqqu
Publisher : Springer Science & Business Media
Page : 391 pages
File Size : 45,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461392965

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New Directions in Time Series Analysis by David Brillinger,Peter Caines,John Geweke,Emanuel Parzen,Murray Rosenblatt,Murad S. Taqqu Pdf

This IMA Volume in Mathematics and its Applications NEW DIRECTIONS IN TIME SERIES ANALYSIS, PART II is based on the proceedings of the IMA summer program "New Directions in Time Series Analysis. " We are grateful to David Brillinger, Peter Caines, John Geweke, Emanuel Parzen, Murray Rosenblatt, and Murad Taqqu for organizing the program and we hope that the remarkable excitement and enthusiasm of the participants in this interdisciplinary effort are communicated to the reader. A vner Friedman Willard Miller, Jr. PREFACE Time Series Analysis is truly an interdisciplinary field because development of its theory and methods requires interaction between the diverse disciplines in which it is applied. To harness its great potential, strong interaction must be encouraged among the diverse community of statisticians and other scientists whose research involves the analysis of time series data. This was the goal of the IMA Workshop on "New Directions in Time Series Analysis. " The workshop was held July 2-July 27, 1990 and was organized by a committee consisting of Emanuel Parzen (chair), David Brillinger, Murray Rosenblatt, Murad S. Taqqu, John Geweke, and Peter Caines. Constant guidance and encouragement was provided by Avner Friedman, Director of the IMA, and his very helpful and efficient staff. The workshops were organized by weeks. It may be of interest to record the themes that were announced in the IMA newsletter describing the workshop: l.

Author : David Brillinger,David R. Brillinger
Publisher : Unknown
Page : 382 pages
File Size : 40,8 Mb
Release : 1992
Category : Time-series analysis
ISBN : 354097914X

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New Directions in Time Series Analysis by David Brillinger,David R. Brillinger Pdf

Author : Anonim
Publisher : Unknown
Page : 128 pages
File Size : 48,7 Mb
Release : 1992
Category : Time-series analysis
ISBN : OCLC:516790089

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New Directions in Time Series Analysis by Anonim Pdf

Author : Chris Chatfield,Haipeng Xing
Publisher : CRC Press
Page : 398 pages
File Size : 49,5 Mb
Release : 2019-04-25
Category : Mathematics
ISBN : 9781498795647

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The Analysis of Time Series by Chris Chatfield,Haipeng Xing Pdf

This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis. The book covers a wide range of topics, including ARIMA models, forecasting methods, spectral analysis, linear systems, state-space models, the Kalman filters, nonlinear models, volatility models, and multivariate models. It also presents many examples and implementations of time series models and methods to reflect advances in the field. Highlights of the seventh edition: A new chapter on univariate volatility models A revised chapter on linear time series models A new section on multivariate volatility models A new section on regime switching models Many new worked examples, with R code integrated into the text The book can be used as a textbook for an undergraduate or a graduate level time series course in statistics. The book does not assume many prerequisites in probability and statistics, so it is also intended for students and data analysts in engineering, economics, and finance.

Author : Luc T. Wille
Publisher : Springer Science & Business Media
Page : 369 pages
File Size : 53,9 Mb
Release : 2013-03-09
Category : Science
ISBN : 9783662089682

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New Directions in Statistical Physics by Luc T. Wille Pdf

This book provides a unique insight into the latest breakthroughs in a consistent manner, at a level accessible to undergraduates, yet with enough attention to the theory and computation to satisfy the professional researcher Statistical physics addresses the study and understanding of systems with many degrees of freedom. As such it has a rich and varied history, with applications to thermodynamics, magnetic phase transitions, and order/disorder transformations, to name just a few. However, the tools of statistical physics can be profitably used to investigate any system with a large number of components. Thus, recent years have seen these methods applied in many unexpected directions, three of which are the main focus of this volume. These applications have been remarkably successful and have enriched the financial, biological, and engineering literature. Although reported in the physics literature, the results tend to be scattered and the underlying unity of the field overlooked.

Author : Lotfi A. Zadeh,Ali M. Abbasov,Ronald R. Yager,Shahnaz N. Shahbazova,Marek Z. Reformat
Publisher : Springer
Page : 466 pages
File Size : 45,5 Mb
Release : 2014-06-17
Category : Technology & Engineering
ISBN : 9783319063232

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Recent Developments and New Directions in Soft Computing by Lotfi A. Zadeh,Ali M. Abbasov,Ronald R. Yager,Shahnaz N. Shahbazova,Marek Z. Reformat Pdf

The book reports on the latest advances and challenges of soft computing. It gathers original scientific contributions written by top scientists in the field and covering theories, methods and applications in a number of research areas related to soft-computing, such as decision-making, probabilistic reasoning, image processing, control, neural networks and data analysis.

Author : Wayne A. Woodward,Henry L. Gray,Alan C. Elliott
Publisher : CRC Press
Page : 635 pages
File Size : 42,5 Mb
Release : 2017-02-17
Category : Mathematics
ISBN : 9781498734271

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Applied Time Series Analysis with R by Wayne A. Woodward,Henry L. Gray,Alan C. Elliott Pdf

Virtually any random process developing chronologically can be viewed as a time series. In economics closing prices of stocks, the cost of money, the jobless rate, and retail sales are just a few examples of many. Developed from course notes and extensively classroom-tested, Applied Time Series Analysis with R, Second Edition includes examples across a variety of fields, develops theory, and provides an R-based software package to aid in addressing time series problems in a broad spectrum of fields. The material is organized in an optimal format for graduate students in statistics as well as in the natural and social sciences to learn to use and understand the tools of applied time series analysis. Features Gives readers the ability to actually solve significant real-world problems Addresses many types of nonstationary time series and cutting-edge methodologies Promotes understanding of the data and associated models rather than viewing it as the output of a "black box" Provides the R package tswge available on CRAN which contains functions and over 100 real and simulated data sets to accompany the book. Extensive help regarding the use of tswge functions is provided in appendices and on an associated website. Over 150 exercises and extensive support for instructors The second edition includes additional real-data examples, uses R-based code that helps students easily analyze data, generate realizations from models, and explore the associated characteristics. It also adds discussion of new advances in the analysis of long memory data and data with time-varying frequencies (TVF).

Author : Ruey S. Tsay,Rong Chen
Publisher : John Wiley & Sons
Page : 512 pages
File Size : 41,6 Mb
Release : 2018-09-14
Category : Mathematics
ISBN : 9781119264071

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Nonlinear Time Series Analysis by Ruey S. Tsay,Rong Chen Pdf

A comprehensive resource that draws a balance between theory and applications of nonlinear time series analysis Nonlinear Time Series Analysis offers an important guide to both parametric and nonparametric methods, nonlinear state-space models, and Bayesian as well as classical approaches to nonlinear time series analysis. The authors—noted experts in the field—explore the advantages and limitations of the nonlinear models and methods and review the improvements upon linear time series models. The need for this book is based on the recent developments in nonlinear time series analysis, statistical learning, dynamic systems and advanced computational methods. Parametric and nonparametric methods and nonlinear and non-Gaussian state space models provide a much wider range of tools for time series analysis. In addition, advances in computing and data collection have made available large data sets and high-frequency data. These new data make it not only feasible, but also necessary to take into consideration the nonlinearity embedded in most real-world time series. This vital guide: • Offers research developed by leading scholars of time series analysis • Presents R commands making it possible to reproduce all the analyses included in the text • Contains real-world examples throughout the book • Recommends exercises to test understanding of material presented • Includes an instructor solutions manual and companion website Written for students, researchers, and practitioners who are interested in exploring nonlinearity in time series, Nonlinear Time Series Analysis offers a comprehensive text that explores the advantages and limitations of the nonlinear models and methods and demonstrates the improvements upon linear time series models.

Author : Charlie Karlsson,Ake E. Andersson,Paul C. Cheshire,Roger R. Stough
Publisher : Springer Science & Business Media
Page : 414 pages
File Size : 49,5 Mb
Release : 2009-07-28
Category : Business & Economics
ISBN : 9783642010170

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New Directions in Regional Economic Development by Charlie Karlsson,Ake E. Andersson,Paul C. Cheshire,Roger R. Stough Pdf

This book examines emerging hypotheses, new methods and theoretic developments in regional economic development. It offers a diverse set of case studies, ranging from a focus on Europe, Central and East Asia and North America.

Author : Richard McCleary,David McDowall,Bradley J. Bartos
Publisher : Oxford University Press
Page : 393 pages
File Size : 51,5 Mb
Release : 2017
Category : Medical
ISBN : 9780190661564

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Design and Analysis of Time Series Experiments by Richard McCleary,David McDowall,Bradley J. Bartos Pdf

Design and Analysis of Time Series Experiments presents the elements of statistical time series analysis while also addressing recent developments in research design and causal modeling. A distinguishing feature of the book is its integration of design and analysis of time series experiments. Drawing examples from criminology, economics, education, pharmacology, public policy, program evaluation, public health, and psychology, Design and Analysis of Time Series Experiments is addressed to researchers and graduate students in a wide range of behavioral, biomedical and social sciences. Readers learn not only how-to skills but, also the underlying rationales for the design features and the analytical methods. ARIMA algebra, Box-Jenkins-Tiao models and model-building strategies, forecasting, and Box-Tiao impact models are developed in separate chapters. The presentation of the models and model-building assumes only exposure to an introductory statistics course, with more difficult mathematical material relegated to appendices. Separate chapters cover threats to statistical conclusion validity, internal validity, construct validity, and external validity with an emphasis on how these threats arise in time series experiments. Design structures for controlling the threats are presented and illustrated through examples. The chapters on statistical conclusion validity and internal validity introduce Bayesian methods, counterfactual causality and synthetic control group designs. Building on the earlier of the authors, Design and Analysis of Time Series Experiments includes more recent developments in modeling, and considers design issues in greater detail than any existing work. Additionally, the book appeals to those who want to conduct or interpret time series experiments, as well as to those interested in research designs for causal inference.--

Author : Patricia Melin
Publisher : Springer Nature
Page : 204 pages
File Size : 55,9 Mb
Release : 2024-06-10
Category : Electronic
ISBN : 9783031537134

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New Directions on Hybrid Intelligent Systems Based on Neural Networks, Fuzzy Logic, and Optimization Algorithms by Patricia Melin Pdf

Author : Xiaohong Chen,Norman R. Swanson
Publisher : Springer Science & Business Media
Page : 582 pages
File Size : 50,7 Mb
Release : 2012-08-01
Category : Business & Economics
ISBN : 9781461416531

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Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis by Xiaohong Chen,Norman R. Swanson Pdf

This book is a collection of articles that present the most recent cutting edge results on specification and estimation of economic models written by a number of the world’s foremost leaders in the fields of theoretical and methodological econometrics. Recent advances in asymptotic approximation theory, including the use of higher order asymptotics for things like estimator bias correction, and the use of various expansion and other theoretical tools for the development of bootstrap techniques designed for implementation when carrying out inference are at the forefront of theoretical development in the field of econometrics. One important feature of these advances in the theory of econometrics is that they are being seamlessly and almost immediately incorporated into the “empirical toolbox” that applied practitioners use when actually constructing models using data, for the purposes of both prediction and policy analysis and the more theoretically targeted chapters in the book will discuss these developments. Turning now to empirical methodology, chapters on prediction methodology will focus on macroeconomic and financial applications, such as the construction of diffusion index models for forecasting with very large numbers of variables, and the construction of data samples that result in optimal predictive accuracy tests when comparing alternative prediction models. Chapters carefully outline how applied practitioners can correctly implement the latest theoretical refinements in model specification in order to “build” the best models using large-scale and traditional datasets, making the book of interest to a broad readership of economists from theoretical econometricians to applied economic practitioners.

Author : Jan G. De Gooijer
Publisher : Springer
Page : 618 pages
File Size : 49,7 Mb
Release : 2017-03-30
Category : Mathematics
ISBN : 9783319432526

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Elements of Nonlinear Time Series Analysis and Forecasting by Jan G. De Gooijer Pdf

This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a “theorem-proof” format, it shows concrete applications on a variety of empirical time series. The book can be used in graduate courses in nonlinear time series and at the same time also includes interesting material for more advanced readers. Though it is largely self-contained, readers require an understanding of basic linear time series concepts, Markov chains and Monte Carlo simulation methods. The book covers time-domain and frequency-domain methods for the analysis of both univariate and multivariate (vector) time series. It makes a clear distinction between parametric models on the one hand, and semi- and nonparametric models/methods on the other. This offers the reader the option of concentrating exclusively on one of these nonlinear time series analysis methods. To make the book as user friendly as possible, major supporting concepts and specialized tables are appended at the end of every chapter. In addition, each chapter concludes with a set of key terms and concepts, as well as a summary of the main findings. Lastly, the book offers numerous theoretical and empirical exercises, with answers provided by the author in an extensive solutions manual.

Author : Serge Fdida,Raif O. Onvural
Publisher : Springer
Page : 417 pages
File Size : 40,5 Mb
Release : 2013-06-29
Category : Technology & Engineering
ISBN : 9780387349428

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Data Communications and their Performance by Serge Fdida,Raif O. Onvural Pdf

This is the sixth conference in the series which started in 1981 in Paris, followed by conferences held in Zurich (1984), Rio de Janeirio (1987), Barcelona (1991), and Raleigh (1993). The main objective of this IFIP conference series is to provide a platform for the exchange of recent and original contributions in communications systems in the areas of performance analysis, architectures, and applications. There are many exiciting trends and developments in the communications industry, several of which are related to advances in Asynchronous Transfer Mode·(ATM), multimedia services, and high speed protocols. It is commonly believed in the communications industry that ATM represents the next generation of networking. Yet, there are a number of issues that has been worked on in various standards bodies, government and industry research and development labs, and universities towards enabling high speed networks in general and ATM networks in particular. Reflecting these trends, the technical program of the Sixth IFIP W.G. 6.3 Conference on Performance of Computer Networks consists of papers addressing a wide range of technical challenges and proposing various state of the art solutions to a subset of them. The program includes 25 papers selected by the program committee out of 57 papers submitted.

Author : Tihomir Ancev,M.A. Samad Azad,Francesc Hernández-Sancho
Publisher : Edward Elgar Publishing
Page : 296 pages
File Size : 48,6 Mb
Release : 2017-06-30
Category : Electronic
ISBN : 9781786432421

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New Directions in Productivity Measurement and Efficiency Analysis by Tihomir Ancev,M.A. Samad Azad,Francesc Hernández-Sancho Pdf

This book explores novel research perspectives on the intersection of environmental/natural resource economics and productivity analysis, emphasizing the link between productivity and efficiency measurement and environmental impacts. The purpose of the book is to present new approaches and methods for measuring environmentally adjusted productivity and efficiency, and for incorporating natural resources in standard national accounting practices. These methods are applicable in many contexts, including air and water pollution, climate change, green accounting, and environmental regulation