Recent Advances In Estimating Nonlinear Models

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Recent Advances in Estimating Nonlinear Models

Jun Ma,Mark Wohar
Recent Advances in Estimating Nonlinear Models Book PDF

Author : Jun Ma,Mark Wohar
Publisher : Springer Science & Business Media
Page : 299 pages
File Size : 48,6 Mb
Release : 2013-09-24
Category : Business & Economics
ISBN : 9781461480600

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Recent Advances in Estimating Nonlinear Models by Jun Ma,Mark Wohar Pdf

Nonlinear models have been used extensively in the areas of economics and finance. Recent literature on the topic has shown that a large number of series exhibit nonlinear dynamics as opposed to the alternative--linear dynamics. Incorporating these concepts involves deriving and estimating nonlinear time series models, and these have typically taken the form of Threshold Autoregression (TAR) models, Exponential Smooth Transition (ESTAR) models, and Markov Switching (MS) models, among several others. This edited volume provides a timely overview of nonlinear estimation techniques, offering new methods and insights into nonlinear time series analysis. It features cutting-edge research from leading academics in economics, finance, and business management, and will focus on such topics as Zero-Information-Limit-Conditions, using Markov Switching Models to analyze economics series, and how best to distinguish between competing nonlinear models. Principles and techniques in this book will appeal to econometricians, finance professors teaching quantitative finance, researchers, and graduate students interested in learning how to apply advances in nonlinear time series modeling to solve complex problems in economics and finance.

Adaptive Learning Methods for Nonlinear System Modeling

Danilo Comminiello,Jose C. Principe
Adaptive Learning Methods for Nonlinear System Modeling Book PDF

Author : Danilo Comminiello,Jose C. Principe
Publisher : Butterworth-Heinemann
Page : 390 pages
File Size : 53,6 Mb
Release : 2018-06-11
Category : Technology & Engineering
ISBN : 9780128129777

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Adaptive Learning Methods for Nonlinear System Modeling by Danilo Comminiello,Jose C. Principe Pdf

Adaptive Learning Methods for Nonlinear System Modeling presents some of the recent advances on adaptive algorithms and machine learning methods designed for nonlinear system modeling and identification. Real-life problems always entail a certain degree of nonlinearity, which makes linear models a non-optimal choice. This book mainly focuses on those methodologies for nonlinear modeling that involve any adaptive learning approaches to process data coming from an unknown nonlinear system. By learning from available data, such methods aim at estimating the nonlinearity introduced by the unknown system. In particular, the methods presented in this book are based on online learning approaches, which process the data example-by-example and allow to model even complex nonlinearities, e.g., showing time-varying and dynamic behaviors. Possible fields of applications of such algorithms includes distributed sensor networks, wireless communications, channel identification, predictive maintenance, wind prediction, network security, vehicular networks, active noise control, information forensics and security, tracking control in mobile robots, power systems, and nonlinear modeling in big data, among many others. This book serves as a crucial resource for researchers, PhD and post-graduate students working in the areas of machine learning, signal processing, adaptive filtering, nonlinear control, system identification, cooperative systems, computational intelligence. This book may be also of interest to the industry market and practitioners working with a wide variety of nonlinear systems. Presents the key trends and future perspectives in the field of nonlinear signal processing and adaptive learning. Introduces novel solutions and improvements over the state-of-the-art methods in the very exciting area of online and adaptive nonlinear identification. Helps readers understand important methods that are effective in nonlinear system modelling, suggesting the right methodology to address particular issues.

Nonlinear Models for Repeated Measurement Data

Marie Davidian
Nonlinear Models for Repeated Measurement Data Book PDF

Author : Marie Davidian
Publisher : Routledge
Page : 212 pages
File Size : 51,9 Mb
Release : 2017-11-01
Category : Mathematics
ISBN : 9781351428149

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Nonlinear Models for Repeated Measurement Data by Marie Davidian Pdf

Nonlinear measurement data arise in a wide variety of biological and biomedical applications, such as longitudinal clinical trials, studies of drug kinetics and growth, and the analysis of assay and laboratory data. Nonlinear Models for Repeated Measurement Data provides the first unified development of methods and models for data of this type, with a detailed treatment of inference for the nonlinear mixed effects and its extensions. A particular strength of the book is the inclusion of several detailed case studies from the areas of population pharmacokinetics and pharmacodynamics, immunoassay and bioassay development and the analysis of growth curves.

Nonlinear Modeling

Johan A.K. Suykens,Joos P.L. Vandewalle
Nonlinear Modeling Book PDF

Author : Johan A.K. Suykens,Joos P.L. Vandewalle
Publisher : Springer Science & Business Media
Page : 265 pages
File Size : 47,5 Mb
Release : 2012-12-06
Category : Technology & Engineering
ISBN : 9781461557036

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Nonlinear Modeling by Johan A.K. Suykens,Joos P.L. Vandewalle Pdf

Nonlinear Modeling: Advanced Black-Box Techniques discusses methods on Neural nets and related model structures for nonlinear system identification; Enhanced multi-stream Kalman filter training for recurrent networks; The support vector method of function estimation; Parametric density estimation for the classification of acoustic feature vectors in speech recognition; Wavelet-based modeling of nonlinear systems; Nonlinear identification based on fuzzy models; Statistical learning in control and matrix theory; Nonlinear time-series analysis. It also contains the results of the K.U. Leuven time series prediction competition, held within the framework of an international workshop at the K.U. Leuven, Belgium in July 1998.

Dynamic Nonlinear Econometric Models

Benedikt M. Pötscher,Ingmar R. Prucha
Dynamic Nonlinear Econometric Models Book PDF

Author : Benedikt M. Pötscher,Ingmar R. Prucha
Publisher : Springer Science & Business Media
Page : 307 pages
File Size : 52,6 Mb
Release : 2013-03-09
Category : Business & Economics
ISBN : 9783662034866

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Dynamic Nonlinear Econometric Models by Benedikt M. Pötscher,Ingmar R. Prucha Pdf

Many relationships in economics, and also in other fields, are both dynamic and nonlinear. A major advance in econometrics over the last fifteen years has been the development of a theory of estimation and inference for dy namic nonlinear models. This advance was accompanied by improvements in computer technology that facilitate the practical implementation of such estimation methods. In two articles in Econometric Reviews, i.e., Pötscher and Prucha {1991a,b), we provided -an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models and a review of the literature up to the beginning of this decade. Among others, the class of M-estimators contains least mean distance estimators (includ ing maximum likelihood estimators) and generalized method of moment estimators. The present book expands and revises the discussion in those articles. It is geared towards the professional econometrician or statistician. Besides reviewing the literature we also presented in the above men tioned articles a number of then new results. One example is a consis tency result for the case where the identifiable uniqueness condition fails.

Non-Linear Time Series

Kamil Feridun Turkman,Manuel González Scotto,Patrícia de Zea Bermudez
Non Linear Time Series Book PDF

Author : Kamil Feridun Turkman,Manuel González Scotto,Patrícia de Zea Bermudez
Publisher : Springer
Page : 245 pages
File Size : 47,5 Mb
Release : 2014-09-29
Category : Mathematics
ISBN : 9783319070285

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Non-Linear Time Series by Kamil Feridun Turkman,Manuel González Scotto,Patrícia de Zea Bermudez Pdf

This book offers a useful combination of probabilistic and statistical tools for analyzing nonlinear time series. Key features of the book include a study of the extremal behavior of nonlinear time series and a comprehensive list of nonlinear models that address different aspects of nonlinearity. Several inferential methods, including quasi likelihood methods, sequential Markov Chain Monte Carlo Methods and particle filters, are also included so as to provide an overall view of the available tools for parameter estimation for nonlinear models. A chapter on integer time series models based on several thinning operations, which brings together all recent advances made in this area, is also included. Readers should have attended a prior course on linear time series, and a good grasp of simulation-based inferential methods is recommended. This book offers a valuable resource for second-year graduate students and researchers in statistics and other scientific areas who need a basic understanding of nonlinear time series.

Recent Advances In Statistical Methods, Proceedings Of Statistics 2001 Canada: The 4th Conference In Applied Statistics

Yogendra P Chaubey
Recent Advances In Statistical Methods Proceedings Of Statistics 2001 Canada The 4th Conference In Applied Statistics Book PDF

Author : Yogendra P Chaubey
Publisher : World Scientific
Page : 376 pages
File Size : 47,5 Mb
Release : 2002-11-21
Category : Mathematics
ISBN : 9781783261147

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Recent Advances In Statistical Methods, Proceedings Of Statistics 2001 Canada: The 4th Conference In Applied Statistics by Yogendra P Chaubey Pdf

This volume consists of research papers dealing with computational and methodological issues of statistical methods on the cutting edge of modern science. It touches on many applied fields such as Bayesian Methods, Biostatistics, Econometrics, Finite Population Sampling, Genomics, Linear and Nonlinear Models, Networks and Queues, Survival Analysis, Time Series, and many more.

Advanced Methodologies and Technologies in Business Operations and Management

Khosrow-Pour, D.B.A., Mehdi
Advanced Methodologies and Technologies in Business Operations and Management Book PDF

Author : Khosrow-Pour, D.B.A., Mehdi
Publisher : IGI Global
Page : 1482 pages
File Size : 55,6 Mb
Release : 2018-09-14
Category : Business & Economics
ISBN : 9781522573630

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Advanced Methodologies and Technologies in Business Operations and Management by Khosrow-Pour, D.B.A., Mehdi Pdf

Businesses consistently work on new projects, products, and workflows to remain competitive and successful in the modern business environment. To remain zealous, businesses must employ the most effective methods and tools in human resources, project management, and overall business plan execution as competitors work to succeed as well. Advanced Methodologies and Technologies in Business Operations and Management provides emerging research on business tools such as employee engagement, payout policies, and financial investing to promote operational success. While highlighting the challenges facing modern organizations, readers will learn how corporate social responsibility and utilizing artificial intelligence improve a company’s culture and management. This book is an ideal resource for executives and managers, researchers, accountants, and financial investors seeking current research on business operations and management.

Recent Advances in Total Least Squares Techniques and Errors-in-variables Modeling

Sabine van Huffel
Recent Advances in Total Least Squares Techniques and Errors in variables Modeling Book PDF

Author : Sabine van Huffel
Publisher : SIAM
Page : 404 pages
File Size : 46,7 Mb
Release : 1997-01-01
Category : Mathematics
ISBN : 0898713935

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Recent Advances in Total Least Squares Techniques and Errors-in-variables Modeling by Sabine van Huffel Pdf

An overview of the computational issues; statistical, numerical, and algebraic properties, and new generalizations and applications of advances on TLS and EIV models. Experts from several disciplines prepared overview papers which were presented at the conference and are included in this book.

Elements of Nonlinear Time Series Analysis and Forecasting

Jan G. De Gooijer
Elements of Nonlinear Time Series Analysis and Forecasting Book PDF

Author : Jan G. De Gooijer
Publisher : Springer
Page : 618 pages
File Size : 44,7 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.

Panel Data Econometrics

Mike Tsionas
Panel Data Econometrics Book PDF

Author : Mike Tsionas
Publisher : Academic Press
Page : 432 pages
File Size : 54,6 Mb
Release : 2019-06-19
Category : Business & Economics
ISBN : 9780128144312

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Panel Data Econometrics by Mike Tsionas Pdf

Panel Data Econometrics: Theory introduces econometric modelling. Written by experts from diverse disciplines, the volume uses longitudinal datasets to illuminate applications for a variety of fields, such as banking, financial markets, tourism and transportation, auctions, and experimental economics. Contributors emphasize techniques and applications, and they accompany their explanations with case studies, empirical exercises and supplementary code in R. They also address panel data analysis in the context of productivity and efficiency analysis, where some of the most interesting applications and advancements have recently been made. Provides a vast array of empirical applications useful to practitioners from different application environments Accompanied by extensive case studies and empirical exercises Includes empirical chapters accompanied by supplementary code in R, helping researchers replicate findings Represents an accessible resource for diverse industries, including health, transportation, tourism, economic growth, and banking, where researchers are not always econometrics experts

Handbook of Economic Forecasting

Graham Elliott,Allan Timmermann
Handbook of Economic Forecasting Book PDF

Author : Graham Elliott,Allan Timmermann
Publisher : Newnes
Page : 720 pages
File Size : 52,8 Mb
Release : 2013-08-23
Category : Business & Economics
ISBN : 9780444536846

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Handbook of Economic Forecasting by Graham Elliott,Allan Timmermann Pdf

The highly prized ability to make financial plans with some certainty about the future comes from the core fields of economics. In recent years the availability of more data, analytical tools of greater precision, and ex post studies of business decisions have increased demand for information about economic forecasting. Volumes 2A and 2B, which follows Nobel laureate Clive Granger's Volume 1 (2006), concentrate on two major subjects. Volume 2A covers innovations in methodologies, specifically macroforecasting and forecasting financial variables. Volume 2B investigates commercial applications, with sections on forecasters' objectives and methodologies. Experts provide surveys of a large range of literature scattered across applied and theoretical statistics journals as well as econometrics and empirical economics journals. The Handbook of Economic Forecasting Volumes 2A and 2B provide a unique compilation of chapters giving a coherent overview of forecasting theory and applications in one place and with up-to-date accounts of all major conceptual issues. Focuses on innovation in economic forecasting via industry applications Presents coherent summaries of subjects in economic forecasting that stretch from methodologies to applications Makes details about economic forecasting accessible to scholars in fields outside economics

Introduction to Agent-Based Economics

Mauro Gallegati,Antonio Palestrini,Alberto Russo
Introduction to Agent Based Economics Book PDF

Author : Mauro Gallegati,Antonio Palestrini,Alberto Russo
Publisher : Academic Press
Page : 274 pages
File Size : 51,5 Mb
Release : 2017-08-03
Category : Business & Economics
ISBN : 9780128039038

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Introduction to Agent-Based Economics by Mauro Gallegati,Antonio Palestrini,Alberto Russo Pdf

Introduction to Agent-Based Economics describes the principal elements of agent-based computational economics (ACE). It illustrates ACE’s theoretical foundations, which are rooted in the application of the concept of complexity to the social sciences, and it depicts its growth and development from a non-linear out-of-equilibrium approach to a state-of-the-art agent-based macroeconomics. The book helps readers gain a better understanding of the limits and perspectives of the ACE models and their capacity to reproduce economic phenomena and empirical patterns. Reviews the literature of agent-based computational economics Analyzes approaches to agents’ expectations Covers one of the few large macroeconomic agent-based models, the Modellaccio Illustrates both analytical and computational methodologies for producing tractable solutions of macro ACE models Describes diffusion and amplification mechanisms Depicts macroeconomic experiments related to ACE implementations

Linear and Nonlinear Models for the Analysis of Repeated Measurements

Edward Vonesh,Vernon M. Chinchilli
Linear and Nonlinear Models for the Analysis of Repeated Measurements Book PDF

Author : Edward Vonesh,Vernon M. Chinchilli
Publisher : CRC Press
Page : 581 pages
File Size : 52,9 Mb
Release : 1996-11-01
Category : Mathematics
ISBN : 9781482293272

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Linear and Nonlinear Models for the Analysis of Repeated Measurements by Edward Vonesh,Vernon M. Chinchilli Pdf

Integrates the latest theory, methodology and applications related to the design and analysis of repeated measurement. The text covers a broad range of topics, including the analysis of repeated measures design, general crossover designs, and linear and nonlinear regression models. It also contains a 3.5 IBM compatible disk, with software to implem

Recent Advances in Applied Probability

Ricardo Baeza-Yates,Joseph Glaz,Henryk Gzyl,Jürg Hüsler,José Luis Palacios
Recent Advances in Applied Probability Book PDF

Author : Ricardo Baeza-Yates,Joseph Glaz,Henryk Gzyl,Jürg Hüsler,José Luis Palacios
Publisher : Springer Science & Business Media
Page : 497 pages
File Size : 51,6 Mb
Release : 2006-02-28
Category : Mathematics
ISBN : 9780387233949

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Recent Advances in Applied Probability by Ricardo Baeza-Yates,Joseph Glaz,Henryk Gzyl,Jürg Hüsler,José Luis Palacios Pdf

Applied probability is a broad research area that is of interest to scientists in diverse disciplines in science and technology, including: anthropology, biology, communication theory, economics, epidemiology, finance, geography, linguistics, medicine, meteorology, operations research, psychology, quality control, sociology, and statistics. Recent Advances in Applied Probability is a collection of survey articles that bring together the work of leading researchers in applied probability to present current research advances in this important area. This volume will be of interest to graduate students and researchers whose research is closely connected to probability modelling and their applications. It is suitable for one semester graduate level research seminar in applied probability.