The Analysis Of Directional Time Series Applications To Wind Speed And Direction

The Analysis Of Directional Time Series Applications To Wind Speed And Direction Book in PDF, ePub and Kindle version is available to download in english. Read online anytime anywhere directly from your device. Click on the download button below to get a free pdf file of The Analysis Of Directional Time Series Applications To Wind Speed And Direction book. This book definitely worth reading, it is an incredibly well-written.

The Analysis of Directional Time Series: Applications to Wind Speed and Direction

Jens Breckling
The Analysis of Directional Time Series Applications to Wind Speed and Direction Book PDF

Author : Jens Breckling
Publisher : Springer Science & Business Media
Page : 236 pages
File Size : 53,5 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461236887

Get Book

The Analysis of Directional Time Series: Applications to Wind Speed and Direction by Jens Breckling Pdf

Given a series of wind speeds and directions from the port of Fremantle the aim of this monograph is to detect general weather patterns and seasonal characteristics. To separate the daily land and sea breeze cycle and other short-term disturbances from the general wind, the series is divided into a daily and a longer term, synoptic component. The latter is related to the atmospheric pressure field, while the former is studied in order i) to isolate particular short-term events such as calms, storms and oscillating winds, and ii) to determine the land and sea breeze cycle which dominates the weather pattern for most of the year. All these patterns are described in detail and are related to the synoptic component of the data. Two time series models for directional data and a new measure of angular association are introduced to provide the basis for certain parts of the analysis.

Directional Statistics for Innovative Applications

Ashis SenGupta,Barry C. Arnold
Directional Statistics for Innovative Applications Book PDF

Author : Ashis SenGupta,Barry C. Arnold
Publisher : Springer Nature
Page : 487 pages
File Size : 44,9 Mb
Release : 2022-06-15
Category : Mathematics
ISBN : 9789811910449

Get Book

Directional Statistics for Innovative Applications by Ashis SenGupta,Barry C. Arnold Pdf

In commemoration of the bicentennial of the birth of the “lady who gave the rose diagram to us”, this special contributed book pays a statistical tribute to Florence Nightingale. This book presents recent phenomenal developments, both in rigorous theory as well as in emerging methods, for applications in directional statistics, in 25 chapters with contributions from 65 renowned researchers from 25 countries. With the advent of modern techniques in statistical paradigms and statistical machine learning, directional statistics has become an indispensable tool. Ranging from data on circles to that on the spheres, tori and cylinders, this book includes solutions to problems on exploratory data analysis, probability distributions on manifolds, maximum entropy, directional regression analysis, spatio-directional time series, optimal inference, simulation, statistical machine learning with big data, and more, with their innovative applications to emerging real-life problems in astro-statistics, bioinformatics, crystallography, optimal transport, statistical process control, and so on.

Applications of Computer Aided Time Series Modeling

Masanao Aoki,Arthur M. Havenner
Applications of Computer Aided Time Series Modeling Book PDF

Author : Masanao Aoki,Arthur M. Havenner
Publisher : Springer Science & Business Media
Page : 335 pages
File Size : 49,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461222521

Get Book

Applications of Computer Aided Time Series Modeling by Masanao Aoki,Arthur M. Havenner Pdf

This book consists of three parts: Part One is composed of two introductory chapters. The first chapter provides an instrumental varible interpretation of the state space time series algorithm originally proposed by Aoki (1983), and gives an introductory account for incorporating exogenous signals in state space models. The second chapter, by Havenner, gives practical guidance in apply ing this algorithm by one of the most experienced practitioners of the method. Havenner begins by summarizing six reasons state space methods are advanta geous, and then walks the reader through construction and evaluation of a state space model for four monthly macroeconomic series: industrial production in dex, consumer price index, six month commercial paper rate, and money stock (Ml). To single out one of the several important insights in modeling that he shares with the reader, he discusses in Section 2ii the effects of sampling er rors and model misspecification on successful modeling efforts. He argues that model misspecification is an important amplifier of the effects of sampling error that may cause symplectic matrices to have complex unit roots, a theoretical impossibility. Correct model specifications increase efficiency of estimators and often eliminate this finite sample problem. This is an important insight into the positive realness of covariance matrices; positivity has been emphasized by system engineers to the exclusion of other methods of reducing sampling error and alleviating what is simply a finite sample problem. The second and third parts collect papers that describe specific applications.

Smoothness Priors Analysis of Time Series

Genshiro Kitagawa,Will Gersch
Smoothness Priors Analysis of Time Series Book PDF

Author : Genshiro Kitagawa,Will Gersch
Publisher : Springer Science & Business Media
Page : 265 pages
File Size : 49,8 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461207610

Get Book

Smoothness Priors Analysis of Time Series by Genshiro Kitagawa,Will Gersch Pdf

Smoothness Priors Analysis of Time Series addresses some of the problems of modeling stationary and nonstationary time series primarily from a Bayesian stochastic regression "smoothness priors" state space point of view. Prior distributions on model coefficients are parametrized by hyperparameters. Maximizing the likelihood of a small number of hyperparameters permits the robust modeling of a time series with relatively complex structure and a very large number of implicitly inferred parameters. The critical statistical ideas in smoothness priors are the likelihood of the Bayesian model and the use of likelihood as a measure of the goodness of fit of the model. The emphasis is on a general state space approach in which the recursive conditional distributions for prediction, filtering, and smoothing are realized using a variety of nonstandard methods including numerical integration, a Gaussian mixture distribution-two filter smoothing formula, and a Monte Carlo "particle-path tracing" method in which the distributions are approximated by many realizations. The methods are applicable for modeling time series with complex structures.

Higher Order Asymptotic Theory for Time Series Analysis

Masanobu Taniguchi
Higher Order Asymptotic Theory for Time Series Analysis Book PDF

Author : Masanobu Taniguchi
Publisher : Springer Science & Business Media
Page : 169 pages
File Size : 40,8 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461231547

Get Book

Higher Order Asymptotic Theory for Time Series Analysis by Masanobu Taniguchi Pdf

The initial basis of this book was a series of my research papers, that I listed in References. I have many people to thank for the book's existence. Regarding higher order asymptotic efficiency I thank Professors Kei Takeuchi and M. Akahira for their many comments. I used their concept of efficiency for time series analysis. During the summer of 1983, I had an opportunity to visit The Australian National University, and could elucidate the third-order asymptotics of some estimators. I express my sincere thanks to Professor E.J. Hannan for his warmest encouragement and kindness. Multivariate time series analysis seems an important topic. In 1986 I visited Center for Mul tivariate Analysis, University of Pittsburgh. I received a lot of impact from multivariate analysis, and applied many multivariate methods to the higher order asymptotic theory of vector time series. I am very grateful to the late Professor P.R. Krishnaiah for his cooperation and kindness. In Japan my research was mainly performed in Hiroshima University. There is a research group of statisticians who are interested in the asymptotic expansions in statistics. Throughout this book I often used the asymptotic expansion techniques. I thank all the members of this group, especially Professors Y. Fujikoshi and K. Maekawa foItheir helpful discussion. When I was a student of Osaka University I learned multivariate analysis and time series analysis from Professors Masashi Okamoto and T. Nagai, respectively. It is a pleasure to thank them for giving me much of research background.

Applied Directional Statistics

Christophe Ley,Thomas Verdebout
Applied Directional Statistics Book PDF

Author : Christophe Ley,Thomas Verdebout
Publisher : CRC Press
Page : 300 pages
File Size : 42,5 Mb
Release : 2018-09-03
Category : Mathematics
ISBN : 9781351856522

Get Book

Applied Directional Statistics by Christophe Ley,Thomas Verdebout Pdf

This book collects important advances in methodology and data analysis for directional statistics. It is the companion book of the more theoretical treatment presented in Modern Directional Statistics (CRC Press, 2017). The field of directional statistics has received a lot of attention due to demands from disciplines such as life sciences or machine learning, the availability of massive data sets requiring adapted statistical techniques, and technological advances. This book covers important progress in bioinformatics, biology, astrophysics, oceanography, environmental sciences, earth sciences, machine learning and social sciences.

Correlated Data Analysis: Modeling, Analytics, and Applications

Peter X. -K. Song
Correlated Data Analysis Modeling Analytics and Applications Book PDF

Author : Peter X. -K. Song
Publisher : Springer Science & Business Media
Page : 352 pages
File Size : 49,8 Mb
Release : 2007-06-30
Category : Mathematics
ISBN : 9780387713939

Get Book

Correlated Data Analysis: Modeling, Analytics, and Applications by Peter X. -K. Song Pdf

This book covers recent developments in correlated data analysis. It utilizes the class of dispersion models as marginal components in the formulation of joint models for correlated data. This enables the book to cover a broader range of data types than the traditional generalized linear models. The reader is provided with a systematic treatment for the topic of estimating functions, and both generalized estimating equations (GEE) and quadratic inference functions (QIF) are studied as special cases. In addition to the discussions on marginal models and mixed-effects models, this book covers new topics on joint regression analysis based on Gaussian copulas.

Topics in Oceanography

Enrico Zambianchi
Topics in Oceanography Book PDF

Author : Enrico Zambianchi
Publisher : BoD – Books on Demand
Page : 168 pages
File Size : 47,7 Mb
Release : 2013-07-10
Category : Science
ISBN : 9789535111795

Get Book

Topics in Oceanography by Enrico Zambianchi Pdf

Oceanography is the par excellence interdisciplinary science thanks to its peculiar setting within a fluid environment that makes connections extremely efficient. The oceans connections are well mirrored in the chapters of this book that share a quite explicit multidisciplinary and multi-environmental character. The book provides chapters on very different topics under very different settings, some with a focused angle, others with a broader approach, yet all sharing the idea that we need to understand the small pieces in order to put together the big picture for a much larger mechanism, the functioning of the ocean as a whole.

Latent Variable Modeling and Applications to Causality

Maia Berkane
Latent Variable Modeling and Applications to Causality Book PDF

Author : Maia Berkane
Publisher : Springer Science & Business Media
Page : 285 pages
File Size : 45,9 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461218425

Get Book

Latent Variable Modeling and Applications to Causality by Maia Berkane Pdf

This volume gathers refereed papers presented at the 1994 UCLA conference on "La tent Variable Modeling and Application to Causality. " The meeting was organized by the UCLA Interdivisional Program in Statistics with the purpose of bringing together a group of people who have done recent advanced work in this field. The papers in this volume are representative of a wide variety of disciplines in which the use of latent variable models is rapidly growing. The volume is divided into two broad sections. The first section covers Path Models and Causal Reasoning and the papers are innovations from contributors in disciplines not traditionally associated with behavioural sciences, (e. g. computer science with Judea Pearl and public health with James Robins). Also in this section are contri butions by Rod McDonald and Michael Sobel who have a more traditional approach to causal inference, generating from problems in behavioural sciences. The second section encompasses new approaches to questions of model selection with emphasis on factor analysis and time varying systems. Amemiya uses nonlinear factor analysis which has a higher order of complexity associated with the identifiability condi tions. Muthen studies longitudinal hierarchichal models with latent variables and treats the time vector as a variable rather than a level of hierarchy. Deleeuw extends exploratory factor analysis models by including time as a variable and allowing for discrete and ordi nal latent variables. Arminger looks at autoregressive structures and Bock treats factor analysis models for categorical data.

Wavelets, Approximation, and Statistical Applications

Wolfgang Härdle,Gerard Kerkyacharian,Dominique Picard,Alexander Tsybakov
Wavelets Approximation and Statistical Applications Book PDF

Author : Wolfgang Härdle,Gerard Kerkyacharian,Dominique Picard,Alexander Tsybakov
Publisher : Springer Science & Business Media
Page : 276 pages
File Size : 54,8 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461222224

Get Book

Wavelets, Approximation, and Statistical Applications by Wolfgang Härdle,Gerard Kerkyacharian,Dominique Picard,Alexander Tsybakov Pdf

The mathematical theory of ondelettes (wavelets) was developed by Yves Meyer and many collaborators about 10 years ago. It was designed for ap proximation of possibly irregular functions and surfaces and was successfully applied in data compression, turbulence analysis, image and signal process ing. Five years ago wavelet theory progressively appeared to be a power ful framework for nonparametric statistical problems. Efficient computa tional implementations are beginning to surface in this second lustrum of the nineties. This book brings together these three main streams of wavelet theory. It presents the theory, discusses approximations and gives a variety of statistical applications. It is the aim of this text to introduce the novice in this field into the various aspects of wavelets. Wavelets require a highly interactive computing interface. We present therefore all applications with software code from an interactive statistical computing environment. Readers interested in theory and construction of wavelets will find here in a condensed form results that are somewhat scattered around in the research literature. A practioner will be able to use wavelets via the available software code. We hope therefore to address both theory and practice with this book and thus help to construct bridges between the different groups of scientists. This te. xt grew out of a French-German cooperation (Seminaire Paris Berlin, Seminar Berlin-Paris). This seminar brings together theoretical and applied statisticians from Berlin and Paris. This work originates in the first of these seminars organized in Garchy, Burgundy in 1994.

Stationary Stochastic Models: An Introduction

Riccardo Gatto
Stationary Stochastic Models An Introduction Book PDF

Author : Riccardo Gatto
Publisher : World Scientific
Page : 415 pages
File Size : 52,7 Mb
Release : 2022-06-23
Category : Mathematics
ISBN : 9789811251856

Get Book

Stationary Stochastic Models: An Introduction by Riccardo Gatto Pdf

This volume provides a unified mathematical introduction to stationary time series models and to continuous time stationary stochastic processes. The analysis of these stationary models is carried out in time domain and in frequency domain. It begins with a practical discussion on stationarity, by which practical methods for obtaining stationary data are described. The presented topics are illustrated by numerous examples. Readers will find the following covered in a comprehensive manner:At the end, some selected topics such as stationary random fields, simulation of Gaussian stationary processes, time series for planar directions, large deviations approximations and results of information theory are presented. A detailed appendix containing complementary materials will assist the reader with many technical aspects of the book.

Athens Conference on Applied Probability and Time Series Analysis

P.M. Robinson,Murray Rosenblatt
Athens Conference on Applied Probability and Time Series Analysis Book PDF

Author : P.M. Robinson,Murray Rosenblatt
Publisher : Springer Science & Business Media
Page : 443 pages
File Size : 43,5 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461224129

Get Book

Athens Conference on Applied Probability and Time Series Analysis by P.M. Robinson,Murray Rosenblatt Pdf

The Athens Conference on Applied Probability and Time Series in 1995 brought together researchers from across the world. The published papers appear in two volumes. Volume II presents papers on time series analysis, many of which were contributed to a meeting in March 1995 partly in honour of E.J. Hannan. The initial paper by P.M. Robinson discusses Ted Hannan's researches and their influence on current work in time series analysis. Other papers discuss methods for finite parameter Gaussian models, time series with infinite variance or stable marginal distribution, frequency domain methods, long range dependent processes, nonstationary processes, and nonlinear time series. The methods presented can be applied in a number of fields such as statistics, applied mathematics, engineering, economics and ecology. The papers include many of the topics of current interest in time series analysis and will be of interest to a wide range of researchers.

Series Approximation Methods in Statistics

John E. Kolassa
Series Approximation Methods in Statistics Book PDF

Author : John E. Kolassa
Publisher : Springer Science & Business Media
Page : 162 pages
File Size : 55,7 Mb
Release : 2013-04-17
Category : Mathematics
ISBN : 9781475742756

Get Book

Series Approximation Methods in Statistics by John E. Kolassa Pdf

This book was originally compiled for a course I taught at the University of Rochester in the fall of 1991, and is intended to give advanced graduate students in statistics an introduction to Edgeworth and saddlepoint approximations, and related techniques. Many other authors have also written monographs on this subject, and so this work is narrowly focused on two areas not recently discussed in theoretical text books. These areas are, first, a rigorous consideration of Edgeworth and saddlepoint expansion limit theorems, and second, a survey of the more recent developments in the field. In presenting expansion limit theorems I have drawn heavily 011 notation of McCullagh (1987) and on the theorems presented by Feller (1971) on Edgeworth expansions. For saddlepoint notation and results I relied most heavily on the many papers of Daniels, and a review paper by Reid (1988). Throughout this book I have tried to maintain consistent notation and to present theorems in such a way as to make a few theoretical results useful in as many contexts as possible. This was not only in order to present as many results with as few proofs as possible, but more importantly to show the interconnections between the various facets of asymptotic theory. Special attention is paid to regularity conditions. The reasons they are needed and the parts they play in the proofs are both highlighted.

Stochastic Models, Statistical Methods, and Algorithms in Image Analysis

Piero Barone,Arnoldo Frigessi,Mauro Piccioni
Stochastic Models Statistical Methods and Algorithms in Image Analysis Book PDF

Author : Piero Barone,Arnoldo Frigessi,Mauro Piccioni
Publisher : Springer Science & Business Media
Page : 266 pages
File Size : 46,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461229209

Get Book

Stochastic Models, Statistical Methods, and Algorithms in Image Analysis by Piero Barone,Arnoldo Frigessi,Mauro Piccioni Pdf

This volume comprises a collection of papers by world- renowned experts on image analysis. The papers range from survey articles to research papers, and from theoretical topics such as simulated annealing through to applied image reconstruction. It covers applications as diverse as biomedicine, astronomy, and geophysics. As a result, any researcher working on image analysis will find this book provides an up-to-date overview of the field and in addition, the extensive bibliographies will make this a useful reference.

ICREGA’14 - Renewable Energy: Generation and Applications

Mohammad O. Hamdan,Hassan A.N. Hejase,Hassan M. Noura,Abbas A. Fardoun
ICREGA 14 Renewable Energy Generation and Applications Book PDF

Author : Mohammad O. Hamdan,Hassan A.N. Hejase,Hassan M. Noura,Abbas A. Fardoun
Publisher : Springer
Page : 713 pages
File Size : 41,7 Mb
Release : 2014-07-01
Category : Technology & Engineering
ISBN : 9783319057088

Get Book

ICREGA’14 - Renewable Energy: Generation and Applications by Mohammad O. Hamdan,Hassan A.N. Hejase,Hassan M. Noura,Abbas A. Fardoun Pdf

This book collects the edited and reviewed contributions presented in the 3rd International Conference on Renewable Energy: Generation and Applications” ICREGA’14, organized by the UAE University in Al-Ain. This conference aims to disseminate knowledge on methods, policies and technologies related to renewable energy and it acknowledges the leadership of the UAE which committed to a 7% renewable energy target by 2020. The demands and developments in renewable energy generations and applications are rapidly growing and are facing many challenges on different levels such as basic science, engineering system design, energy policies and sustainable developments. This edition presents new contributions related to recent renewable energy case studies, developments in biofuel, energy storage, solar and wind energy, integrated systems and sustainable power production. In the spirit of the ICREGA’14, the volume has been produced after the conference so that the authors had the possibility to incorporate comments and discussions raised during the meeting. The contributions have been grouped in the following topics: - Efficient Energy Utilization - Electrical Energy Market, Management and Economics - Energy Storage Systems - Environmental Issues - Fuel Cells Systems - Green Buildings - Intelligent Energy/Power Transmission and Distribution - Solar Photovoltaic and Thermal Energy - Wind Energy Systems.